DAX Index Future September 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	9,114.0	9,136.0	22.0	0.2%	9,650.5
High	9,168.5	9,172.5	4.0	0.0%	9,710.0
Low	9,031.0	8,975.0	-56.0	-0.6%	9,152.5
Close	9,127.5	9,041.0	-86.5	-0.9%	9,212.5
Range	137.5	197.5	60.0	43.6%	557.5
ATR	144.2	148.1	3.8	2.6%	0.0
Volume	166,027	155,295	-10,732	-6.5%	664,325

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,655.3	9,545.7	9,149.6
R3	9,457.8	9,348.2	9,095.3
R2	9,260.3	9,260.3	9,077.2
R1	9,150.7	9,150.7	9,059.1	9,106.8
PP	9,062.8	9,062.8	9,062.8	9,040.9
S1	8,953.2	8,953.2	9,022.9	8,909.3
S2	8,865.3	8,865.3	9,004.8
S3	8,667.8	8,755.7	8,986.7
S4	8,470.3	8,558.2	8,932.4

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	11,030.8	10,679.2	9,519.1
R3	10,473.3	10,121.7	9,365.8
R2	9,915.8	9,915.8	9,314.7
R1	9,564.2	9,564.2	9,263.6	9,461.3
PP	9,358.3	9,358.3	9,358.3	9,306.9
S1	9,006.7	9,006.7	9,161.4	8,903.8
S2	8,800.8	8,800.8	9,110.3
S3	8,243.3	8,449.2	9,059.2
S4	7,685.8	7,891.7	8,905.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,409.5	8,975.0	434.5	4.8%	176.7	2.0%	15%	False	True	145,244
10	9,798.0	8,975.0	823.0	9.1%	170.5	1.9%	8%	False	True	135,637
20	9,877.0	8,975.0	902.0	10.0%	144.7	1.6%	7%	False	True	114,515
40	10,056.0	8,975.0	1,081.0	12.0%	122.5	1.4%	6%	False	True	94,359
60	10,056.0	8,975.0	1,081.0	12.0%	109.6	1.2%	6%	False	True	63,429
80	10,056.0	8,975.0	1,081.0	12.0%	114.2	1.3%	6%	False	True	47,635
100	10,056.0	8,975.0	1,081.0	12.0%	115.2	1.3%	6%	False	True	38,143
120	10,056.0	8,953.5	1,102.5	12.2%	115.0	1.3%	8%	False	False	31,794

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,011.9
2.618	9,689.6
1.618	9,492.1
1.000	9,370.0
0.618	9,294.6
HIGH	9,172.5
0.618	9,097.1
0.500	9,073.8
0.382	9,050.4
LOW	8,975.0
0.618	8,852.9
1.000	8,777.5
1.618	8,655.4
2.618	8,457.9
4.250	8,135.6

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	9,073.8	9,107.3
PP	9,062.8	9,085.2
S1	9,051.9	9,063.1

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols