DAX Index Future September 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 9,675.5 9,724.0 48.5 0.5% 9,496.0
High 9,747.0 9,737.5 -9.5 -0.1% 9,790.0
Low 9,636.0 9,628.0 -8.0 -0.1% 9,467.0
Close 9,705.5 9,683.5 -22.0 -0.2% 9,750.5
Range 111.0 109.5 -1.5 -1.4% 323.0
ATR 137.0 135.1 -2.0 -1.4% 0.0
Volume 113,931 90,458 -23,473 -20.6% 530,502
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 10,011.5 9,957.0 9,743.7
R3 9,902.0 9,847.5 9,713.6
R2 9,792.5 9,792.5 9,703.6
R1 9,738.0 9,738.0 9,693.5 9,710.5
PP 9,683.0 9,683.0 9,683.0 9,669.3
S1 9,628.5 9,628.5 9,673.5 9,601.0
S2 9,573.5 9,573.5 9,663.4
S3 9,464.0 9,519.0 9,653.4
S4 9,354.5 9,409.5 9,623.3
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 10,638.2 10,517.3 9,928.2
R3 10,315.2 10,194.3 9,839.3
R2 9,992.2 9,992.2 9,809.7
R1 9,871.3 9,871.3 9,780.1 9,931.8
PP 9,669.2 9,669.2 9,669.2 9,699.4
S1 9,548.3 9,548.3 9,720.9 9,608.8
S2 9,346.2 9,346.2 9,691.3
S3 9,023.2 9,225.3 9,661.7
S4 8,700.2 8,902.3 9,572.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,790.0 9,628.0 162.0 1.7% 97.8 1.0% 34% False True 98,570
10 9,790.0 9,368.0 422.0 4.4% 127.5 1.3% 75% False False 108,305
20 9,790.0 9,042.5 747.5 7.7% 126.0 1.3% 86% False False 99,197
40 9,853.0 8,903.0 950.0 9.8% 138.6 1.4% 82% False False 107,098
60 10,056.0 8,903.0 1,153.0 11.9% 126.9 1.3% 68% False False 99,190
80 10,056.0 8,903.0 1,153.0 11.9% 114.3 1.2% 68% False False 77,190
100 10,056.0 8,903.0 1,153.0 11.9% 115.2 1.2% 68% False False 61,832
120 10,056.0 8,903.0 1,153.0 11.9% 117.0 1.2% 68% False False 51,564
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,202.9
2.618 10,024.2
1.618 9,914.7
1.000 9,847.0
0.618 9,805.2
HIGH 9,737.5
0.618 9,695.7
0.500 9,682.8
0.382 9,669.8
LOW 9,628.0
0.618 9,560.3
1.000 9,518.5
1.618 9,450.8
2.618 9,341.3
4.250 9,162.6
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 9,683.3 9,699.5
PP 9,683.0 9,694.2
S1 9,682.8 9,688.8

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

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