DAX Index Future December 2014

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

Day Change Summary
	Previous	Current
	06-Oct-2014	07-Oct-2014	Change	Change %	Previous Week
Open	9,337.0	9,170.0	-167.0	-1.8%	9,514.5
High	9,352.5	9,182.0	-170.5	-1.8%	9,523.5
Low	9,146.5	9,010.0	-136.5	-1.5%	9,166.0
Close	9,192.5	9,086.0	-106.5	-1.2%	9,216.0
Range	206.0	172.0	-34.0	-16.5%	357.5
ATR	146.7	149.2	2.6	1.7%	0.0
Volume	149,698	164,130	14,432	9.6%	441,424

Daily Pivots for day following 07-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,608.7	9,519.3	9,180.6
R3	9,436.7	9,347.3	9,133.3
R2	9,264.7	9,264.7	9,117.5
R1	9,175.3	9,175.3	9,101.8	9,134.0
PP	9,092.7	9,092.7	9,092.7	9,072.0
S1	9,003.3	9,003.3	9,070.2	8,962.0
S2	8,920.7	8,920.7	9,054.5
S3	8,748.7	8,831.3	9,038.7
S4	8,576.7	8,659.3	8,991.4

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,374.3	10,152.7	9,412.6
R3	10,016.8	9,795.2	9,314.3
R2	9,659.3	9,659.3	9,281.5
R1	9,437.7	9,437.7	9,248.8	9,369.8
PP	9,301.8	9,301.8	9,301.8	9,267.9
S1	9,080.2	9,080.2	9,183.2	9,012.3
S2	8,944.3	8,944.3	9,150.5
S3	8,586.8	8,722.7	9,117.7
S4	8,229.3	8,365.2	9,019.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,523.5	9,010.0	513.5	5.7%	183.2	2.0%	15%	False	True	125,382
10	9,750.0	9,010.0	740.0	8.1%	173.9	1.9%	10%	False	True	124,457
20	9,896.0	9,010.0	886.0	9.8%	135.9	1.5%	9%	False	True	91,646
40	9,896.0	9,010.0	886.0	9.8%	127.3	1.4%	9%	False	True	46,869
60	9,896.0	8,913.0	983.0	10.8%	131.4	1.4%	18%	False	False	31,348
80	10,057.5	8,913.0	1,144.5	12.6%	120.3	1.3%	15%	False	False	23,560
100	10,057.5	8,913.0	1,144.5	12.6%	107.3	1.2%	15%	False	False	18,863

Crabel Price Patterns
NR	True
NR4	True
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	34.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,913.0
2.618	9,632.3
1.618	9,460.3
1.000	9,354.0
0.618	9,288.3
HIGH	9,182.0
0.618	9,116.3
0.500	9,096.0
0.382	9,075.7
LOW	9,010.0
0.618	8,903.7
1.000	8,838.0
1.618	8,731.7
2.618	8,559.7
4.250	8,279.0

Fisher Pivots for day following 07-Oct-2014
Pivot	1 day	3 day
R1	9,096.0	9,213.0
PP	9,092.7	9,170.7
S1	9,089.3	9,128.3

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