DAX Index Future December 2014

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	8,922.0	8,700.0	-222.0	-2.5%	9,337.0
High	8,961.5	8,874.5	-87.0	-1.0%	9,352.5
Low	8,765.5	8,682.0	-83.5	-1.0%	8,765.5
Close	8,809.5	8,808.5	-1.0	0.0%	8,809.5
Range	196.0	192.5	-3.5	-1.8%	587.0
ATR	164.8	166.8	2.0	1.2%	0.0
Volume	151,366	169,053	17,687	11.7%	885,013

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,365.8	9,279.7	8,914.4
R3	9,173.3	9,087.2	8,861.4
R2	8,980.8	8,980.8	8,843.8
R1	8,894.7	8,894.7	8,826.1	8,937.8
PP	8,788.3	8,788.3	8,788.3	8,809.9
S1	8,702.2	8,702.2	8,790.9	8,745.3
S2	8,595.8	8,595.8	8,773.2
S3	8,403.3	8,509.7	8,755.6
S4	8,210.8	8,317.2	8,702.6

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,736.8	10,360.2	9,132.4
R3	10,149.8	9,773.2	8,970.9
R2	9,562.8	9,562.8	8,917.1
R1	9,186.2	9,186.2	8,863.3	9,081.0
PP	8,975.8	8,975.8	8,975.8	8,923.3
S1	8,599.2	8,599.2	8,755.7	8,494.0
S2	8,388.8	8,388.8	8,701.9
S3	7,801.8	8,012.2	8,648.1
S4	7,214.8	7,425.2	8,486.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,182.0	8,682.0	500.0	5.7%	196.1	2.2%	25%	False	True	180,873
10	9,523.5	8,682.0	841.5	9.6%	186.9	2.1%	15%	False	True	149,549
20	9,896.0	8,682.0	1,214.0	13.8%	156.3	1.8%	10%	False	True	126,119
40	9,896.0	8,682.0	1,214.0	13.8%	136.8	1.6%	10%	False	True	65,316
60	9,896.0	8,682.0	1,214.0	13.8%	136.7	1.6%	10%	False	True	43,661
80	10,057.5	8,682.0	1,375.5	15.6%	127.2	1.4%	9%	False	True	32,805
100	10,057.5	8,682.0	1,375.5	15.6%	111.9	1.3%	9%	False	True	26,262

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	35.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,692.6
2.618	9,378.5
1.618	9,186.0
1.000	9,067.0
0.618	8,993.5
HIGH	8,874.5
0.618	8,801.0
0.500	8,778.3
0.382	8,755.5
LOW	8,682.0
0.618	8,563.0
1.000	8,489.5
1.618	8,370.5
2.618	8,178.0
4.250	7,863.9

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	8,798.4	8,912.8
PP	8,788.3	8,878.0
S1	8,778.3	8,843.3

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