DAX Index Future December 2014

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	9,104.5	9,307.0	202.5	2.2%	9,033.0
High	9,160.0	9,344.0	184.0	2.0%	9,344.0
Low	8,898.0	9,217.0	319.0	3.6%	8,835.0
Close	9,106.0	9,309.0	203.0	2.2%	9,309.0
Range	262.0	127.0	-135.0	-51.5%	509.0
ATR	201.6	204.2	2.6	1.3%	0.0
Volume	145,246	108,132	-37,114	-25.6%	625,006

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,671.0	9,617.0	9,378.9
R3	9,544.0	9,490.0	9,343.9
R2	9,417.0	9,417.0	9,332.3
R1	9,363.0	9,363.0	9,320.6	9,390.0
PP	9,290.0	9,290.0	9,290.0	9,303.5
S1	9,236.0	9,236.0	9,297.4	9,263.0
S2	9,163.0	9,163.0	9,285.7
S3	9,036.0	9,109.0	9,274.1
S4	8,909.0	8,982.0	9,239.2

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,689.7	10,508.3	9,589.0
R3	10,180.7	9,999.3	9,449.0
R2	9,671.7	9,671.7	9,402.3
R1	9,490.3	9,490.3	9,355.7	9,581.0
PP	9,162.7	9,162.7	9,162.7	9,208.0
S1	8,981.3	8,981.3	9,262.3	9,072.0
S2	8,653.7	8,653.7	9,215.7
S3	8,144.7	8,472.3	9,169.0
S4	7,635.7	7,963.3	9,029.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,344.0	8,835.0	509.0	5.5%	190.0	2.0%	93%	True	False	125,001
10	9,344.0	8,641.5	702.5	7.5%	192.8	2.1%	95%	True	False	127,114
20	9,352.5	8,350.0	1,002.5	10.8%	213.1	2.3%	96%	False	False	157,567
40	9,896.0	8,350.0	1,546.0	16.6%	169.0	1.8%	62%	False	False	117,008
60	9,896.0	8,350.0	1,546.0	16.6%	155.9	1.7%	62%	False	False	78,553
80	9,896.0	8,350.0	1,546.0	16.6%	150.5	1.6%	62%	False	False	58,989
100	10,057.5	8,350.0	1,707.5	18.3%	136.2	1.5%	56%	False	False	47,225
120	10,057.5	8,350.0	1,707.5	18.3%	123.1	1.3%	56%	False	False	39,366

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	43.9
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	9,883.8
2.618	9,676.5
1.618	9,549.5
1.000	9,471.0
0.618	9,422.5
HIGH	9,344.0
0.618	9,295.5
0.500	9,280.5
0.382	9,265.5
LOW	9,217.0
0.618	9,138.5
1.000	9,090.0
1.618	9,011.5
2.618	8,884.5
4.250	8,677.3

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	9,299.5	9,246.3
PP	9,290.0	9,183.7
S1	9,280.5	9,121.0

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