DAX Index Future March 2015


Trading Metrics calculated at close of trading on 27-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 27-Nov-2014 Change Change % Previous Week
Open 9,914.5 9,966.0 51.5 0.5% 9,177.0
High 9,953.0 10,008.5 55.5 0.6% 9,743.5
Low 9,882.5 9,936.0 53.5 0.5% 9,145.5
Close 9,930.5 9,980.5 50.0 0.5% 9,742.5
Range 70.5 72.5 2.0 2.8% 598.0
ATR 153.6 148.2 -5.4 -3.5% 0.0
Volume 1,048 646 -402 -38.4% 21,491
Daily Pivots for day following 27-Nov-2014
Classic Woodie Camarilla DeMark
R4 10,192.5 10,159.0 10,020.4
R3 10,120.0 10,086.5 10,000.4
R2 10,047.5 10,047.5 9,993.8
R1 10,014.0 10,014.0 9,987.1 10,030.8
PP 9,975.0 9,975.0 9,975.0 9,983.4
S1 9,941.5 9,941.5 9,973.9 9,958.3
S2 9,902.5 9,902.5 9,967.2
S3 9,830.0 9,869.0 9,960.6
S4 9,757.5 9,796.5 9,940.6
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 11,337.8 11,138.2 10,071.4
R3 10,739.8 10,540.2 9,907.0
R2 10,141.8 10,141.8 9,852.1
R1 9,942.2 9,942.2 9,797.3 10,042.0
PP 9,543.8 9,543.8 9,543.8 9,593.8
S1 9,344.2 9,344.2 9,687.7 9,444.0
S2 8,945.8 8,945.8 9,632.9
S3 8,347.8 8,746.2 9,578.1
S4 7,749.8 8,148.2 9,413.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,008.5 9,519.5 489.0 4.9% 124.4 1.2% 94% True False 1,987
10 10,008.5 9,145.5 863.0 8.6% 124.9 1.3% 97% True False 2,760
20 10,008.5 9,145.5 863.0 8.6% 130.5 1.3% 97% True False 1,764
40 10,008.5 8,367.5 1,641.0 16.4% 165.0 1.7% 98% True False 1,135
60 10,008.5 8,367.5 1,641.0 16.4% 144.0 1.4% 98% True False 862
80 10,008.5 8,367.5 1,641.0 16.4% 127.8 1.3% 98% True False 697
100 10,008.5 8,367.5 1,641.0 16.4% 118.0 1.2% 98% True False 563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 22.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,316.6
2.618 10,198.3
1.618 10,125.8
1.000 10,081.0
0.618 10,053.3
HIGH 10,008.5
0.618 9,980.8
0.500 9,972.3
0.382 9,963.7
LOW 9,936.0
0.618 9,891.2
1.000 9,863.5
1.618 9,818.7
2.618 9,746.2
4.250 9,627.9
Fisher Pivots for day following 27-Nov-2014
Pivot 1 day 3 day
R1 9,977.8 9,954.5
PP 9,975.0 9,928.5
S1 9,972.3 9,902.5

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

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