DAX Index Future March 2015

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	27-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	9,966.0	9,986.0	20.0	0.2%	9,748.5
High	10,008.5	10,000.0	-8.5	-0.1%	10,008.5
Low	9,936.0	9,916.0	-20.0	-0.2%	9,725.0
Close	9,980.5	9,986.0	5.5	0.1%	9,986.0
Range	72.5	84.0	11.5	15.9%	283.5
ATR	148.2	143.6	-4.6	-3.1%	0.0
Volume	646	1,238	592	91.6%	6,188

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,219.3	10,186.7	10,032.2
R3	10,135.3	10,102.7	10,009.1
R2	10,051.3	10,051.3	10,001.4
R1	10,018.7	10,018.7	9,993.7	10,028.0
PP	9,967.3	9,967.3	9,967.3	9,972.0
S1	9,934.7	9,934.7	9,978.3	9,944.0
S2	9,883.3	9,883.3	9,970.6
S3	9,799.3	9,850.7	9,962.9
S4	9,715.3	9,766.7	9,939.8

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,757.0	10,655.0	10,141.9
R3	10,473.5	10,371.5	10,064.0
R2	10,190.0	10,190.0	10,038.0
R1	10,088.0	10,088.0	10,012.0	10,139.0
PP	9,906.5	9,906.5	9,906.5	9,932.0
S1	9,804.5	9,804.5	9,960.0	9,855.5
S2	9,623.0	9,623.0	9,934.0
S3	9,339.5	9,521.0	9,908.0
S4	9,056.0	9,237.5	9,830.1

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	9,725.0	283.5	2.8%	96.4	1.0%	92%	False	False	1,237
10	10,008.5	9,145.5	863.0	8.6%	125.1	1.3%	97%	False	False	2,767
20	10,008.5	9,145.5	863.0	8.6%	128.6	1.3%	97%	False	False	1,769
40	10,008.5	8,367.5	1,641.0	16.4%	167.1	1.7%	99%	False	False	1,166
60	10,008.5	8,367.5	1,641.0	16.4%	144.5	1.4%	99%	False	False	846
80	10,008.5	8,367.5	1,641.0	16.4%	127.2	1.3%	99%	False	False	712
100	10,008.5	8,367.5	1,641.0	16.4%	118.6	1.2%	99%	False	False	575

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,357.0
2.618	10,219.9
1.618	10,135.9
1.000	10,084.0
0.618	10,051.9
HIGH	10,000.0
0.618	9,967.9
0.500	9,958.0
0.382	9,948.1
LOW	9,916.0
0.618	9,864.1
1.000	9,832.0
1.618	9,780.1
2.618	9,696.1
4.250	9,559.0

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	9,976.7	9,972.5
PP	9,967.3	9,959.0
S1	9,958.0	9,945.5

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