DAX Index Future March 2015

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	9,584.0	9,370.0	-214.0	-2.2%	10,093.0
High	9,690.5	9,585.5	-105.0	-1.1%	10,099.5
Low	9,310.0	9,227.0	-83.0	-0.9%	9,555.0
Close	9,350.0	9,574.0	224.0	2.4%	9,600.0
Range	380.5	358.5	-22.0	-5.8%	544.5
ATR	183.5	196.0	12.5	6.8%	0.0
Volume	117,232	73,260	-43,972	-37.5%	63,700

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,537.7	10,414.3	9,771.2
R3	10,179.2	10,055.8	9,672.6
R2	9,820.7	9,820.7	9,639.7
R1	9,697.3	9,697.3	9,606.9	9,759.0
PP	9,462.2	9,462.2	9,462.2	9,493.0
S1	9,338.8	9,338.8	9,541.1	9,400.5
S2	9,103.7	9,103.7	9,508.3
S3	8,745.2	8,980.3	9,475.4
S4	8,386.7	8,621.8	9,376.8

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	11,385.0	11,037.0	9,899.5
R3	10,840.5	10,492.5	9,749.7
R2	10,296.0	10,296.0	9,699.8
R1	9,948.0	9,948.0	9,649.9	9,849.8
PP	9,751.5	9,751.5	9,751.5	9,702.4
S1	9,403.5	9,403.5	9,550.1	9,305.3
S2	9,207.0	9,207.0	9,500.2
S3	8,662.5	8,859.0	9,450.3
S4	8,118.0	8,314.5	9,300.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,921.0	9,227.0	694.0	7.2%	261.8	2.7%	50%	False	True	49,192
10	10,123.0	9,227.0	896.0	9.4%	213.9	2.2%	39%	False	True	26,395
20	10,123.0	9,227.0	896.0	9.4%	162.2	1.7%	39%	False	True	14,846
40	10,123.0	8,833.5	1,289.5	13.5%	156.9	1.6%	57%	False	False	7,733
60	10,123.0	8,367.5	1,755.5	18.3%	169.6	1.8%	69%	False	False	5,313
80	10,123.0	8,367.5	1,755.5	18.3%	144.3	1.5%	69%	False	False	4,082
100	10,123.0	8,367.5	1,755.5	18.3%	134.0	1.4%	69%	False	False	3,275
120	10,123.0	8,367.5	1,755.5	18.3%	120.4	1.3%	69%	False	False	2,732

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	44.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,109.1
2.618	10,524.1
1.618	10,165.6
1.000	9,944.0
0.618	9,807.1
HIGH	9,585.5
0.618	9,448.6
0.500	9,406.3
0.382	9,363.9
LOW	9,227.0
0.618	9,005.4
1.000	8,868.5
1.618	8,646.9
2.618	8,288.4
4.250	7,703.4

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	9,518.1	9,555.6
PP	9,462.2	9,537.2
S1	9,406.3	9,518.8

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