DAX Index Future March 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	9,688.0	9,927.0	239.0	2.5%	9,584.0
High	9,885.0	9,937.5	52.5	0.5%	9,937.5
Low	9,662.0	9,704.5	42.5	0.4%	9,227.0
Close	9,811.0	9,789.5	-21.5	-0.2%	9,789.5
Range	223.0	233.0	10.0	4.5%	710.5
ATR	206.7	208.6	1.9	0.9%	0.0
Volume	135,848	135,848	0	0.0%	551,652

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,509.5	10,382.5	9,917.7
R3	10,276.5	10,149.5	9,853.6
R2	10,043.5	10,043.5	9,832.2
R1	9,916.5	9,916.5	9,810.9	9,863.5
PP	9,810.5	9,810.5	9,810.5	9,784.0
S1	9,683.5	9,683.5	9,768.1	9,630.5
S2	9,577.5	9,577.5	9,746.8
S3	9,344.5	9,450.5	9,725.4
S4	9,111.5	9,217.5	9,661.4

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	11,782.8	11,496.7	10,180.3
R3	11,072.3	10,786.2	9,984.9
R2	10,361.8	10,361.8	9,919.8
R1	10,075.7	10,075.7	9,854.6	10,218.8
PP	9,651.3	9,651.3	9,651.3	9,722.9
S1	9,365.2	9,365.2	9,724.4	9,508.3
S2	8,940.8	8,940.8	9,659.2
S3	8,230.3	8,654.7	9,594.1
S4	7,519.8	7,944.2	9,398.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,937.5	9,227.0	710.5	7.3%	288.0	2.9%	79%	True	False	110,330
10	10,099.5	9,227.0	872.5	8.9%	230.8	2.4%	64%	False	False	61,535
20	10,123.0	9,227.0	896.0	9.2%	176.6	1.8%	63%	False	False	31,881
40	10,123.0	8,843.5	1,279.5	13.1%	163.5	1.7%	74%	False	False	16,737
60	10,123.0	8,367.5	1,755.5	17.9%	173.3	1.8%	81%	False	False	11,320
80	10,123.0	8,367.5	1,755.5	17.9%	150.1	1.5%	81%	False	False	8,592
100	10,123.0	8,367.5	1,755.5	17.9%	137.4	1.4%	81%	False	False	6,886
120	10,123.0	8,367.5	1,755.5	17.9%	125.5	1.3%	81%	False	False	5,741

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	35.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,927.8
2.618	10,547.5
1.618	10,314.5
1.000	10,170.5
0.618	10,081.5
HIGH	9,937.5
0.618	9,848.5
0.500	9,821.0
0.382	9,793.5
LOW	9,704.5
0.618	9,560.5
1.000	9,471.5
1.618	9,327.5
2.618	9,094.5
4.250	8,714.3

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	9,821.0	9,755.5
PP	9,810.5	9,721.5
S1	9,800.0	9,687.5

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