DAX Index Future March 2015

Trading Metrics calculated at close of trading on 05-Jan-2015

Day Change Summary
	Previous	Current
	02-Jan-2015	05-Jan-2015	Change	Change %	Previous Week
Open	9,797.5	9,726.5	-71.0	-0.7%	9,948.5
High	9,891.0	9,796.0	-95.0	-1.0%	9,958.5
Low	9,692.5	9,450.5	-242.0	-2.5%	9,692.5
Close	9,768.5	9,477.5	-291.0	-3.0%	9,768.5
Range	198.5	345.5	147.0	74.1%	266.0
ATR	192.8	203.7	10.9	5.7%	0.0
Volume	142,919	149,371	6,452	4.5%	271,515

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,611.2	10,389.8	9,667.5
R3	10,265.7	10,044.3	9,572.5
R2	9,920.2	9,920.2	9,540.8
R1	9,698.8	9,698.8	9,509.2	9,636.8
PP	9,574.7	9,574.7	9,574.7	9,543.6
S1	9,353.3	9,353.3	9,445.8	9,291.3
S2	9,229.2	9,229.2	9,414.2
S3	8,883.7	9,007.8	9,382.5
S4	8,538.2	8,662.3	9,287.5

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,604.5	10,452.5	9,914.8
R3	10,338.5	10,186.5	9,841.7
R2	10,072.5	10,072.5	9,817.3
R1	9,920.5	9,920.5	9,792.9	9,863.5
PP	9,806.5	9,806.5	9,806.5	9,778.0
S1	9,654.5	9,654.5	9,744.1	9,597.5
S2	9,540.5	9,540.5	9,719.7
S3	9,274.5	9,388.5	9,695.4
S4	9,008.5	9,122.5	9,622.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,958.5	9,450.5	508.0	5.4%	190.6	2.0%	5%	False	True	99,343
10	9,958.5	9,227.0	731.5	7.7%	214.3	2.3%	34%	False	False	99,343
20	10,123.0	9,227.0	896.0	9.5%	202.5	2.1%	28%	False	False	59,397
40	10,123.0	9,145.5	977.5	10.3%	165.1	1.7%	34%	False	False	30,634
60	10,123.0	8,367.5	1,755.5	18.5%	177.0	1.9%	63%	False	False	20,614
80	10,123.0	8,367.5	1,755.5	18.5%	159.8	1.7%	63%	False	False	15,515
100	10,123.0	8,367.5	1,755.5	18.5%	142.5	1.5%	63%	False	False	12,474
120	10,123.0	8,367.5	1,755.5	18.5%	132.7	1.4%	63%	False	False	10,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.7
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	11,264.4
2.618	10,700.5
1.618	10,355.0
1.000	10,141.5
0.618	10,009.5
HIGH	9,796.0
0.618	9,664.0
0.500	9,623.3
0.382	9,582.5
LOW	9,450.5
0.618	9,237.0
1.000	9,105.0
1.618	8,891.5
2.618	8,546.0
4.250	7,982.1

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	9,623.3	9,691.5
PP	9,574.7	9,620.2
S1	9,526.1	9,548.8

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