DAX Index Future March 2015

Trading Metrics calculated at close of trading on 07-Jan-2015

Day Change Summary
	Previous	Current
	06-Jan-2015	07-Jan-2015	Change	Change %	Previous Week
Open	9,475.0	9,510.0	35.0	0.4%	9,948.5
High	9,631.5	9,611.5	-20.0	-0.2%	9,958.5
Low	9,383.5	9,463.0	79.5	0.8%	9,692.5
Close	9,491.5	9,502.5	11.0	0.1%	9,768.5
Range	248.0	148.5	-99.5	-40.1%	266.0
ATR	206.9	202.7	-4.2	-2.0%	0.0
Volume	116,841	132,833	15,992	13.7%	271,515

Daily Pivots for day following 07-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	9,971.2	9,885.3	9,584.2
R3	9,822.7	9,736.8	9,543.3
R2	9,674.2	9,674.2	9,529.7
R1	9,588.3	9,588.3	9,516.1	9,557.0
PP	9,525.7	9,525.7	9,525.7	9,510.0
S1	9,439.8	9,439.8	9,488.9	9,408.5
S2	9,377.2	9,377.2	9,475.3
S3	9,228.7	9,291.3	9,461.7
S4	9,080.2	9,142.8	9,420.8

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	9,932.5	9,383.5	549.0	5.8%	219.7	2.3%	22%	False	False	124,159
10	9,958.5	9,383.5	575.0	6.1%	193.6	2.0%	21%	False	False	108,038
20	10,123.0	9,227.0	896.0	9.4%	212.7	2.2%	31%	False	False	71,444
40	10,123.0	9,145.5	977.5	10.3%	168.5	1.8%	37%	False	False	36,821
60	10,123.0	8,367.5	1,755.5	18.5%	178.2	1.9%	65%	False	False	24,752
80	10,123.0	8,367.5	1,755.5	18.5%	163.4	1.7%	65%	False	False	18,634
100	10,123.0	8,367.5	1,755.5	18.5%	145.3	1.5%	65%	False	False	14,968
120	10,123.0	8,367.5	1,755.5	18.5%	135.2	1.4%	65%	False	False	12,480

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	10,242.6
2.618	10,000.3
1.618	9,851.8
1.000	9,760.0
0.618	9,703.3
HIGH	9,611.5
0.618	9,554.8
0.500	9,537.3
0.382	9,519.7
LOW	9,463.0
0.618	9,371.2
1.000	9,314.5
1.618	9,222.7
2.618	9,074.2
4.250	8,831.9

Fisher Pivots for day following 07-Jan-2015
Pivot	1 day	3 day
R1	9,537.3	9,589.8
PP	9,525.7	9,560.7
S1	9,514.1	9,531.6

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