DAX Index Future March 2015

Trading Metrics calculated at close of trading on 26-Jan-2015

Day Change Summary
	Previous	Current
	23-Jan-2015	26-Jan-2015	Change	Change %	Previous Week
Open	10,500.0	10,576.0	76.0	0.7%	10,315.0
High	10,711.5	10,857.5	146.0	1.4%	10,711.5
Low	10,486.5	10,572.5	86.0	0.8%	10,153.0
Close	10,664.0	10,805.0	141.0	1.3%	10,664.0
Range	225.0	285.0	60.0	26.7%	558.5
ATR	239.6	242.8	3.2	1.4%	0.0
Volume	134,273	137,127	2,854	2.1%	592,649

Daily Pivots for day following 26-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,600.0	11,487.5	10,961.8
R3	11,315.0	11,202.5	10,883.4
R2	11,030.0	11,030.0	10,857.3
R1	10,917.5	10,917.5	10,831.1	10,973.8
PP	10,745.0	10,745.0	10,745.0	10,773.1
S1	10,632.5	10,632.5	10,778.9	10,688.8
S2	10,460.0	10,460.0	10,752.8
S3	10,175.0	10,347.5	10,726.6
S4	9,890.0	10,062.5	10,648.3

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,185.0	11,983.0	10,971.2
R3	11,626.5	11,424.5	10,817.6
R2	11,068.0	11,068.0	10,766.4
R1	10,866.0	10,866.0	10,715.2	10,967.0
PP	10,509.5	10,509.5	10,509.5	10,560.0
S1	10,307.5	10,307.5	10,612.8	10,408.5
S2	9,951.0	9,951.0	10,561.6
S3	9,392.5	9,749.0	10,510.4
S4	8,834.0	9,190.5	10,356.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,857.5	10,153.0	704.5	6.5%	219.2	2.0%	93%	True	False	145,955
10	10,857.5	9,582.5	1,275.0	11.8%	258.7	2.4%	96%	True	False	155,339
20	10,857.5	9,383.5	1,474.0	13.6%	229.1	2.1%	96%	True	False	131,716
40	10,857.5	9,227.0	1,630.5	15.1%	202.8	1.9%	97%	True	False	81,798
60	10,857.5	8,843.5	2,014.0	18.6%	185.3	1.7%	97%	True	False	55,064
80	10,857.5	8,367.5	2,490.0	23.0%	187.3	1.7%	98%	True	False	41,419
100	10,857.5	8,367.5	2,490.0	23.0%	165.9	1.5%	98%	True	False	33,217
120	10,857.5	8,367.5	2,490.0	23.0%	152.7	1.4%	98%	True	False	27,691

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	37.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,068.8
2.618	11,603.6
1.618	11,318.6
1.000	11,142.5
0.618	11,033.6
HIGH	10,857.5
0.618	10,748.6
0.500	10,715.0
0.382	10,681.4
LOW	10,572.5
0.618	10,396.4
1.000	10,287.5
1.618	10,111.4
2.618	9,826.4
4.250	9,361.3

Fisher Pivots for day following 26-Jan-2015
Pivot	1 day	3 day
R1	10,775.0	10,717.8
PP	10,745.0	10,630.5
S1	10,715.0	10,543.3

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