DAX Index Future June 2015

Trading Metrics calculated at close of trading on 23-Mar-2015

Day Change Summary
	Previous	Current
	20-Mar-2015	23-Mar-2015	Change	Change %	Previous Week
Open	11,965.0	12,068.5	103.5	0.9%	11,973.5
High	12,116.0	12,069.0	-47.0	-0.4%	12,243.0
Low	11,953.0	11,850.5	-102.5	-0.9%	11,812.5
Close	12,089.0	11,910.5	-178.5	-1.5%	12,089.0
Range	163.0	218.5	55.5	34.0%	430.5
ATR	187.6	191.2	3.6	1.9%	0.0
Volume	109,382	116,516	7,134	6.5%	503,683

Daily Pivots for day following 23-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,598.8	12,473.2	12,030.7
R3	12,380.3	12,254.7	11,970.6
R2	12,161.8	12,161.8	11,950.6
R1	12,036.2	12,036.2	11,930.5	11,989.8
PP	11,943.3	11,943.3	11,943.3	11,920.1
S1	11,817.7	11,817.7	11,890.5	11,771.3
S2	11,724.8	11,724.8	11,870.4
S3	11,506.3	11,599.2	11,850.4
S4	11,287.8	11,380.7	11,790.3

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,339.7	13,144.8	12,325.8
R3	12,909.2	12,714.3	12,207.4
R2	12,478.7	12,478.7	12,167.9
R1	12,283.8	12,283.8	12,128.5	12,381.3
PP	12,048.2	12,048.2	12,048.2	12,096.9
S1	11,853.3	11,853.3	12,049.5	11,950.8
S2	11,617.7	11,617.7	12,010.1
S3	11,187.2	11,422.8	11,970.6
S4	10,756.7	10,992.3	11,852.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,217.5	11,812.5	405.0	3.4%	216.5	1.8%	24%	False	False	105,759
10	12,243.0	11,421.5	821.5	6.9%	219.6	1.8%	60%	False	False	75,434
20	12,243.0	11,111.0	1,132.0	9.5%	174.6	1.5%	71%	False	False	38,695
40	12,243.0	10,569.5	1,673.5	14.1%	162.4	1.4%	80%	False	False	19,631
60	12,243.0	9,418.5	2,824.5	23.7%	178.0	1.5%	88%	False	False	13,278
80	12,243.0	9,251.0	2,992.0	25.1%	169.6	1.4%	89%	False	False	9,989
100	12,243.0	8,976.0	3,267.0	27.4%	156.6	1.3%	90%	False	False	7,999
120	12,243.0	8,419.0	3,824.0	32.1%	154.1	1.3%	91%	False	False	6,676

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	30.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,997.6
2.618	12,641.0
1.618	12,422.5
1.000	12,287.5
0.618	12,204.0
HIGH	12,069.0
0.618	11,985.5
0.500	11,959.8
0.382	11,934.0
LOW	11,850.5
0.618	11,715.5
1.000	11,632.0
1.618	11,497.0
2.618	11,278.5
4.250	10,921.9

Fisher Pivots for day following 23-Mar-2015
Pivot	1 day	3 day
R1	11,959.8	11,964.3
PP	11,943.3	11,946.3
S1	11,926.9	11,928.4

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