DAX Index Future September 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 11,804.0 11,653.5 -150.5 -1.3% 11,500.0
High 11,934.0 11,800.0 -134.0 -1.1% 11,901.0
Low 11,598.0 11,616.5 18.5 0.2% 11,396.0
Close 11,626.0 11,785.0 159.0 1.4% 11,831.5
Range 336.0 183.5 -152.5 -45.4% 505.0
ATR 231.5 228.1 -3.4 -1.5% 0.0
Volume 527 382 -145 -27.5% 3,927
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 12,284.3 12,218.2 11,885.9
R3 12,100.8 12,034.7 11,835.5
R2 11,917.3 11,917.3 11,818.6
R1 11,851.2 11,851.2 11,801.8 11,884.3
PP 11,733.8 11,733.8 11,733.8 11,750.4
S1 11,667.7 11,667.7 11,768.2 11,700.8
S2 11,550.3 11,550.3 11,751.4
S3 11,366.8 11,484.2 11,734.5
S4 11,183.3 11,300.7 11,684.1
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 13,224.5 13,033.0 12,109.3
R3 12,719.5 12,528.0 11,970.4
R2 12,214.5 12,214.5 11,924.1
R1 12,023.0 12,023.0 11,877.8 12,118.8
PP 11,709.5 11,709.5 11,709.5 11,757.4
S1 11,518.0 11,518.0 11,785.2 11,613.8
S2 11,204.5 11,204.5 11,738.9
S3 10,699.5 11,013.0 11,692.6
S4 10,194.5 10,508.0 11,553.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,934.0 11,598.0 336.0 2.9% 165.1 1.4% 56% False False 685
10 11,934.0 11,246.0 688.0 5.8% 217.0 1.8% 78% False False 623
20 12,080.0 11,183.5 896.5 7.6% 250.9 2.1% 67% False False 554
40 12,428.5 11,183.5 1,245.0 10.6% 218.4 1.9% 48% False False 527
60 12,428.5 11,183.5 1,245.0 10.6% 200.5 1.7% 48% False False 427
80 12,428.5 10,638.0 1,790.5 15.2% 167.9 1.4% 64% False False 323
100 12,428.5 9,420.0 3,008.5 25.5% 161.6 1.4% 79% False False 263
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,579.9
2.618 12,280.4
1.618 12,096.9
1.000 11,983.5
0.618 11,913.4
HIGH 11,800.0
0.618 11,729.9
0.500 11,708.3
0.382 11,686.6
LOW 11,616.5
0.618 11,503.1
1.000 11,433.0
1.618 11,319.6
2.618 11,136.1
4.250 10,836.6
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 11,759.4 11,778.7
PP 11,733.8 11,772.3
S1 11,708.3 11,766.0

These figures are updated between 7pm and 10pm EST after a trading day.

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