DAX Index Future September 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	11,525.0	11,590.5	65.5	0.6%	11,101.5
High	11,643.0	11,595.0	-48.0	-0.4%	11,297.5
Low	11,522.0	11,367.0	-155.0	-1.3%	10,805.0
Close	11,544.0	11,480.0	-64.0	-0.6%	11,049.0
Range	121.0	228.0	107.0	88.4%	492.5
ATR	262.9	260.4	-2.5	-0.9%	0.0
Volume	119,814	115,823	-3,991	-3.3%	490,040

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,164.7	12,050.3	11,605.4
R3	11,936.7	11,822.3	11,542.7
R2	11,708.7	11,708.7	11,521.8
R1	11,594.3	11,594.3	11,500.9	11,537.5
PP	11,480.7	11,480.7	11,480.7	11,452.3
S1	11,366.3	11,366.3	11,459.1	11,309.5
S2	11,252.7	11,252.7	11,438.2
S3	11,024.7	11,138.3	11,417.3
S4	10,796.7	10,910.3	11,354.6

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,528.0	12,281.0	11,319.9
R3	12,035.5	11,788.5	11,184.4
R2	11,543.0	11,543.0	11,139.3
R1	11,296.0	11,296.0	11,094.1	11,173.3
PP	11,050.5	11,050.5	11,050.5	10,989.1
S1	10,803.5	10,803.5	11,003.9	10,680.8
S2	10,558.0	10,558.0	10,958.7
S3	10,065.5	10,311.0	10,913.6
S4	9,573.0	9,818.5	10,778.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,643.0	10,811.0	832.0	7.2%	273.2	2.4%	80%	False	False	123,174
10	11,643.0	10,805.0	838.0	7.3%	255.9	2.2%	81%	False	False	90,881
20	11,777.0	10,805.0	972.0	8.5%	237.0	2.1%	69%	False	False	47,182
40	12,080.0	10,805.0	1,275.0	11.1%	243.9	2.1%	53%	False	False	23,868
60	12,428.5	10,805.0	1,623.5	14.1%	224.6	2.0%	42%	False	False	16,079
80	12,428.5	10,805.0	1,623.5	14.1%	209.7	1.8%	42%	False	False	12,116
100	12,428.5	10,638.0	1,790.5	15.6%	181.7	1.6%	47%	False	False	9,695
120	12,428.5	9,420.0	3,008.5	26.2%	174.2	1.5%	68%	False	False	8,082

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	38.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,564.0
2.618	12,191.9
1.618	11,963.9
1.000	11,823.0
0.618	11,735.9
HIGH	11,595.0
0.618	11,507.9
0.500	11,481.0
0.382	11,454.1
LOW	11,367.0
0.618	11,226.1
1.000	11,139.0
1.618	10,998.1
2.618	10,770.1
4.250	10,398.0

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	11,481.0	11,462.9
PP	11,480.7	11,445.8
S1	11,480.3	11,428.8

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