DAX Index Future September 2015


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 11,535.0 11,623.0 88.0 0.8% 10,757.0
High 11,571.5 11,791.5 220.0 1.9% 11,403.0
Low 11,478.0 11,603.5 125.5 1.1% 10,650.0
Close 11,553.5 11,730.5 177.0 1.5% 11,340.0
Range 93.5 188.0 94.5 101.1% 753.0
ATR 257.7 256.3 -1.4 -0.5% 0.0
Volume 89,608 70,233 -19,375 -21.6% 606,046
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 12,272.5 12,189.5 11,833.9
R3 12,084.5 12,001.5 11,782.2
R2 11,896.5 11,896.5 11,765.0
R1 11,813.5 11,813.5 11,747.7 11,855.0
PP 11,708.5 11,708.5 11,708.5 11,729.3
S1 11,625.5 11,625.5 11,713.3 11,667.0
S2 11,520.5 11,520.5 11,696.0
S3 11,332.5 11,437.5 11,678.8
S4 11,144.5 11,249.5 11,627.1
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 13,390.0 13,118.0 11,754.2
R3 12,637.0 12,365.0 11,547.1
R2 11,884.0 11,884.0 11,478.1
R1 11,612.0 11,612.0 11,409.0 11,748.0
PP 11,131.0 11,131.0 11,131.0 11,199.0
S1 10,859.0 10,859.0 11,271.0 10,995.0
S2 10,378.0 10,378.0 11,202.0
S3 9,625.0 10,106.0 11,132.9
S4 8,872.0 9,353.0 10,925.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,791.5 11,147.5 644.0 5.5% 186.6 1.6% 91% True False 79,299
10 11,791.5 10,650.0 1,141.5 9.7% 206.4 1.8% 95% True False 96,372
20 11,791.5 10,650.0 1,141.5 9.7% 244.3 2.1% 95% True False 110,307
40 11,934.0 10,650.0 1,284.0 10.9% 227.2 1.9% 84% False False 63,433
60 12,099.5 10,650.0 1,449.5 12.4% 239.8 2.0% 75% False False 42,512
80 12,428.5 10,650.0 1,778.5 15.2% 225.3 1.9% 61% False False 31,961
100 12,428.5 10,650.0 1,778.5 15.2% 207.4 1.8% 61% False False 25,596
120 12,428.5 10,580.0 1,848.5 15.8% 185.8 1.6% 62% False False 21,332
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 42.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,590.5
2.618 12,283.7
1.618 12,095.7
1.000 11,979.5
0.618 11,907.7
HIGH 11,791.5
0.618 11,719.7
0.500 11,697.5
0.382 11,675.3
LOW 11,603.5
0.618 11,487.3
1.000 11,415.5
1.618 11,299.3
2.618 11,111.3
4.250 10,804.5
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 11,719.5 11,688.2
PP 11,708.5 11,645.8
S1 11,697.5 11,603.5

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

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