DAX Index Future September 2015

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	11,623.0	11,737.5	114.5	1.0%	11,326.0
High	11,791.5	11,767.0	-24.5	-0.2%	11,791.5
Low	11,603.5	11,650.5	47.0	0.4%	11,254.0
Close	11,730.5	11,675.0	-55.5	-0.5%	11,675.0
Range	188.0	116.5	-71.5	-38.0%	537.5
ATR	256.3	246.3	-10.0	-3.9%	0.0
Volume	70,233	56,508	-13,725	-19.5%	351,130

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,047.0	11,977.5	11,739.1
R3	11,930.5	11,861.0	11,707.0
R2	11,814.0	11,814.0	11,696.4
R1	11,744.5	11,744.5	11,685.7	11,721.0
PP	11,697.5	11,697.5	11,697.5	11,685.8
S1	11,628.0	11,628.0	11,664.3	11,604.5
S2	11,581.0	11,581.0	11,653.6
S3	11,464.5	11,511.5	11,643.0
S4	11,348.0	11,395.0	11,610.9

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,186.0	12,968.0	11,970.6
R3	12,648.5	12,430.5	11,822.8
R2	12,111.0	12,111.0	11,773.5
R1	11,893.0	11,893.0	11,724.3	12,002.0
PP	11,573.5	11,573.5	11,573.5	11,628.0
S1	11,355.5	11,355.5	11,625.7	11,464.5
S2	11,036.0	11,036.0	11,576.5
S3	10,498.5	10,818.0	11,527.2
S4	9,961.0	10,280.5	11,379.4

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	11,254.0	537.5	4.6%	158.8	1.4%	78%	False	False	70,226
10	11,791.5	10,650.0	1,141.5	9.8%	202.0	1.7%	90%	False	False	95,717
20	11,791.5	10,650.0	1,141.5	9.8%	225.8	1.9%	90%	False	False	107,259
40	11,934.0	10,650.0	1,284.0	11.0%	227.7	2.0%	80%	False	False	64,805
60	12,080.0	10,650.0	1,430.0	12.2%	239.4	2.1%	72%	False	False	43,443
80	12,428.5	10,650.0	1,778.5	15.2%	224.8	1.9%	58%	False	False	32,662
100	12,428.5	10,650.0	1,778.5	15.2%	206.9	1.8%	58%	False	False	26,161
120	12,428.5	10,617.0	1,811.5	15.5%	185.8	1.6%	58%	False	False	21,803

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	39.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,262.1
2.618	12,072.0
1.618	11,955.5
1.000	11,883.5
0.618	11,839.0
HIGH	11,767.0
0.618	11,722.5
0.500	11,708.8
0.382	11,695.0
LOW	11,650.5
0.618	11,578.5
1.000	11,534.0
1.618	11,462.0
2.618	11,345.5
4.250	11,155.4

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	11,708.8	11,661.6
PP	11,697.5	11,648.2
S1	11,686.3	11,634.8

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