DAX Index Future September 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 11,783.0 11,567.0 -216.0 -1.8% 11,326.0
High 11,783.0 11,595.5 -187.5 -1.6% 11,791.5
Low 11,570.0 11,480.0 -90.0 -0.8% 11,254.0
Close 11,609.5 11,521.5 -88.0 -0.8% 11,675.0
Range 213.0 115.5 -97.5 -45.8% 537.5
ATR 236.4 228.7 -7.6 -3.2% 0.0
Volume 78,426 82,999 4,573 5.8% 351,130
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 11,878.8 11,815.7 11,585.0
R3 11,763.3 11,700.2 11,553.3
R2 11,647.8 11,647.8 11,542.7
R1 11,584.7 11,584.7 11,532.1 11,558.5
PP 11,532.3 11,532.3 11,532.3 11,519.3
S1 11,469.2 11,469.2 11,510.9 11,443.0
S2 11,416.8 11,416.8 11,500.3
S3 11,301.3 11,353.7 11,489.7
S4 11,185.8 11,238.2 11,458.0
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 11,807.0 11,480.0 327.0 2.8% 144.6 1.3% 13% False True 72,058
10 11,807.0 10,780.5 1,026.5 8.9% 172.3 1.5% 72% False False 80,124
20 11,807.0 10,650.0 1,157.0 10.0% 214.2 1.9% 75% False False 99,808
40 11,807.0 10,650.0 1,157.0 10.0% 224.5 1.9% 75% False False 70,609
60 12,080.0 10,650.0 1,430.0 12.4% 235.1 2.0% 61% False False 47,254
80 12,428.5 10,650.0 1,778.5 15.4% 222.5 1.9% 49% False False 35,569
100 12,428.5 10,650.0 1,778.5 15.4% 209.3 1.8% 49% False False 28,496
120 12,428.5 10,638.0 1,790.5 15.5% 185.8 1.6% 49% False False 23,749
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 34.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,086.4
2.618 11,897.9
1.618 11,782.4
1.000 11,711.0
0.618 11,666.9
HIGH 11,595.5
0.618 11,551.4
0.500 11,537.8
0.382 11,524.1
LOW 11,480.0
0.618 11,408.6
1.000 11,364.5
1.618 11,293.1
2.618 11,177.6
4.250 10,989.1
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 11,537.8 11,643.5
PP 11,532.3 11,602.8
S1 11,526.9 11,562.2

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

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