DAX Index Future September 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 10,217.5 10,313.0 95.5 0.9% 9,806.5
High 10,383.0 10,353.0 -30.0 -0.3% 10,383.0
Low 10,165.5 10,183.0 17.5 0.2% 9,317.5
Close 10,332.5 10,271.0 -61.5 -0.6% 10,271.0
Range 217.5 170.0 -47.5 -21.8% 1,065.5
ATR 313.0 302.8 -10.2 -3.3% 0.0
Volume 84,523 76,775 -7,748 -9.2% 624,852
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 10,779.0 10,695.0 10,364.5
R3 10,609.0 10,525.0 10,317.8
R2 10,439.0 10,439.0 10,302.2
R1 10,355.0 10,355.0 10,286.6 10,312.0
PP 10,269.0 10,269.0 10,269.0 10,247.5
S1 10,185.0 10,185.0 10,255.4 10,142.0
S2 10,099.0 10,099.0 10,239.8
S3 9,929.0 10,015.0 10,224.3
S4 9,759.0 9,845.0 10,177.5
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 13,187.0 12,794.5 10,857.0
R3 12,121.5 11,729.0 10,564.0
R2 11,056.0 11,056.0 10,466.3
R1 10,663.5 10,663.5 10,368.7 10,859.8
PP 9,990.5 9,990.5 9,990.5 10,088.6
S1 9,598.0 9,598.0 10,173.3 9,794.3
S2 8,925.0 8,925.0 10,075.7
S3 7,859.5 8,532.5 9,978.0
S4 6,794.0 7,467.0 9,685.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,383.0 9,317.5 1,065.5 10.4% 369.5 3.6% 89% False False 124,970
10 11,114.0 9,317.5 1,796.5 17.5% 325.5 3.2% 53% False False 139,704
20 11,673.0 9,317.5 2,355.5 22.9% 258.8 2.5% 40% False False 117,207
40 11,807.0 9,317.5 2,489.5 24.2% 226.1 2.2% 38% False False 107,017
60 11,807.0 9,317.5 2,489.5 24.2% 235.9 2.3% 38% False False 98,418
80 11,934.0 9,317.5 2,616.5 25.5% 231.5 2.3% 36% False False 74,031
100 12,428.5 9,317.5 3,111.0 30.3% 231.7 2.3% 31% False False 59,331
120 12,428.5 9,317.5 3,111.0 30.3% 223.1 2.2% 31% False False 49,494
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 64.2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,075.5
2.618 10,798.1
1.618 10,628.1
1.000 10,523.0
0.618 10,458.1
HIGH 10,353.0
0.618 10,288.1
0.500 10,268.0
0.382 10,247.9
LOW 10,183.0
0.618 10,077.9
1.000 10,013.0
1.618 9,907.9
2.618 9,737.9
4.250 9,460.5
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 10,270.0 10,219.3
PP 10,269.0 10,167.7
S1 10,268.0 10,116.0

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

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