DAX Index Future December 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 11,120.5 10,888.0 -232.5 -2.1% 11,204.5
High 11,120.5 11,300.0 179.5 1.6% 11,447.5
Low 10,890.0 10,820.5 -69.5 -0.6% 10,892.0
Close 10,984.0 11,118.5 134.5 1.2% 11,204.0
Range 230.5 479.5 249.0 108.0% 555.5
ATR 209.6 228.8 19.3 9.2% 0.0
Volume 1,619 1,078 -541 -33.4% 778
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 12,518.2 12,297.8 11,382.2
R3 12,038.7 11,818.3 11,250.4
R2 11,559.2 11,559.2 11,206.4
R1 11,338.8 11,338.8 11,162.5 11,449.0
PP 11,079.7 11,079.7 11,079.7 11,134.8
S1 10,859.3 10,859.3 11,074.5 10,969.5
S2 10,600.2 10,600.2 11,030.6
S3 10,120.7 10,379.8 10,986.6
S4 9,641.2 9,900.3 10,854.8
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 12,847.7 12,581.3 11,509.5
R3 12,292.2 12,025.8 11,356.8
R2 11,736.7 11,736.7 11,305.8
R1 11,470.3 11,470.3 11,254.9 11,325.8
PP 11,181.2 11,181.2 11,181.2 11,108.9
S1 10,914.8 10,914.8 11,153.1 10,770.3
S2 10,625.7 10,625.7 11,102.2
S3 10,070.2 10,359.3 11,051.2
S4 9,514.7 9,803.8 10,898.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,350.0 10,820.5 529.5 4.8% 261.4 2.4% 56% False True 645
10 11,447.5 10,820.5 627.0 5.6% 229.5 2.1% 48% False True 385
20 11,900.5 10,820.5 1,080.0 9.7% 194.6 1.8% 28% False True 226
40 12,080.0 10,820.5 1,259.5 11.3% 202.1 1.8% 24% False True 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36.0
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 13,337.9
2.618 12,555.3
1.618 12,075.8
1.000 11,779.5
0.618 11,596.3
HIGH 11,300.0
0.618 11,116.8
0.500 11,060.3
0.382 11,003.7
LOW 10,820.5
0.618 10,524.2
1.000 10,341.0
1.618 10,044.7
2.618 9,565.2
4.250 8,782.6
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 11,099.1 11,099.1
PP 11,079.7 11,079.7
S1 11,060.3 11,060.3

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

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