DAX Index Future December 2015

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	9,815.5	9,700.0	-115.5	-1.2%	11,038.0
High	9,933.0	10,180.5	247.5	2.5%	11,111.5
Low	9,320.0	9,700.0	380.0	4.1%	9,982.5
Close	9,632.5	10,164.5	532.0	5.5%	10,155.5
Range	613.0	480.5	-132.5	-21.6%	1,129.0
ATR	277.0	296.3	19.4	7.0%	0.0
Volume	4,131	599	-3,532	-85.5%	5,204

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,456.5	11,291.0	10,428.8
R3	10,976.0	10,810.5	10,296.6
R2	10,495.5	10,495.5	10,252.6
R1	10,330.0	10,330.0	10,208.5	10,412.8
PP	10,015.0	10,015.0	10,015.0	10,056.4
S1	9,849.5	9,849.5	10,120.5	9,932.3
S2	9,534.5	9,534.5	10,076.4
S3	9,054.0	9,369.0	10,032.4
S4	8,573.5	8,888.5	9,900.2

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,803.5	13,108.5	10,776.5
R3	12,674.5	11,979.5	10,466.0
R2	11,545.5	11,545.5	10,362.5
R1	10,850.5	10,850.5	10,259.0	10,633.5
PP	10,416.5	10,416.5	10,416.5	10,308.0
S1	9,721.5	9,721.5	10,052.0	9,504.5
S2	9,287.5	9,287.5	9,948.5
S3	8,158.5	8,592.5	9,845.0
S4	7,029.5	7,463.5	9,534.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,855.0	9,320.0	1,535.0	15.1%	411.3	4.0%	55%	False	False	1,881
10	11,210.0	9,320.0	1,890.0	18.6%	308.7	3.0%	45%	False	False	1,104
20	11,670.5	9,320.0	2,350.5	23.1%	235.0	2.3%	36%	False	False	772
40	11,811.0	9,320.0	2,491.0	24.5%	208.5	2.1%	34%	False	False	514
60	11,811.0	9,320.0	2,491.0	24.5%	214.8	2.1%	34%	False	False	477
80	11,900.5	9,320.0	2,580.5	25.4%	207.0	2.0%	33%	False	False	368
100	12,421.0	9,320.0	3,101.0	30.5%	198.7	2.0%	27%	False	False	305

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	54.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,222.6
2.618	11,438.4
1.618	10,957.9
1.000	10,661.0
0.618	10,477.4
HIGH	10,180.5
0.618	9,996.9
0.500	9,940.3
0.382	9,883.6
LOW	9,700.0
0.618	9,403.1
1.000	9,219.5
1.618	8,922.6
2.618	8,442.1
4.250	7,657.9

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	10,089.8	10,067.8
PP	10,015.0	9,971.2
S1	9,940.3	9,874.5

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