DAX Index Future December 2015

Trading Metrics calculated at close of trading on 08-Oct-2015

Day Change Summary
	Previous	Current
	07-Oct-2015	08-Oct-2015	Change	Change %	Previous Week
Open	9,898.5	9,939.0	40.5	0.4%	9,577.0
High	10,093.5	10,105.0	11.5	0.1%	9,787.5
Low	9,889.0	9,907.5	18.5	0.2%	9,301.0
Close	9,947.0	10,001.0	54.0	0.5%	9,536.0
Range	204.5	197.5	-7.0	-3.4%	486.5
ATR	276.2	270.5	-5.6	-2.0%	0.0
Volume	130,957	87,626	-43,331	-33.1%	659,116

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,597.0	10,496.5	10,109.6
R3	10,399.5	10,299.0	10,055.3
R2	10,202.0	10,202.0	10,037.2
R1	10,101.5	10,101.5	10,019.1	10,151.8
PP	10,004.5	10,004.5	10,004.5	10,029.6
S1	9,904.0	9,904.0	9,982.9	9,954.3
S2	9,807.0	9,807.0	9,964.8
S3	9,609.5	9,706.5	9,946.7
S4	9,412.0	9,509.0	9,892.4

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,001.0	10,755.0	9,803.6
R3	10,514.5	10,268.5	9,669.8
R2	10,028.0	10,028.0	9,625.2
R1	9,782.0	9,782.0	9,580.6	9,661.8
PP	9,541.5	9,541.5	9,541.5	9,481.4
S1	9,295.5	9,295.5	9,491.4	9,175.3
S2	9,055.0	9,055.0	9,446.8
S3	8,568.5	8,809.0	9,402.2
S4	8,082.0	8,322.5	9,268.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,105.0	9,390.0	715.0	7.1%	233.2	2.3%	85%	True	False	116,621
10	10,105.0	9,301.0	804.0	8.0%	232.6	2.3%	87%	True	False	125,384
20	10,338.0	9,301.0	1,037.0	10.4%	240.9	2.4%	68%	False	False	114,252
40	11,160.0	9,301.0	1,859.0	18.6%	253.2	2.5%	38%	False	False	58,735
60	11,811.0	9,301.0	2,510.0	25.1%	226.1	2.3%	28%	False	False	39,287
80	11,811.0	9,301.0	2,510.0	25.1%	225.8	2.3%	28%	False	False	29,552
100	11,900.5	9,301.0	2,599.5	26.0%	215.3	2.2%	27%	False	False	23,676
120	12,097.0	9,301.0	2,796.0	28.0%	215.0	2.1%	25%	False	False	19,741

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	63.8
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	10,944.4
2.618	10,622.1
1.618	10,424.6
1.000	10,302.5
0.618	10,227.1
HIGH	10,105.0
0.618	10,029.6
0.500	10,006.3
0.382	9,982.9
LOW	9,907.5
0.618	9,785.4
1.000	9,710.0
1.618	9,587.9
2.618	9,390.4
4.250	9,068.1

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	10,006.3	9,972.8
PP	10,004.5	9,944.7
S1	10,002.8	9,916.5

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