DAX Index Future December 2015

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	10,120.5	10,104.5	-16.0	-0.2%	9,739.0
High	10,188.0	10,116.5	-71.5	-0.7%	10,147.0
Low	10,053.0	9,935.5	-117.5	-1.2%	9,647.5
Close	10,132.0	10,019.5	-112.5	-1.1%	10,098.0
Range	135.0	181.0	46.0	34.1%	499.5
ATR	252.6	248.6	-4.0	-1.6%	0.0
Volume	108,468	108,468	0	0.0%	535,414

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,566.8	10,474.2	10,119.1
R3	10,385.8	10,293.2	10,069.3
R2	10,204.8	10,204.8	10,052.7
R1	10,112.2	10,112.2	10,036.1	10,068.0
PP	10,023.8	10,023.8	10,023.8	10,001.8
S1	9,931.2	9,931.2	10,002.9	9,887.0
S2	9,842.8	9,842.8	9,986.3
S3	9,661.8	9,750.2	9,969.7
S4	9,480.8	9,569.2	9,920.0

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,462.7	11,279.8	10,372.7
R3	10,963.2	10,780.3	10,235.4
R2	10,463.7	10,463.7	10,189.6
R1	10,280.8	10,280.8	10,143.8	10,372.3
PP	9,964.2	9,964.2	9,964.2	10,009.9
S1	9,781.3	9,781.3	10,052.2	9,872.8
S2	9,464.7	9,464.7	10,006.4
S3	8,965.2	9,281.8	9,960.6
S4	8,465.7	8,782.3	9,823.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,188.0	9,889.0	299.0	3.0%	164.1	1.6%	44%	False	False	100,541
10	10,188.0	9,390.0	798.0	8.0%	207.7	2.1%	79%	False	False	113,684
20	10,338.0	9,301.0	1,037.0	10.3%	236.3	2.4%	69%	False	False	119,393
40	10,985.5	9,301.0	1,684.5	16.8%	248.2	2.5%	43%	False	False	65,815
60	11,785.0	9,301.0	2,484.0	24.8%	227.1	2.3%	29%	False	False	44,009
80	11,811.0	9,301.0	2,510.0	25.1%	218.3	2.2%	29%	False	False	33,072
100	11,900.5	9,301.0	2,599.5	25.9%	217.5	2.2%	28%	False	False	26,517
120	12,080.0	9,301.0	2,779.0	27.7%	214.1	2.1%	26%	False	False	22,106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	48.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,885.8
2.618	10,590.4
1.618	10,409.4
1.000	10,297.5
0.618	10,228.4
HIGH	10,116.5
0.618	10,047.4
0.500	10,026.0
0.382	10,004.6
LOW	9,935.5
0.618	9,823.6
1.000	9,754.5
1.618	9,642.6
2.618	9,461.6
4.250	9,166.3

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	10,026.0	10,061.8
PP	10,023.8	10,047.7
S1	10,021.7	10,033.6

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