DAX Index Future December 2015


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 10,206.0 10,640.0 434.0 4.3% 10,124.0
High 10,587.0 10,860.0 273.0 2.6% 10,860.0
Low 10,188.5 10,583.5 395.0 3.9% 10,066.0
Close 10,502.0 10,783.5 281.5 2.7% 10,783.5
Range 398.5 276.5 -122.0 -30.6% 794.0
ATR 227.2 236.6 9.3 4.1% 0.0
Volume 124,858 89,205 -35,653 -28.6% 522,699
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 11,571.8 11,454.2 10,935.6
R3 11,295.3 11,177.7 10,859.5
R2 11,018.8 11,018.8 10,834.2
R1 10,901.2 10,901.2 10,808.8 10,960.0
PP 10,742.3 10,742.3 10,742.3 10,771.8
S1 10,624.7 10,624.7 10,758.2 10,683.5
S2 10,465.8 10,465.8 10,732.8
S3 10,189.3 10,348.2 10,707.5
S4 9,912.8 10,071.7 10,631.4
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 12,951.8 12,661.7 11,220.2
R3 12,157.8 11,867.7 11,001.9
R2 11,363.8 11,363.8 10,929.1
R1 11,073.7 11,073.7 10,856.3 11,218.8
PP 10,569.8 10,569.8 10,569.8 10,642.4
S1 10,279.7 10,279.7 10,710.7 10,424.8
S2 9,775.8 9,775.8 10,637.9
S3 8,981.8 9,485.7 10,565.2
S4 8,187.8 8,691.7 10,346.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,860.0 10,066.0 794.0 7.4% 221.6 2.1% 90% True False 104,539
10 10,860.0 9,885.5 974.5 9.0% 188.4 1.7% 92% True False 101,801
20 10,860.0 9,301.0 1,559.0 14.5% 206.3 1.9% 95% True False 110,627
40 10,860.0 9,301.0 1,559.0 14.5% 220.1 2.0% 95% True False 85,525
60 11,670.5 9,301.0 2,369.5 22.0% 229.0 2.1% 63% False False 57,288
80 11,811.0 9,301.0 2,510.0 23.3% 216.0 2.0% 59% False False 43,052
100 11,811.0 9,301.0 2,510.0 23.3% 218.7 2.0% 59% False False 34,521
120 11,900.5 9,301.0 2,599.5 24.1% 210.9 2.0% 57% False False 28,778
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 45.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,035.1
2.618 11,583.9
1.618 11,307.4
1.000 11,136.5
0.618 11,030.9
HIGH 10,860.0
0.618 10,754.4
0.500 10,721.8
0.382 10,689.1
LOW 10,583.5
0.618 10,412.6
1.000 10,307.0
1.618 10,136.1
2.618 9,859.6
4.250 9,408.4
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 10,762.9 10,682.8
PP 10,742.3 10,582.0
S1 10,721.8 10,481.3

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

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