DAX Index Future December 2015

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	11,050.0	11,064.0	14.0	0.1%	10,500.0
High	11,153.5	11,166.0	12.5	0.1%	11,166.0
Low	11,034.5	11,049.0	14.5	0.1%	10,482.0
Close	11,089.0	11,126.0	37.0	0.3%	11,126.0
Range	119.0	117.0	-2.0	-1.7%	684.0
ATR	214.3	207.3	-6.9	-3.2%	0.0
Volume	83,944	69,543	-14,401	-17.2%	447,657

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,464.7	11,412.3	11,190.4
R3	11,347.7	11,295.3	11,158.2
R2	11,230.7	11,230.7	11,147.5
R1	11,178.3	11,178.3	11,136.7	11,204.5
PP	11,113.7	11,113.7	11,113.7	11,126.8
S1	11,061.3	11,061.3	11,115.3	11,087.5
S2	10,996.7	10,996.7	11,104.6
S3	10,879.7	10,944.3	11,093.8
S4	10,762.7	10,827.3	11,061.7

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,976.7	12,735.3	11,502.2
R3	12,292.7	12,051.3	11,314.1
R2	11,608.7	11,608.7	11,251.4
R1	11,367.3	11,367.3	11,188.7	11,488.0
PP	10,924.7	10,924.7	10,924.7	10,985.0
S1	10,683.3	10,683.3	11,063.3	10,804.0
S2	10,240.7	10,240.7	11,000.6
S3	9,556.7	9,999.3	10,937.9
S4	8,872.7	9,315.3	10,749.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,166.0	10,482.0	684.0	6.1%	188.7	1.7%	94%	True	False	89,531
10	11,166.0	10,482.0	684.0	6.1%	193.8	1.7%	94%	True	False	96,550
20	11,166.0	10,482.0	684.0	6.1%	183.9	1.7%	94%	True	False	93,030
40	11,166.0	9,301.0	1,865.0	16.8%	195.1	1.8%	98%	True	False	101,829
60	11,166.0	9,301.0	1,865.0	16.8%	208.0	1.9%	98%	True	False	88,027
80	11,670.5	9,301.0	2,369.5	21.3%	217.7	2.0%	77%	False	False	66,223
100	11,811.0	9,301.0	2,510.0	22.6%	209.5	1.9%	73%	False	False	53,048
120	11,811.0	9,301.0	2,510.0	22.6%	212.9	1.9%	73%	False	False	44,273

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35.2
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	11,663.3
2.618	11,472.3
1.618	11,355.3
1.000	11,283.0
0.618	11,238.3
HIGH	11,166.0
0.618	11,121.3
0.500	11,107.5
0.382	11,093.7
LOW	11,049.0
0.618	10,976.7
1.000	10,932.0
1.618	10,859.7
2.618	10,742.7
4.250	10,551.8

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	11,119.8	11,091.0
PP	11,113.7	11,056.0
S1	11,107.5	11,021.0

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