DAX Index Future December 2015

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	10,510.0	10,598.0	88.0	0.8%	10,877.0
High	10,664.0	10,606.0	-58.0	-0.5%	10,994.5
Low	10,497.5	10,268.5	-229.0	-2.2%	10,268.5
Close	10,613.5	10,353.5	-260.0	-2.4%	10,353.5
Range	166.5	337.5	171.0	102.7%	726.0
ATR	241.5	248.9	7.4	3.1%	0.0
Volume	146,937	178,193	31,256	21.3%	646,772

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,421.8	11,225.2	10,539.1
R3	11,084.3	10,887.7	10,446.3
R2	10,746.8	10,746.8	10,415.4
R1	10,550.2	10,550.2	10,384.4	10,479.8
PP	10,409.3	10,409.3	10,409.3	10,374.1
S1	10,212.7	10,212.7	10,322.6	10,142.3
S2	10,071.8	10,071.8	10,291.6
S3	9,734.3	9,875.2	10,260.7
S4	9,396.8	9,537.7	10,167.9

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,716.8	12,261.2	10,752.8
R3	11,990.8	11,535.2	10,553.2
R2	11,264.8	11,264.8	10,486.6
R1	10,809.2	10,809.2	10,420.1	10,674.0
PP	10,538.8	10,538.8	10,538.8	10,471.3
S1	10,083.2	10,083.2	10,287.0	9,948.0
S2	9,812.8	9,812.8	10,220.4
S3	9,086.8	9,357.2	10,153.9
S4	8,360.8	8,631.2	9,954.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,994.5	10,268.5	726.0	7.0%	250.6	2.4%	12%	False	True	129,354
10	11,433.5	10,268.5	1,165.0	11.3%	280.6	2.7%	7%	False	True	116,889
20	11,433.5	10,268.5	1,165.0	11.3%	233.8	2.3%	7%	False	True	103,803
40	11,433.5	10,052.5	1,381.0	13.3%	210.5	2.0%	22%	False	False	99,568
60	11,433.5	9,301.0	2,132.5	20.6%	218.8	2.1%	49%	False	False	106,029
80	11,433.5	9,301.0	2,132.5	20.6%	230.2	2.2%	49%	False	False	85,109
100	11,670.5	9,301.0	2,369.5	22.9%	220.9	2.1%	44%	False	False	68,171
120	11,811.0	9,301.0	2,510.0	24.2%	215.9	2.1%	42%	False	False	56,846

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41.9
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	12,040.4
2.618	11,489.6
1.618	11,152.1
1.000	10,943.5
0.618	10,814.6
HIGH	10,606.0
0.618	10,477.1
0.500	10,437.3
0.382	10,397.4
LOW	10,268.5
0.618	10,059.9
1.000	9,931.0
1.618	9,722.4
2.618	9,384.9
4.250	8,834.1

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	10,437.3	10,494.0
PP	10,409.3	10,447.2
S1	10,381.4	10,400.3

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