DAX Index Future March 2016


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 11,056.0 10,932.0 -124.0 -1.1% 11,582.0
High 11,068.0 10,954.0 -114.0 -1.0% 11,622.0
Low 10,853.5 10,921.0 67.5 0.6% 10,954.0
Close 10,969.5 10,935.0 -34.5 -0.3% 11,012.0
Range 214.5 33.0 -181.5 -84.6% 668.0
ATR 156.2 148.5 -7.7 -4.9% 0.0
Volume 5 21 16 320.0% 153
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 11,035.7 11,018.3 10,953.2
R3 11,002.7 10,985.3 10,944.1
R2 10,969.7 10,969.7 10,941.1
R1 10,952.3 10,952.3 10,938.0 10,961.0
PP 10,936.7 10,936.7 10,936.7 10,941.0
S1 10,919.3 10,919.3 10,932.0 10,928.0
S2 10,903.7 10,903.7 10,929.0
S3 10,870.7 10,886.3 10,925.9
S4 10,837.7 10,853.3 10,916.9
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 13,200.0 12,774.0 11,379.4
R3 12,532.0 12,106.0 11,195.7
R2 11,864.0 11,864.0 11,134.5
R1 11,438.0 11,438.0 11,073.2 11,317.0
PP 11,196.0 11,196.0 11,196.0 11,135.5
S1 10,770.0 10,770.0 10,950.8 10,649.0
S2 10,528.0 10,528.0 10,889.5
S3 9,860.0 10,102.0 10,828.3
S4 9,192.0 9,434.0 10,644.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,110.0 10,853.5 256.5 2.3% 119.9 1.1% 32% False False 30
10 11,674.5 10,853.5 821.0 7.5% 128.3 1.2% 10% False False 22
20 11,674.5 10,853.5 821.0 7.5% 102.1 0.9% 10% False False 15
40 11,810.0 10,687.5 1,122.5 10.3% 74.2 0.7% 22% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.4
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,094.3
2.618 11,040.4
1.618 11,007.4
1.000 10,987.0
0.618 10,974.4
HIGH 10,954.0
0.618 10,941.4
0.500 10,937.5
0.382 10,933.6
LOW 10,921.0
0.618 10,900.6
1.000 10,888.0
1.618 10,867.6
2.618 10,834.6
4.250 10,780.8
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 10,937.5 10,976.8
PP 10,936.7 10,962.8
S1 10,935.8 10,948.9

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

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