DAX Index Future March 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 10,050.0 10,300.0 250.0 2.5% 9,910.0
High 10,120.0 10,382.0 262.0 2.6% 10,350.5
Low 10,010.0 10,240.0 230.0 2.3% 9,547.5
Close 10,084.0 10,342.0 258.0 2.6% 10,288.0
Range 110.0 142.0 32.0 29.1% 803.0
ATR 226.4 231.5 5.1 2.3% 0.0
Volume 16 32 16 100.0% 169
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 10,747.3 10,686.7 10,420.1
R3 10,605.3 10,544.7 10,381.1
R2 10,463.3 10,463.3 10,368.0
R1 10,402.7 10,402.7 10,355.0 10,433.0
PP 10,321.3 10,321.3 10,321.3 10,336.5
S1 10,260.7 10,260.7 10,329.0 10,291.0
S2 10,179.3 10,179.3 10,316.0
S3 10,037.3 10,118.7 10,303.0
S4 9,895.3 9,976.7 10,263.9
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 12,471.0 12,182.5 10,729.7
R3 11,668.0 11,379.5 10,508.8
R2 10,865.0 10,865.0 10,435.2
R1 10,576.5 10,576.5 10,361.6 10,720.8
PP 10,062.0 10,062.0 10,062.0 10,134.1
S1 9,773.5 9,773.5 10,214.4 9,917.8
S2 9,259.0 9,259.0 10,140.8
S3 8,456.0 8,970.5 10,067.2
S4 7,653.0 8,167.5 9,846.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,382.0 9,938.0 444.0 4.3% 114.7 1.1% 91% True False 29
10 10,402.0 9,547.5 854.5 8.3% 206.6 2.0% 93% False False 39
20 11,622.0 9,547.5 2,074.5 20.1% 178.0 1.7% 38% False False 31
40 11,810.0 9,547.5 2,262.5 21.9% 119.7 1.2% 35% False False 19
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,985.5
2.618 10,753.8
1.618 10,611.8
1.000 10,524.0
0.618 10,469.8
HIGH 10,382.0
0.618 10,327.8
0.500 10,311.0
0.382 10,294.2
LOW 10,240.0
0.618 10,152.2
1.000 10,098.0
1.618 10,010.2
2.618 9,868.2
4.250 9,636.5
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 10,331.7 10,281.3
PP 10,321.3 10,220.7
S1 10,311.0 10,160.0

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

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