DAX Index Future March 2016


Trading Metrics calculated at close of trading on 26-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 26-Nov-2015 Change Change % Previous Week
Open 10,965.0 11,186.0 221.0 2.0% 10,535.0
High 11,193.5 11,366.0 172.5 1.5% 11,170.0
Low 10,934.0 11,177.5 243.5 2.2% 10,491.0
Close 11,172.5 11,324.0 151.5 1.4% 11,134.0
Range 259.5 188.5 -71.0 -27.4% 679.0
ATR 195.0 194.9 -0.1 -0.1% 0.0
Volume 1,019 249 -770 -75.6% 6,690
Daily Pivots for day following 26-Nov-2015
Classic Woodie Camarilla DeMark
R4 11,854.7 11,777.8 11,427.7
R3 11,666.2 11,589.3 11,375.8
R2 11,477.7 11,477.7 11,358.6
R1 11,400.8 11,400.8 11,341.3 11,439.3
PP 11,289.2 11,289.2 11,289.2 11,308.4
S1 11,212.3 11,212.3 11,306.7 11,250.8
S2 11,100.7 11,100.7 11,289.4
S3 10,912.2 11,023.8 11,272.2
S4 10,723.7 10,835.3 11,220.3
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 12,968.7 12,730.3 11,507.5
R3 12,289.7 12,051.3 11,320.7
R2 11,610.7 11,610.7 11,258.5
R1 11,372.3 11,372.3 11,196.2 11,491.5
PP 10,931.7 10,931.7 10,931.7 10,991.3
S1 10,693.3 10,693.3 11,071.8 10,812.5
S2 10,252.7 10,252.7 11,009.5
S3 9,573.7 10,014.3 10,947.3
S4 8,894.7 9,335.3 10,760.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,366.0 10,882.5 483.5 4.3% 167.6 1.5% 91% True False 1,046
10 11,366.0 10,491.0 875.0 7.7% 179.4 1.6% 95% True False 1,195
20 11,366.0 10,491.0 875.0 7.7% 177.9 1.6% 95% True False 1,165
40 11,366.0 9,401.5 1,964.5 17.3% 176.8 1.6% 98% True False 1,152
60 11,366.0 9,329.5 2,036.5 18.0% 185.2 1.6% 98% True False 855
80 11,622.0 9,329.5 2,292.5 20.2% 183.4 1.6% 87% False False 649
100 11,810.0 9,329.5 2,480.5 21.9% 159.0 1.4% 80% False False 521
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 24.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,167.1
2.618 11,859.5
1.618 11,671.0
1.000 11,554.5
0.618 11,482.5
HIGH 11,366.0
0.618 11,294.0
0.500 11,271.8
0.382 11,249.5
LOW 11,177.5
0.618 11,061.0
1.000 10,989.0
1.618 10,872.5
2.618 10,684.0
4.250 10,376.4
Fisher Pivots for day following 26-Nov-2015
Pivot 1 day 3 day
R1 11,306.6 11,257.4
PP 11,289.2 11,190.8
S1 11,271.8 11,124.3

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

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