DAX Index Future March 2016

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	10,603.0	10,353.5	-249.5	-2.4%	10,855.0
High	10,612.5	10,450.0	-162.5	-1.5%	10,999.0
Low	10,280.0	10,122.0	-158.0	-1.5%	10,280.0
Close	10,360.0	10,145.5	-214.5	-2.1%	10,360.0
Range	332.5	328.0	-4.5	-1.4%	719.0
ATR	236.1	242.7	6.6	2.8%	0.0
Volume	46,361	66,725	20,364	43.9%	85,862

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,223.2	11,012.3	10,325.9
R3	10,895.2	10,684.3	10,235.7
R2	10,567.2	10,567.2	10,205.6
R1	10,356.3	10,356.3	10,175.6	10,297.8
PP	10,239.2	10,239.2	10,239.2	10,209.9
S1	10,028.3	10,028.3	10,115.4	9,969.8
S2	9,911.2	9,911.2	10,085.4
S3	9,583.2	9,700.3	10,055.3
S4	9,255.2	9,372.3	9,965.1

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,703.3	12,250.7	10,755.5
R3	11,984.3	11,531.7	10,557.7
R2	11,265.3	11,265.3	10,491.8
R1	10,812.7	10,812.7	10,425.9	10,679.5
PP	10,546.3	10,546.3	10,546.3	10,479.8
S1	10,093.7	10,093.7	10,294.1	9,960.5
S2	9,827.3	9,827.3	10,228.2
S3	9,108.3	9,374.7	10,162.3
S4	8,389.3	8,655.7	9,964.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,905.5	10,122.0	783.5	7.7%	271.7	2.7%	3%	False	True	29,743
10	11,425.0	10,122.0	1,303.0	12.8%	288.9	2.8%	2%	False	True	16,836
20	11,439.0	10,122.0	1,317.0	13.0%	223.0	2.2%	2%	False	True	8,995
40	11,439.0	10,088.0	1,351.0	13.3%	206.0	2.0%	4%	False	False	5,200
60	11,439.0	9,329.5	2,109.5	20.8%	205.3	2.0%	39%	False	False	3,683
80	11,439.0	9,329.5	2,109.5	20.8%	194.9	1.9%	39%	False	False	2,784
100	11,674.5	9,329.5	2,345.0	23.1%	184.1	1.8%	35%	False	False	2,232
120	11,810.0	9,329.5	2,480.5	24.4%	161.5	1.6%	33%	False	False	1,861

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	44.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,844.0
2.618	11,308.7
1.618	10,980.7
1.000	10,778.0
0.618	10,652.7
HIGH	10,450.0
0.618	10,324.7
0.500	10,286.0
0.382	10,247.3
LOW	10,122.0
0.618	9,919.3
1.000	9,794.0
1.618	9,591.3
2.618	9,263.3
4.250	8,728.0

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	10,286.0	10,393.5
PP	10,239.2	10,310.8
S1	10,192.3	10,228.2

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