DAX Index Future March 2016

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	10,627.0	10,672.0	45.0	0.4%	10,353.5
High	10,837.5	10,737.5	-100.0	-0.9%	10,837.5
Low	10,528.0	10,514.5	-13.5	-0.1%	10,122.0
Close	10,758.0	10,608.0	-150.0	-1.4%	10,608.0
Range	309.5	223.0	-86.5	-27.9%	715.5
ATR	257.3	256.3	-1.0	-0.4%	0.0
Volume	99,195	92,517	-6,678	-6.7%	396,882

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,289.0	11,171.5	10,730.7
R3	11,066.0	10,948.5	10,669.3
R2	10,843.0	10,843.0	10,648.9
R1	10,725.5	10,725.5	10,628.4	10,672.8
PP	10,620.0	10,620.0	10,620.0	10,593.6
S1	10,502.5	10,502.5	10,587.6	10,449.8
S2	10,397.0	10,397.0	10,567.1
S3	10,174.0	10,279.5	10,546.7
S4	9,951.0	10,056.5	10,485.4

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,669.0	12,354.0	11,001.5
R3	11,953.5	11,638.5	10,804.8
R2	11,238.0	11,238.0	10,739.2
R1	10,923.0	10,923.0	10,673.6	11,080.5
PP	10,522.5	10,522.5	10,522.5	10,601.3
S1	10,207.5	10,207.5	10,542.4	10,365.0
S2	9,807.0	9,807.0	10,476.8
S3	9,091.5	9,492.0	10,411.2
S4	8,376.0	8,776.5	10,214.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,837.5	10,122.0	715.5	6.7%	270.6	2.6%	68%	False	False	79,376
10	10,999.0	10,122.0	877.0	8.3%	256.8	2.4%	55%	False	False	48,274
20	11,439.0	10,122.0	1,317.0	12.4%	246.8	2.3%	37%	False	False	25,277
40	11,439.0	10,122.0	1,317.0	12.4%	208.4	2.0%	37%	False	False	13,334
60	11,439.0	9,329.5	2,109.5	19.9%	202.7	1.9%	61%	False	False	9,166
80	11,439.0	9,329.5	2,109.5	19.9%	197.9	1.9%	61%	False	False	6,910
100	11,674.5	9,329.5	2,345.0	22.1%	193.1	1.8%	55%	False	False	5,533
120	11,810.0	9,329.5	2,480.5	23.4%	169.0	1.6%	52%	False	False	4,612

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	46.1
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	11,685.3
2.618	11,321.3
1.618	11,098.3
1.000	10,960.5
0.618	10,875.3
HIGH	10,737.5
0.618	10,652.3
0.500	10,626.0
0.382	10,599.7
LOW	10,514.5
0.618	10,376.7
1.000	10,291.5
1.618	10,153.7
2.618	9,930.7
4.250	9,566.8

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	10,626.0	10,631.3
PP	10,620.0	10,623.5
S1	10,614.0	10,615.8

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