DAX Index Future March 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 10,567.5 10,727.5 160.0 1.5% 10,551.0
High 10,767.0 10,774.5 7.5 0.1% 10,803.5
Low 10,565.0 10,628.5 63.5 0.6% 10,401.5
Close 10,743.5 10,652.0 -91.5 -0.9% 10,743.5
Range 202.0 146.0 -56.0 -27.7% 402.0
ATR 261.8 253.6 -8.3 -3.2% 0.0
Volume 43,020 50,513 7,493 17.4% 202,112
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 11,123.0 11,033.5 10,732.3
R3 10,977.0 10,887.5 10,692.2
R2 10,831.0 10,831.0 10,678.8
R1 10,741.5 10,741.5 10,665.4 10,713.3
PP 10,685.0 10,685.0 10,685.0 10,670.9
S1 10,595.5 10,595.5 10,638.6 10,567.3
S2 10,539.0 10,539.0 10,625.2
S3 10,393.0 10,449.5 10,611.9
S4 10,247.0 10,303.5 10,571.7
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 11,855.5 11,701.5 10,964.6
R3 11,453.5 11,299.5 10,854.1
R2 11,051.5 11,051.5 10,817.2
R1 10,897.5 10,897.5 10,780.4 10,974.5
PP 10,649.5 10,649.5 10,649.5 10,688.0
S1 10,495.5 10,495.5 10,706.7 10,572.5
S2 10,247.5 10,247.5 10,669.8
S3 9,845.5 10,093.5 10,633.0
S4 9,443.5 9,691.5 10,522.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,803.5 10,401.5 402.0 3.8% 227.4 2.1% 62% False False 69,028
10 10,837.5 10,122.0 715.5 6.7% 260.0 2.4% 74% False False 69,586
20 11,439.0 10,122.0 1,317.0 12.4% 255.3 2.4% 40% False False 37,697
40 11,439.0 10,122.0 1,317.0 12.4% 216.6 2.0% 40% False False 19,431
60 11,439.0 9,401.5 2,037.5 19.1% 202.9 1.9% 61% False False 13,334
80 11,439.0 9,329.5 2,109.5 19.8% 202.8 1.9% 63% False False 10,066
100 11,622.0 9,329.5 2,292.5 21.5% 197.8 1.9% 58% False False 8,059
120 11,810.0 9,329.5 2,480.5 23.3% 175.1 1.6% 53% False False 6,717
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 53.7
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 11,395.0
2.618 11,156.7
1.618 11,010.7
1.000 10,920.5
0.618 10,864.7
HIGH 10,774.5
0.618 10,718.7
0.500 10,701.5
0.382 10,684.3
LOW 10,628.5
0.618 10,538.3
1.000 10,482.5
1.618 10,392.3
2.618 10,246.3
4.250 10,008.0
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 10,701.5 10,630.7
PP 10,685.0 10,609.3
S1 10,668.5 10,588.0

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

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