DAX Index Future March 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 10,240.0 9,986.5 -253.5 -2.5% 10,727.5
High 10,287.5 10,041.0 -246.5 -2.4% 10,886.0
Low 10,093.5 9,810.5 -283.0 -2.8% 10,628.5
Close 10,219.0 9,973.5 -245.5 -2.4% 10,772.0
Range 194.0 230.5 36.5 18.8% 257.5
ATR 259.7 270.4 10.6 4.1% 0.0
Volume 150,873 131,236 -19,637 -13.0% 217,322
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 10,633.2 10,533.8 10,100.3
R3 10,402.7 10,303.3 10,036.9
R2 10,172.2 10,172.2 10,015.8
R1 10,072.8 10,072.8 9,994.6 10,007.3
PP 9,941.7 9,941.7 9,941.7 9,908.9
S1 9,842.3 9,842.3 9,952.4 9,776.8
S2 9,711.2 9,711.2 9,931.2
S3 9,480.7 9,611.8 9,910.1
S4 9,250.2 9,381.3 9,846.7
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 11,534.7 11,410.8 10,913.6
R3 11,277.2 11,153.3 10,842.8
R2 11,019.7 11,019.7 10,819.2
R1 10,895.8 10,895.8 10,795.6 10,957.8
PP 10,762.2 10,762.2 10,762.2 10,793.1
S1 10,638.3 10,638.3 10,748.4 10,700.3
S2 10,504.7 10,504.7 10,724.8
S3 10,247.2 10,380.8 10,701.2
S4 9,989.7 10,123.3 10,630.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,886.0 9,810.5 1,075.5 10.8% 224.4 2.2% 15% False True 124,559
10 10,886.0 9,810.5 1,075.5 10.8% 218.9 2.2% 15% False True 91,604
20 10,999.0 9,810.5 1,188.5 11.9% 237.9 2.4% 14% False True 69,939
40 11,439.0 9,810.5 1,628.5 16.3% 222.6 2.2% 10% False True 35,822
60 11,439.0 9,810.5 1,628.5 16.3% 204.4 2.0% 10% False True 24,361
80 11,439.0 9,329.5 2,109.5 21.2% 208.0 2.1% 31% False False 18,353
100 11,439.0 9,329.5 2,109.5 21.2% 202.7 2.0% 31% False False 14,691
120 11,810.0 9,329.5 2,480.5 24.9% 184.3 1.8% 26% False False 12,245
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 29.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,020.6
2.618 10,644.4
1.618 10,413.9
1.000 10,271.5
0.618 10,183.4
HIGH 10,041.0
0.618 9,952.9
0.500 9,925.8
0.382 9,898.6
LOW 9,810.5
0.618 9,668.1
1.000 9,580.0
1.618 9,437.6
2.618 9,207.1
4.250 8,830.9
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 9,957.6 10,107.0
PP 9,941.7 10,062.5
S1 9,925.8 10,018.0

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

View Archives - Comment on this page... - Back to Index of Symbols