DAX Index Future March 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 9,591.5 9,817.5 226.0 2.4% 9,682.5
High 9,870.5 9,923.5 53.0 0.5% 9,841.5
Low 9,563.0 9,711.0 148.0 1.5% 9,251.5
Close 9,835.0 9,857.0 22.0 0.2% 9,792.5
Range 307.5 212.5 -95.0 -30.9% 590.0
ATR 300.7 294.4 -6.3 -2.1% 0.0
Volume 102,500 132,861 30,361 29.6% 521,624
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 10,468.0 10,375.0 9,973.9
R3 10,255.5 10,162.5 9,915.4
R2 10,043.0 10,043.0 9,896.0
R1 9,950.0 9,950.0 9,876.5 9,996.5
PP 9,830.5 9,830.5 9,830.5 9,853.8
S1 9,737.5 9,737.5 9,837.5 9,784.0
S2 9,618.0 9,618.0 9,818.0
S3 9,405.5 9,525.0 9,798.6
S4 9,193.0 9,312.5 9,740.1
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 11,398.5 11,185.5 10,117.0
R3 10,808.5 10,595.5 9,954.8
R2 10,218.5 10,218.5 9,900.7
R1 10,005.5 10,005.5 9,846.6 10,112.0
PP 9,628.5 9,628.5 9,628.5 9,681.8
S1 9,415.5 9,415.5 9,738.4 9,522.0
S2 9,038.5 9,038.5 9,684.3
S3 8,448.5 8,825.5 9,630.3
S4 7,858.5 8,235.5 9,468.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,923.5 9,333.0 590.5 6.0% 233.9 2.4% 89% True False 108,896
10 10,165.5 9,251.5 914.0 9.3% 285.7 2.9% 66% False False 128,402
20 10,886.0 9,251.5 1,634.5 16.6% 266.1 2.7% 37% False False 118,630
40 11,439.0 9,251.5 2,187.5 22.2% 261.8 2.7% 28% False False 76,907
60 11,439.0 9,251.5 2,187.5 22.2% 233.0 2.4% 28% False False 51,690
80 11,439.0 9,251.5 2,187.5 22.2% 221.1 2.2% 28% False False 39,037
100 11,439.0 9,251.5 2,187.5 22.2% 215.4 2.2% 28% False False 31,274
120 11,665.5 9,251.5 2,414.0 24.5% 208.7 2.1% 25% False False 26,067
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 64.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,826.6
2.618 10,479.8
1.618 10,267.3
1.000 10,136.0
0.618 10,054.8
HIGH 9,923.5
0.618 9,842.3
0.500 9,817.3
0.382 9,792.2
LOW 9,711.0
0.618 9,579.7
1.000 9,498.5
1.618 9,367.2
2.618 9,154.7
4.250 8,807.9
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 9,843.8 9,819.1
PP 9,830.5 9,781.2
S1 9,817.3 9,743.3

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

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