DAX Index Future March 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	12-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	8,831.0	9,262.0	431.0	4.9%	9,314.0
High	8,991.0	9,268.0	277.0	3.1%	9,334.5
Low	8,806.5	9,072.0	265.5	3.0%	8,690.5
Close	8,942.5	9,105.5	163.0	1.8%	8,942.5
Range	184.5	196.0	11.5	6.2%	644.0
ATR	286.0	288.8	2.8	1.0%	0.0
Volume	81,669	99,593	17,924	21.9%	650,289

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	9,736.5	9,617.0	9,213.3
R3	9,540.5	9,421.0	9,159.4
R2	9,344.5	9,344.5	9,141.4
R1	9,225.0	9,225.0	9,123.5	9,186.8
PP	9,148.5	9,148.5	9,148.5	9,129.4
S1	9,029.0	9,029.0	9,087.5	8,990.8
S2	8,952.5	8,952.5	9,069.6
S3	8,756.5	8,833.0	9,051.6
S4	8,560.5	8,637.0	8,997.7

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,921.2	10,575.8	9,296.7
R3	10,277.2	9,931.8	9,119.6
R2	9,633.2	9,633.2	9,060.6
R1	9,287.8	9,287.8	9,001.5	9,138.5
PP	8,989.2	8,989.2	8,989.2	8,914.5
S1	8,643.8	8,643.8	8,883.5	8,494.5
S2	8,345.2	8,345.2	8,824.4
S3	7,701.2	7,999.8	8,765.4
S4	7,057.2	7,355.8	8,588.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,268.0	8,690.5	577.5	6.3%	226.3	2.5%	72%	True	False	115,065
10	9,735.0	8,690.5	1,044.5	11.5%	264.2	2.9%	40%	False	False	134,002
20	9,923.5	8,690.5	1,233.0	13.5%	251.7	2.8%	34%	False	False	125,712
40	10,886.0	8,690.5	2,195.5	24.1%	262.0	2.9%	19%	False	False	114,059
60	11,439.0	8,690.5	2,748.5	30.2%	249.0	2.7%	15%	False	False	79,038
80	11,439.0	8,690.5	2,748.5	30.2%	234.0	2.6%	15%	False	False	59,630
100	11,439.0	8,690.5	2,748.5	30.2%	228.0	2.5%	15%	False	False	47,833
120	11,439.0	8,690.5	2,748.5	30.2%	217.3	2.4%	15%	False	False	39,876

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	46.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,101.0
2.618	9,781.1
1.618	9,585.1
1.000	9,464.0
0.618	9,389.1
HIGH	9,268.0
0.618	9,193.1
0.500	9,170.0
0.382	9,146.9
LOW	9,072.0
0.618	8,950.9
1.000	8,876.0
1.618	8,754.9
2.618	8,558.9
4.250	8,239.0

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	9,170.0	9,063.4
PP	9,148.5	9,021.3
S1	9,127.0	8,979.3

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