DAX Index Future March 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	9,811.0	9,806.0	-5.0	-0.1%	9,435.0
High	9,838.5	9,818.0	-20.5	-0.2%	9,586.0
Low	9,692.0	9,706.0	14.0	0.1%	9,120.5
Close	9,776.0	9,734.0	-42.0	-0.4%	9,525.5
Range	146.5	112.0	-34.5	-23.5%	465.5
ATR	258.4	247.9	-10.5	-4.0%	0.0
Volume	82,539	103,174	20,635	25.0%	559,338

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,088.7	10,023.3	9,795.6
R3	9,976.7	9,911.3	9,764.8
R2	9,864.7	9,864.7	9,754.5
R1	9,799.3	9,799.3	9,744.3	9,776.0
PP	9,752.7	9,752.7	9,752.7	9,741.0
S1	9,687.3	9,687.3	9,723.7	9,664.0
S2	9,640.7	9,640.7	9,713.5
S3	9,528.7	9,575.3	9,703.2
S4	9,416.7	9,463.3	9,672.4

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,807.2	10,631.8	9,781.5
R3	10,341.7	10,166.3	9,653.5
R2	9,876.2	9,876.2	9,610.8
R1	9,700.8	9,700.8	9,568.2	9,788.5
PP	9,410.7	9,410.7	9,410.7	9,454.5
S1	9,235.3	9,235.3	9,482.8	9,323.0
S2	8,945.2	8,945.2	9,440.2
S3	8,479.7	8,769.8	9,397.5
S4	8,014.2	8,304.3	9,269.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,838.5	9,326.0	512.5	5.3%	191.0	2.0%	80%	False	False	103,657
10	9,838.5	9,120.5	718.0	7.4%	191.1	2.0%	85%	False	False	104,451
20	9,838.5	8,690.5	1,148.0	11.8%	228.1	2.3%	91%	False	False	114,584
40	10,287.5	8,690.5	1,597.0	16.4%	252.4	2.6%	65%	False	False	121,187
60	11,329.0	8,690.5	2,638.5	27.1%	255.8	2.6%	40%	False	False	99,486
80	11,439.0	8,690.5	2,748.5	28.2%	236.9	2.4%	38%	False	False	75,052
100	11,439.0	8,690.5	2,748.5	28.2%	222.2	2.3%	38%	False	False	60,273
120	11,439.0	8,690.5	2,748.5	28.2%	221.2	2.3%	38%	False	False	50,281

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.2
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	10,294.0
2.618	10,111.2
1.618	9,999.2
1.000	9,930.0
0.618	9,887.2
HIGH	9,818.0
0.618	9,775.2
0.500	9,762.0
0.382	9,748.8
LOW	9,706.0
0.618	9,636.8
1.000	9,594.0
1.618	9,524.8
2.618	9,412.8
4.250	9,230.0

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	9,762.0	9,699.9
PP	9,752.7	9,665.8
S1	9,743.3	9,631.8

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