DAX Index Future June 2014

Trading Metrics calculated at close of trading on 08-Jan-2014

DAXM14 began trading on 09/24/2013 and has 72 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 03/19/2014.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.31)

Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): 0.44x

ATR(14) %: 1.0%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	07-Jan-2014	08-Jan-2014	Change	Change %	Previous Week
Open	9,471.0	9,551.0	80.0	0.8%	9,623.5
High	9,537.0	9,551.0	14.0	0.1%	9,645.0
Low	9,455.5	9,495.5	40.0	0.4%	9,401.0
Close	9,527.5	9,510.0	-17.5	-0.2%	9,461.0
Range	81.5	55.5	-26.0	-31.9%	244.0
ATR(14)	95.0	92.2	-2.8	-3.0%	99.5
Volume	63	43	-20	-31.7%	368

Multi-Period Performance

1-Month (21d)

2.7%

3-Month (63d)

9.9%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

0.8%

52-Week Range

52W Low: 8,521.5 (11.6%)

Position (88%)

52W High: 9,645.0 (1.4%)

Daily Pivots for day following 08-Jan-2014

Level	Classic	Woodie	Camarilla	DeMark
R4	9,685.3	9,653.2	9,540.5
R3	9,629.8	9,597.7	9,525.3
R2	9,574.3	9,574.3	9,520.2
R1	9,542.2	9,542.2	9,515.1	9,530.5
PP	9,518.8	9,518.8	9,518.8	9,513.0
S1	9,486.7	9,486.7	9,504.9	9,475.0
S2	9,463.3	9,463.3	9,499.8
S3	9,407.8	9,431.2	9,494.7
S4	9,352.3	9,375.7	9,479.5

Weekly Pivots for week ending 03-Jan-2014

Level	Classic	Woodie	Camarilla	DeMark
R4	10,234.3	10,091.7	9,595.2
R3	9,990.3	9,847.7	9,528.1
R2	9,746.3	9,746.3	9,505.7
R1	9,603.7	9,603.7	9,483.4	9,553.0
PP	9,502.3	9,502.3	9,502.3	9,477.0
S1	9,359.7	9,359.7	9,438.6	9,309.0
S2	9,258.3	9,258.3	9,416.3
S3	9,014.3	9,115.7	9,393.9
S4	8,770.3	8,871.7	9,326.8

Fisher Pivots for day following 08-Jan-2014

Pivot	1 Day	3 Day
R1	9,523.3	9,504.7
PP	9,518.8	9,499.3
S1	9,514.4	9,494.0

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	9,786.9
2.618	9,696.3
1.618	9,640.8
1.000	9,606.5
0.618	9,585.3
HIGH	9,551.0
0.618	9,529.8
0.500	9,523.3
0.382	9,516.7
LOW	9,495.5
0.618	9,461.2
1.000	9,440.0
1.618	9,405.7
2.618	9,350.2
4.250	9,259.6

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	9,379.9
38.2%	9,215.8
50.0%	9,083.3
61.8%	8,950.7
78.6%	8,761.9

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	9,478.3	31.7	0.3%	Above
10-Day SMA	9,492.4	17.6	0.2%	Above
20-Day SMA	9,319.9	190.1	2.0%	Above
50-Day SMA	9,234.3	275.7	3.0%	Above
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 9,692.7

Middle: 9,319.9

Lower: 8,947.2

Bandwidth: 8.0%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

60.70

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

93.44

Signal: 80.01 · Hist: 13.43

Stochastic (14, 3)

Neutral

%K: 77.87

%D: 76.25

StochRSI (14)

Neutral

%K: 65.64

%D: 63.03

ADX (14) & Trend

Neutral

23.59

+DI: 36.54 · -DI: 22.91

CCI (20)

Neutral

77.19

Range -100 to +100

Williams %R (14)

Neutral

-22.13

Range -100 to 0

Ultimate Oscillator

Neutral

53.23

Periods: 7, 14, 28

ROC (12)

Bearish

3.49%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

121.43

Bull: 121.43 · Bear: 65.93

Crabel Price Patterns

Pattern	Signal / Value
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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	10.1
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,645.0	9,401.0	244.0	2.6%	101.0	1.1%	45%	False	False	99
10	9,645.0	9,300.0	345.0	3.6%	78.9	0.8%	61%	False	False	138
20	9,645.0	9,020.0	625.0	6.6%	81.5	0.9%	78%	False	False	99
40	9,645.0	9,016.0	629.0	6.6%	74.4	0.8%	79%	False	False	90
60	9,645.0	8,624.0	1,021.0	10.7%	65.0	0.7%	87%	False	False	89

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