DAX Index Future June 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
26-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 11,246.0 11,295.0 49.0 0.4% 11,130.0
High 11,400.0 11,385.0 -15.0 -0.1% 11,400.0
Low 11,243.5 11,295.0 51.5 0.5% 10,938.0
Close 11,351.0 11,330.0 -21.0 -0.2% 11,330.0
Range 156.5 90.0 -66.5 -42.5% 462.0
ATR 164.2 158.9 -5.3 -3.2% 0.0
Volume 35 41 6 17.1% 163
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 11,606.7 11,558.3 11,379.5
R3 11,516.7 11,468.3 11,354.8
R2 11,426.7 11,426.7 11,346.5
R1 11,378.3 11,378.3 11,338.3 11,402.5
PP 11,336.7 11,336.7 11,336.7 11,348.8
S1 11,288.3 11,288.3 11,321.8 11,312.5
S2 11,246.7 11,246.7 11,313.5
S3 11,156.7 11,198.3 11,305.3
S4 11,066.7 11,108.3 11,280.5
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 12,608.7 12,431.3 11,584.1
R3 12,146.7 11,969.3 11,457.1
R2 11,684.7 11,684.7 11,414.7
R1 11,507.3 11,507.3 11,372.4 11,596.0
PP 11,222.7 11,222.7 11,222.7 11,267.0
S1 11,045.3 11,045.3 11,287.7 11,134.0
S2 10,760.7 10,760.7 11,245.3
S3 10,298.7 10,583.3 11,203.0
S4 9,836.7 10,121.3 11,075.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,400.0 10,938.0 462.0 4.1% 117.2 1.0% 85% False False 32
10 11,400.0 10,538.5 861.5 7.6% 132.7 1.2% 92% False False 35
20 11,400.0 10,538.5 861.5 7.6% 106.8 0.9% 92% False False 39
40 11,400.0 9,750.0 1,650.0 14.6% 104.6 0.9% 96% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,767.5
2.618 11,620.6
1.618 11,530.6
1.000 11,475.0
0.618 11,440.6
HIGH 11,385.0
0.618 11,350.6
0.500 11,340.0
0.382 11,329.4
LOW 11,295.0
0.618 11,239.4
1.000 11,205.0
1.618 11,149.4
2.618 11,059.4
4.250 10,912.5
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 11,340.0 11,303.7
PP 11,336.7 11,277.3
S1 11,333.3 11,251.0

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

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