DAX Index Future June 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 11,435.5 11,317.5 -118.0 -1.0% 11,130.0
High 11,435.5 11,318.0 -117.5 -1.0% 11,400.0
Low 11,280.0 11,132.0 -148.0 -1.3% 10,938.0
Close 11,301.5 11,227.5 -74.0 -0.7% 11,330.0
Range 155.5 186.0 30.5 19.6% 462.0
ATR 156.4 158.5 2.1 1.4% 0.0
Volume 108 108 0 0.0% 163
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 11,783.8 11,691.7 11,329.8
R3 11,597.8 11,505.7 11,278.7
R2 11,411.8 11,411.8 11,261.6
R1 11,319.7 11,319.7 11,244.6 11,272.8
PP 11,225.8 11,225.8 11,225.8 11,202.4
S1 11,133.7 11,133.7 11,210.5 11,086.8
S2 11,039.8 11,039.8 11,193.4
S3 10,853.8 10,947.7 11,176.4
S4 10,667.8 10,761.7 11,125.2
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 11,454.0 11,132.0 322.0 2.9% 140.4 1.3% 30% False True 72
10 11,454.0 10,938.0 516.0 4.6% 122.1 1.1% 56% False False 49
20 11,454.0 10,538.5 915.5 8.2% 110.9 1.0% 75% False False 51
40 11,454.0 9,954.0 1,500.0 13.4% 103.9 0.9% 85% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.3
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 12,108.5
2.618 11,804.9
1.618 11,618.9
1.000 11,504.0
0.618 11,432.9
HIGH 11,318.0
0.618 11,246.9
0.500 11,225.0
0.382 11,203.1
LOW 11,132.0
0.618 11,017.1
1.000 10,946.0
1.618 10,831.1
2.618 10,645.1
4.250 10,341.5
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 11,226.7 11,293.0
PP 11,225.8 11,271.2
S1 11,225.0 11,249.3

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

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