DAX Index Future June 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 11,317.5 11,223.0 -94.5 -0.8% 11,130.0
High 11,318.0 11,226.5 -91.5 -0.8% 11,400.0
Low 11,132.0 10,710.5 -421.5 -3.8% 10,938.0
Close 11,227.5 10,865.5 -362.0 -3.2% 11,330.0
Range 186.0 516.0 330.0 177.4% 462.0
ATR 158.5 184.1 25.6 16.2% 0.0
Volume 108 189 81 75.0% 163
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 12,482.2 12,189.8 11,149.3
R3 11,966.2 11,673.8 11,007.4
R2 11,450.2 11,450.2 10,960.1
R1 11,157.8 11,157.8 10,912.8 11,046.0
PP 10,934.2 10,934.2 10,934.2 10,878.3
S1 10,641.8 10,641.8 10,818.2 10,530.0
S2 10,418.2 10,418.2 10,770.9
S3 9,902.2 10,125.8 10,723.6
S4 9,386.2 9,609.8 10,581.7
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 10,710.5 743.5 6.8% 212.3 2.0% 21% False True 102
10 11,454.0 10,710.5 743.5 6.8% 165.0 1.5% 21% False True 64
20 11,454.0 10,538.5 915.5 8.4% 136.7 1.3% 36% False False 58
40 11,454.0 9,954.0 1,500.0 13.8% 114.9 1.1% 61% False False 65
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 7.6
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 13,419.5
2.618 12,577.4
1.618 12,061.4
1.000 11,742.5
0.618 11,545.4
HIGH 11,226.5
0.618 11,029.4
0.500 10,968.5
0.382 10,907.6
LOW 10,710.5
0.618 10,391.6
1.000 10,194.5
1.618 9,875.6
2.618 9,359.6
4.250 8,517.5
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 10,968.5 11,073.0
PP 10,934.2 11,003.8
S1 10,899.8 10,934.7

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

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