DAX Index Future June 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 10,884.0 10,654.5 -229.5 -2.1% 11,340.0
High 10,884.0 10,654.5 -229.5 -2.1% 11,454.0
Low 10,730.0 10,554.5 -175.5 -1.6% 10,698.0
Close 10,730.0 10,653.0 -77.0 -0.7% 10,795.5
Range 154.0 100.0 -54.0 -35.1% 756.0
ATR 186.0 185.2 -0.7 -0.4% 0.0
Volume 8 14 6 75.0% 486
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 10,920.7 10,886.8 10,708.0
R3 10,820.7 10,786.8 10,680.5
R2 10,720.7 10,720.7 10,671.3
R1 10,686.8 10,686.8 10,662.2 10,653.8
PP 10,620.7 10,620.7 10,620.7 10,604.1
S1 10,586.8 10,586.8 10,643.8 10,553.8
S2 10,520.7 10,520.7 10,634.7
S3 10,420.7 10,486.8 10,625.5
S4 10,320.7 10,386.8 10,598.0
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 13,250.5 12,779.0 11,211.3
R3 12,494.5 12,023.0 11,003.4
R2 11,738.5 11,738.5 10,934.1
R1 11,267.0 11,267.0 10,864.8 11,124.8
PP 10,982.5 10,982.5 10,982.5 10,911.4
S1 10,511.0 10,511.0 10,726.2 10,368.8
S2 10,226.5 10,226.5 10,656.9
S3 9,470.5 9,755.0 10,587.6
S4 8,714.5 8,999.0 10,379.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,226.5 10,554.5 672.0 6.3% 207.1 1.9% 15% False True 54
10 11,454.0 10,554.5 899.5 8.4% 173.8 1.6% 11% False True 63
20 11,454.0 10,538.5 915.5 8.6% 143.7 1.3% 13% False False 48
40 11,454.0 10,012.0 1,442.0 13.5% 123.1 1.2% 44% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,079.5
2.618 10,916.3
1.618 10,816.3
1.000 10,754.5
0.618 10,716.3
HIGH 10,654.5
0.618 10,616.3
0.500 10,604.5
0.382 10,592.7
LOW 10,554.5
0.618 10,492.7
1.000 10,454.5
1.618 10,392.7
2.618 10,292.7
4.250 10,129.5
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 10,636.8 10,790.3
PP 10,620.7 10,744.5
S1 10,604.5 10,698.8

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

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