DAX Index Future September 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 9,470.0 9,601.0 131.0 1.4% 9,200.0
High 9,482.0 9,601.0 119.0 1.3% 9,513.0
Low 9,389.5 9,581.0 191.5 2.0% 9,128.5
Close 9,389.5 9,598.5 209.0 2.2% 9,389.5
Range 92.5 20.0 -72.5 -78.4% 384.5
ATR 195.9 197.0 1.1 0.6% 0.0
Volume 3 13 10 333.3% 65
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 9,653.5 9,646.0 9,609.5
R3 9,633.5 9,626.0 9,604.0
R2 9,613.5 9,613.5 9,602.2
R1 9,606.0 9,606.0 9,600.3 9,599.8
PP 9,593.5 9,593.5 9,593.5 9,590.4
S1 9,586.0 9,586.0 9,596.7 9,579.8
S2 9,573.5 9,573.5 9,594.8
S3 9,553.5 9,566.0 9,593.0
S4 9,533.5 9,546.0 9,587.5
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 10,497.2 10,327.8 9,601.0
R3 10,112.7 9,943.3 9,495.2
R2 9,728.2 9,728.2 9,460.0
R1 9,558.8 9,558.8 9,424.7 9,643.5
PP 9,343.7 9,343.7 9,343.7 9,386.0
S1 9,174.3 9,174.3 9,354.3 9,259.0
S2 8,959.2 8,959.2 9,319.0
S3 8,574.7 8,789.8 9,283.8
S4 8,190.2 8,405.3 9,178.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,601.0 9,128.5 472.5 4.9% 105.7 1.1% 99% True False 14
10 9,601.0 8,732.0 869.0 9.1% 118.4 1.2% 100% True False 22
20 9,890.0 8,732.0 1,158.0 12.1% 136.4 1.4% 75% False False 32
40 10,891.0 8,732.0 2,159.0 22.5% 137.3 1.4% 40% False False 32
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 8.7
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 9,686.0
2.618 9,653.4
1.618 9,633.4
1.000 9,621.0
0.618 9,613.4
HIGH 9,601.0
0.618 9,593.4
0.500 9,591.0
0.382 9,588.6
LOW 9,581.0
0.618 9,568.6
1.000 9,561.0
1.618 9,548.6
2.618 9,528.6
4.250 9,496.0
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 9,596.0 9,564.1
PP 9,593.5 9,529.7
S1 9,591.0 9,495.3

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

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