DAX Index Future September 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 10,171.0 10,276.0 105.0 1.0% 9,903.0
High 10,272.0 10,279.0 7.0 0.1% 10,279.0
Low 10,171.0 10,234.5 63.5 0.6% 9,767.0
Close 10,266.5 10,261.5 -5.0 0.0% 10,261.5
Range 101.0 44.5 -56.5 -55.9% 512.0
ATR 165.2 156.6 -8.6 -5.2% 0.0
Volume 74 92 18 24.3% 746
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 10,391.8 10,371.2 10,286.0
R3 10,347.3 10,326.7 10,273.7
R2 10,302.8 10,302.8 10,269.7
R1 10,282.2 10,282.2 10,265.6 10,270.3
PP 10,258.3 10,258.3 10,258.3 10,252.4
S1 10,237.7 10,237.7 10,257.4 10,225.8
S2 10,213.8 10,213.8 10,253.3
S3 10,169.3 10,193.2 10,249.3
S4 10,124.8 10,148.7 10,237.0
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 11,638.5 11,462.0 10,543.1
R3 11,126.5 10,950.0 10,402.3
R2 10,614.5 10,614.5 10,355.4
R1 10,438.0 10,438.0 10,308.4 10,526.3
PP 10,102.5 10,102.5 10,102.5 10,146.6
S1 9,926.0 9,926.0 10,214.6 10,014.3
S2 9,590.5 9,590.5 10,167.6
S3 9,078.5 9,414.0 10,120.7
S4 8,566.5 8,902.0 9,979.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,279.0 9,767.0 512.0 5.0% 145.2 1.4% 97% True False 149
10 10,279.0 9,765.0 514.0 5.0% 129.3 1.3% 97% True False 154
20 10,279.0 9,757.5 521.5 5.1% 139.8 1.4% 97% True False 150
40 10,508.0 9,485.5 1,022.5 10.0% 148.3 1.4% 76% False False 171
60 10,508.0 9,485.5 1,022.5 10.0% 137.7 1.3% 76% False False 155
80 10,508.0 8,732.0 1,776.0 17.3% 138.9 1.4% 86% False False 125
100 10,508.0 8,732.0 1,776.0 17.3% 142.3 1.4% 86% False False 107
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 17.7
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 10,468.1
2.618 10,395.5
1.618 10,351.0
1.000 10,323.5
0.618 10,306.5
HIGH 10,279.0
0.618 10,262.0
0.500 10,256.8
0.382 10,251.5
LOW 10,234.5
0.618 10,207.0
1.000 10,190.0
1.618 10,162.5
2.618 10,118.0
4.250 10,045.4
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 10,259.9 10,240.8
PP 10,258.3 10,220.2
S1 10,256.8 10,199.5

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

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