DAX Index Future September 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 9,718.5 9,692.5 -26.0 -0.3% 9,402.5
High 9,795.0 9,692.5 -102.5 -1.0% 9,795.0
Low 9,645.5 9,453.5 -192.0 -2.0% 9,201.5
Close 9,757.0 9,519.0 -238.0 -2.4% 9,757.0
Range 149.5 239.0 89.5 59.9% 593.5
ATR 251.5 255.2 3.7 1.5% 0.0
Volume 41,911 121,989 80,078 191.1% 445,644
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 10,272.0 10,134.5 9,650.5
R3 10,033.0 9,895.5 9,584.7
R2 9,794.0 9,794.0 9,562.8
R1 9,656.5 9,656.5 9,540.9 9,605.8
PP 9,555.0 9,555.0 9,555.0 9,529.6
S1 9,417.5 9,417.5 9,497.1 9,366.8
S2 9,316.0 9,316.0 9,475.2
S3 9,077.0 9,178.5 9,453.3
S4 8,838.0 8,939.5 9,387.6
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 11,365.0 11,154.5 10,083.4
R3 10,771.5 10,561.0 9,920.2
R2 10,178.0 10,178.0 9,865.8
R1 9,967.5 9,967.5 9,811.4 10,072.8
PP 9,584.5 9,584.5 9,584.5 9,637.1
S1 9,374.0 9,374.0 9,702.6 9,479.3
S2 8,991.0 8,991.0 9,648.2
S3 8,397.5 8,780.5 9,593.8
S4 7,804.0 8,187.0 9,430.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,795.0 9,397.0 398.0 4.2% 191.6 2.0% 31% False False 91,815
10 10,340.0 9,152.5 1,187.5 12.5% 244.6 2.6% 31% False False 112,069
20 10,340.0 9,152.5 1,187.5 12.5% 204.0 2.1% 31% False False 83,622
40 10,357.0 9,152.5 1,204.5 12.7% 171.7 1.8% 30% False False 41,945
60 10,508.0 9,152.5 1,355.5 14.2% 164.0 1.7% 27% False False 28,026
80 10,508.0 9,152.5 1,355.5 14.2% 160.3 1.7% 27% False False 21,052
100 10,508.0 8,732.0 1,776.0 18.7% 148.0 1.6% 44% False False 16,850
120 10,508.0 8,732.0 1,776.0 18.7% 149.9 1.6% 44% False False 14,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 76.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,708.3
2.618 10,318.2
1.618 10,079.2
1.000 9,931.5
0.618 9,840.2
HIGH 9,692.5
0.618 9,601.2
0.500 9,573.0
0.382 9,544.8
LOW 9,453.5
0.618 9,305.8
1.000 9,214.5
1.618 9,066.8
2.618 8,827.8
4.250 8,437.8
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 9,573.0 9,624.3
PP 9,555.0 9,589.2
S1 9,537.0 9,554.1

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

View Archives - Comment on this page... - Back to Index of Symbols