DAX Index Future September 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 9,712.0 9,798.5 86.5 0.9% 9,692.5
High 9,834.0 10,005.0 171.0 1.7% 9,692.5
Low 9,675.5 9,786.0 110.5 1.1% 9,290.0
Close 9,822.5 9,964.5 142.0 1.4% 9,629.5
Range 158.5 219.0 60.5 38.2% 402.5
ATR 245.7 243.8 -1.9 -0.8% 0.0
Volume 86,699 66,431 -20,268 -23.4% 388,500
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 10,575.5 10,489.0 10,085.0
R3 10,356.5 10,270.0 10,024.7
R2 10,137.5 10,137.5 10,004.7
R1 10,051.0 10,051.0 9,984.6 10,094.3
PP 9,918.5 9,918.5 9,918.5 9,940.1
S1 9,832.0 9,832.0 9,944.4 9,875.3
S2 9,699.5 9,699.5 9,924.4
S3 9,480.5 9,613.0 9,904.3
S4 9,261.5 9,394.0 9,844.1
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 10,744.8 10,589.7 9,850.9
R3 10,342.3 10,187.2 9,740.2
R2 9,939.8 9,939.8 9,703.3
R1 9,784.7 9,784.7 9,666.4 9,661.0
PP 9,537.3 9,537.3 9,537.3 9,475.5
S1 9,382.2 9,382.2 9,592.6 9,258.5
S2 9,134.8 9,134.8 9,555.7
S3 8,732.3 8,979.7 9,518.8
S4 8,329.8 8,577.2 9,408.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,005.0 9,290.0 715.0 7.2% 208.6 2.1% 94% True False 83,928
10 10,005.0 9,290.0 715.0 7.2% 200.1 2.0% 94% True False 87,871
20 10,340.0 9,152.5 1,187.5 11.9% 213.1 2.1% 68% False False 99,555
40 10,357.0 9,152.5 1,204.5 12.1% 176.1 1.8% 67% False False 52,410
60 10,508.0 9,152.5 1,355.5 13.6% 170.4 1.7% 60% False False 34,997
80 10,508.0 9,152.5 1,355.5 13.6% 165.1 1.7% 60% False False 26,290
100 10,508.0 9,152.5 1,355.5 13.6% 151.6 1.5% 60% False False 21,045
120 10,508.0 8,732.0 1,776.0 17.8% 150.9 1.5% 69% False False 17,545
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 48.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,935.8
2.618 10,578.3
1.618 10,359.3
1.000 10,224.0
0.618 10,140.3
HIGH 10,005.0
0.618 9,921.3
0.500 9,895.5
0.382 9,869.7
LOW 9,786.0
0.618 9,650.7
1.000 9,567.0
1.618 9,431.7
2.618 9,212.7
4.250 8,855.3
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 9,941.5 9,869.9
PP 9,918.5 9,775.3
S1 9,895.5 9,680.8

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

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