DAX Index Future September 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 9,929.5 9,940.0 10.5 0.1% 9,692.5
High 9,992.5 10,101.5 109.0 1.1% 9,692.5
Low 9,887.5 9,939.0 51.5 0.5% 9,290.0
Close 9,942.0 10,071.0 129.0 1.3% 9,629.5
Range 105.0 162.5 57.5 54.8% 402.5
ATR 233.9 228.8 -5.1 -2.2% 0.0
Volume 90,200 70,213 -19,987 -22.2% 388,500
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 10,524.7 10,460.3 10,160.4
R3 10,362.2 10,297.8 10,115.7
R2 10,199.7 10,199.7 10,100.8
R1 10,135.3 10,135.3 10,085.9 10,167.5
PP 10,037.2 10,037.2 10,037.2 10,053.3
S1 9,972.8 9,972.8 10,056.1 10,005.0
S2 9,874.7 9,874.7 10,041.2
S3 9,712.2 9,810.3 10,026.3
S4 9,549.7 9,647.8 9,981.6
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 10,101.5 9,356.5 745.0 7.4% 186.6 1.9% 96% True False 81,455
10 10,101.5 9,290.0 811.5 8.1% 198.3 2.0% 96% True False 83,214
20 10,340.0 9,152.5 1,187.5 11.8% 214.4 2.1% 77% False False 100,927
40 10,357.0 9,152.5 1,204.5 12.0% 176.6 1.8% 76% False False 56,418
60 10,508.0 9,152.5 1,355.5 13.5% 167.7 1.7% 68% False False 37,666
80 10,508.0 9,152.5 1,355.5 13.5% 163.9 1.6% 68% False False 28,294
100 10,508.0 9,152.5 1,355.5 13.5% 152.5 1.5% 68% False False 22,649
120 10,508.0 8,732.0 1,776.0 17.6% 150.5 1.5% 75% False False 18,880
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,792.1
2.618 10,526.9
1.618 10,364.4
1.000 10,264.0
0.618 10,201.9
HIGH 10,101.5
0.618 10,039.4
0.500 10,020.3
0.382 10,001.1
LOW 9,939.0
0.618 9,838.6
1.000 9,776.5
1.618 9,676.1
2.618 9,513.6
4.250 9,248.4
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 10,054.1 10,028.6
PP 10,037.2 9,986.2
S1 10,020.3 9,943.8

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

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