DAX Index Future September 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 10,664.5 10,390.0 -274.5 -2.6% 10,692.0
High 10,671.5 10,547.0 -124.5 -1.2% 10,780.5
Low 10,466.0 10,320.0 -146.0 -1.4% 10,466.0
Close 10,567.5 10,422.5 -145.0 -1.4% 10,567.5
Range 205.5 227.0 21.5 10.5% 314.5
ATR 159.4 165.7 6.3 3.9% 0.0
Volume 173,291 168,604 -4,687 -2.7% 489,257
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 11,110.8 10,993.7 10,547.4
R3 10,883.8 10,766.7 10,484.9
R2 10,656.8 10,656.8 10,464.1
R1 10,539.7 10,539.7 10,443.3 10,598.3
PP 10,429.8 10,429.8 10,429.8 10,459.1
S1 10,312.7 10,312.7 10,401.7 10,371.3
S2 10,202.8 10,202.8 10,380.9
S3 9,975.8 10,085.7 10,360.1
S4 9,748.8 9,858.7 10,297.7
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 11,548.2 11,372.3 10,740.5
R3 11,233.7 11,057.8 10,654.0
R2 10,919.2 10,919.2 10,625.2
R1 10,743.3 10,743.3 10,596.3 10,674.0
PP 10,604.7 10,604.7 10,604.7 10,570.0
S1 10,428.8 10,428.8 10,538.7 10,359.5
S2 10,290.2 10,290.2 10,509.8
S3 9,975.7 10,114.3 10,481.0
S4 9,661.2 9,799.8 10,394.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,780.5 10,320.0 460.5 4.4% 171.1 1.6% 22% False True 131,572
10 10,780.5 10,320.0 460.5 4.4% 163.2 1.6% 22% False True 106,152
20 10,804.0 10,320.0 484.0 4.6% 154.6 1.5% 21% False True 92,402
40 10,804.0 9,910.5 893.5 8.6% 144.3 1.4% 57% False False 84,380
60 10,804.0 9,152.5 1,651.5 15.8% 165.8 1.6% 77% False False 89,156
80 10,804.0 9,152.5 1,651.5 15.8% 160.2 1.5% 77% False False 71,313
100 10,804.0 9,152.5 1,651.5 15.8% 157.9 1.5% 77% False False 57,081
120 10,804.0 9,152.5 1,651.5 15.8% 156.9 1.5% 77% False False 47,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39.5
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 11,511.8
2.618 11,141.3
1.618 10,914.3
1.000 10,774.0
0.618 10,687.3
HIGH 10,547.0
0.618 10,460.3
0.500 10,433.5
0.382 10,406.7
LOW 10,320.0
0.618 10,179.7
1.000 10,093.0
1.618 9,952.7
2.618 9,725.7
4.250 9,355.3
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 10,433.5 10,550.3
PP 10,429.8 10,507.7
S1 10,426.2 10,465.1

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

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