DAX Index Future September 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 8,432.0 8,388.0 -44.0 -0.5% 8,380.0
High 8,448.0 8,425.5 -22.5 -0.3% 8,440.0
Low 8,386.5 8,200.0 -186.5 -2.2% 8,245.0
Close 8,428.5 8,268.5 -160.0 -1.9% 8,417.0
Range 61.5 225.5 164.0 266.7% 195.0
ATR 103.5 112.4 8.9 8.6% 0.0
Volume 139,978 118,582 -21,396 -15.3% 395,842
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 8,974.5 8,847.0 8,392.5
R3 8,749.0 8,621.5 8,330.5
R2 8,523.5 8,523.5 8,309.8
R1 8,396.0 8,396.0 8,289.2 8,347.0
PP 8,298.0 8,298.0 8,298.0 8,273.5
S1 8,170.5 8,170.5 8,247.8 8,121.5
S2 8,072.5 8,072.5 8,227.2
S3 7,847.0 7,945.0 8,206.5
S4 7,621.5 7,719.5 8,144.5
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 8,952.3 8,879.7 8,524.3
R3 8,757.3 8,684.7 8,470.6
R2 8,562.3 8,562.3 8,452.8
R1 8,489.7 8,489.7 8,434.9 8,526.0
PP 8,367.3 8,367.3 8,367.3 8,385.5
S1 8,294.7 8,294.7 8,399.1 8,331.0
S2 8,172.3 8,172.3 8,381.3
S3 7,977.3 8,099.7 8,363.4
S4 7,782.3 7,904.7 8,309.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,448.0 8,200.0 248.0 3.0% 125.7 1.5% 28% False True 94,258
10 8,459.0 8,200.0 259.0 3.1% 102.4 1.2% 26% False True 91,049
20 8,462.0 8,200.0 262.0 3.2% 100.5 1.2% 26% False True 84,825
40 8,462.0 7,735.0 727.0 8.8% 103.7 1.3% 73% False False 86,772
60 8,462.0 7,660.0 802.0 9.7% 119.1 1.4% 76% False False 80,315
80 8,568.0 7,660.0 908.0 11.0% 114.3 1.4% 67% False False 60,323
100 8,568.0 7,437.5 1,130.5 13.7% 114.1 1.4% 74% False False 48,355
120 8,568.0 7,437.5 1,130.5 13.7% 110.8 1.3% 74% False False 40,567
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 18.3
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 9,383.9
2.618 9,015.9
1.618 8,790.4
1.000 8,651.0
0.618 8,564.9
HIGH 8,425.5
0.618 8,339.4
0.500 8,312.8
0.382 8,286.1
LOW 8,200.0
0.618 8,060.6
1.000 7,974.5
1.618 7,835.1
2.618 7,609.6
4.250 7,241.6
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 8,312.8 8,324.0
PP 8,298.0 8,305.5
S1 8,283.3 8,287.0

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

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