DAX Index Future June 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 9,300.0 9,405.5 105.5 1.1% 9,067.5
High 9,381.5 9,443.5 62.0 0.7% 9,443.5
Low 9,300.0 9,392.0 92.0 1.0% 9,067.5
Close 9,359.0 9,431.5 72.5 0.8% 9,431.5
Range 81.5 51.5 -30.0 -36.8% 376.0
ATR 93.4 92.8 -0.6 -0.7% 0.0
Volume 254 281 27 10.6% 717
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 9,576.8 9,555.7 9,459.8
R3 9,525.3 9,504.2 9,445.7
R2 9,473.8 9,473.8 9,440.9
R1 9,452.7 9,452.7 9,436.2 9,463.3
PP 9,422.3 9,422.3 9,422.3 9,427.6
S1 9,401.2 9,401.2 9,426.8 9,411.8
S2 9,370.8 9,370.8 9,422.1
S3 9,319.3 9,349.7 9,417.3
S4 9,267.8 9,298.2 9,403.2
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 10,442.2 10,312.8 9,638.3
R3 10,066.2 9,936.8 9,534.9
R2 9,690.2 9,690.2 9,500.4
R1 9,560.8 9,560.8 9,466.0 9,625.5
PP 9,314.2 9,314.2 9,314.2 9,346.5
S1 9,184.8 9,184.8 9,397.0 9,249.5
S2 8,938.2 8,938.2 9,362.6
S3 8,562.2 8,808.8 9,328.1
S4 8,186.2 8,432.8 9,224.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,443.5 9,067.5 376.0 4.0% 93.5 1.0% 97% True False 143
10 9,443.5 9,020.0 423.5 4.5% 83.5 0.9% 97% True False 104
20 9,456.0 9,020.0 436.0 4.6% 78.5 0.8% 94% False False 83
40 9,456.0 8,990.0 466.0 4.9% 65.3 0.7% 95% False False 81
60 9,456.0 8,521.5 934.5 9.9% 58.9 0.6% 97% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 11.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,662.4
2.618 9,578.3
1.618 9,526.8
1.000 9,495.0
0.618 9,475.3
HIGH 9,443.5
0.618 9,423.8
0.500 9,417.8
0.382 9,411.7
LOW 9,392.0
0.618 9,360.2
1.000 9,340.5
1.618 9,308.7
2.618 9,257.2
4.250 9,173.1
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 9,426.9 9,388.7
PP 9,422.3 9,345.8
S1 9,417.8 9,303.0

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

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