DAX Index Future September 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 9,624.5 9,667.5 43.0 0.4% 9,360.0
High 9,658.0 9,674.5 16.5 0.2% 9,618.0
Low 9,611.0 9,644.0 33.0 0.3% 9,208.0
Close 9,619.0 9,660.5 41.5 0.4% 9,612.0
Range 47.0 30.5 -16.5 -35.1% 410.0
ATR 129.4 124.1 -5.3 -4.1% 0.0
Volume 41 33 -8 -19.5% 1,254
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 9,751.2 9,736.3 9,677.3
R3 9,720.7 9,705.8 9,668.9
R2 9,690.2 9,690.2 9,666.1
R1 9,675.3 9,675.3 9,663.3 9,667.5
PP 9,659.7 9,659.7 9,659.7 9,655.8
S1 9,644.8 9,644.8 9,657.7 9,637.0
S2 9,629.2 9,629.2 9,654.9
S3 9,598.7 9,614.3 9,652.1
S4 9,568.2 9,583.8 9,643.7
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 10,709.3 10,570.7 9,837.5
R3 10,299.3 10,160.7 9,724.8
R2 9,889.3 9,889.3 9,687.2
R1 9,750.7 9,750.7 9,649.6 9,820.0
PP 9,479.3 9,479.3 9,479.3 9,514.0
S1 9,340.7 9,340.7 9,574.4 9,410.0
S2 9,069.3 9,069.3 9,536.8
S3 8,659.3 8,930.7 9,499.3
S4 8,249.3 8,520.7 9,386.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,674.5 9,431.0 243.5 2.5% 68.5 0.7% 94% True False 160
10 9,674.5 9,200.0 474.5 4.9% 102.9 1.1% 97% True False 164
20 9,674.5 8,953.5 721.0 7.5% 124.1 1.3% 98% True False 114
40 9,760.0 8,953.5 806.5 8.3% 113.2 1.2% 88% False False 73
60 9,829.0 8,953.5 875.5 9.1% 112.3 1.2% 81% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.8
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 9,804.1
2.618 9,754.3
1.618 9,723.8
1.000 9,705.0
0.618 9,693.3
HIGH 9,674.5
0.618 9,662.8
0.500 9,659.3
0.382 9,655.7
LOW 9,644.0
0.618 9,625.2
1.000 9,613.5
1.618 9,594.7
2.618 9,564.2
4.250 9,514.4
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 9,660.1 9,649.8
PP 9,659.7 9,639.2
S1 9,659.3 9,628.5

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

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