DAX Index Future September 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 9,724.0 9,711.5 -12.5 -0.1% 9,784.5
High 9,737.5 9,721.5 -16.0 -0.2% 9,784.5
Low 9,628.0 9,617.0 -11.0 -0.1% 9,617.0
Close 9,683.5 9,649.5 -34.0 -0.4% 9,649.5
Range 109.5 104.5 -5.0 -4.6% 167.5
ATR 135.1 132.9 -2.2 -1.6% 0.0
Volume 90,458 103,243 12,785 14.1% 514,203
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 9,976.2 9,917.3 9,707.0
R3 9,871.7 9,812.8 9,678.2
R2 9,767.2 9,767.2 9,668.7
R1 9,708.3 9,708.3 9,659.1 9,685.5
PP 9,662.7 9,662.7 9,662.7 9,651.3
S1 9,603.8 9,603.8 9,639.9 9,581.0
S2 9,558.2 9,558.2 9,630.3
S3 9,453.7 9,499.3 9,620.8
S4 9,349.2 9,394.8 9,592.0
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 10,186.2 10,085.3 9,741.6
R3 10,018.7 9,917.8 9,695.6
R2 9,851.2 9,851.2 9,680.2
R1 9,750.3 9,750.3 9,664.9 9,717.0
PP 9,683.7 9,683.7 9,683.7 9,667.0
S1 9,582.8 9,582.8 9,634.1 9,549.5
S2 9,516.2 9,516.2 9,618.8
S3 9,348.7 9,415.3 9,603.4
S4 9,181.2 9,247.8 9,557.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,784.5 9,617.0 167.5 1.7% 98.4 1.0% 19% False True 102,840
10 9,790.0 9,368.0 422.0 4.4% 122.6 1.3% 67% False False 109,075
20 9,790.0 9,042.5 747.5 7.7% 125.0 1.3% 81% False False 97,649
40 9,819.0 8,903.0 916.0 9.5% 137.0 1.4% 81% False False 107,162
60 10,056.0 8,903.0 1,153.0 11.9% 127.2 1.3% 65% False False 100,086
80 10,056.0 8,903.0 1,153.0 11.9% 114.0 1.2% 65% False False 78,470
100 10,056.0 8,903.0 1,153.0 11.9% 114.5 1.2% 65% False False 62,863
120 10,056.0 8,903.0 1,153.0 11.9% 117.1 1.2% 65% False False 52,423
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,165.6
2.618 9,995.1
1.618 9,890.6
1.000 9,826.0
0.618 9,786.1
HIGH 9,721.5
0.618 9,681.6
0.500 9,669.3
0.382 9,656.9
LOW 9,617.0
0.618 9,552.4
1.000 9,512.5
1.618 9,447.9
2.618 9,343.4
4.250 9,172.9
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 9,669.3 9,682.0
PP 9,662.7 9,671.2
S1 9,656.1 9,660.3

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

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