DAX Index Future December 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 10,035.0 9,970.0 -65.0 -0.6% 9,990.0
High 10,035.0 9,971.0 -64.0 -0.6% 10,030.0
Low 9,958.0 9,939.5 -18.5 -0.2% 9,902.0
Close 9,959.5 9,958.5 -1.0 0.0% 9,996.5
Range 77.0 31.5 -45.5 -59.1% 128.0
ATR 62.7 60.5 -2.2 -3.6% 0.0
Volume 21 24 3 14.3% 650
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 10,050.8 10,036.2 9,975.8
R3 10,019.3 10,004.7 9,967.2
R2 9,987.8 9,987.8 9,964.3
R1 9,973.2 9,973.2 9,961.4 9,964.8
PP 9,956.3 9,956.3 9,956.3 9,952.1
S1 9,941.7 9,941.7 9,955.6 9,933.3
S2 9,924.8 9,924.8 9,952.7
S3 9,893.3 9,910.2 9,949.8
S4 9,861.8 9,878.7 9,941.2
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 10,360.2 10,306.3 10,066.9
R3 10,232.2 10,178.3 10,031.7
R2 10,104.2 10,104.2 10,020.0
R1 10,050.3 10,050.3 10,008.2 10,077.3
PP 9,976.2 9,976.2 9,976.2 9,989.6
S1 9,922.3 9,922.3 9,984.8 9,949.3
S2 9,848.2 9,848.2 9,973.0
S3 9,720.2 9,794.3 9,961.3
S4 9,592.2 9,666.3 9,926.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,044.0 9,939.5 104.5 1.0% 38.6 0.4% 18% False True 101
10 10,044.0 9,902.0 142.0 1.4% 46.3 0.5% 40% False False 86
20 10,044.0 9,564.0 480.0 4.8% 54.4 0.5% 82% False False 70
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,104.9
2.618 10,053.5
1.618 10,022.0
1.000 10,002.5
0.618 9,990.5
HIGH 9,971.0
0.618 9,959.0
0.500 9,955.3
0.382 9,951.5
LOW 9,939.5
0.618 9,920.0
1.000 9,908.0
1.618 9,888.5
2.618 9,857.0
4.250 9,805.6
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 9,957.4 9,991.8
PP 9,956.3 9,980.7
S1 9,955.3 9,969.6

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

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