DAX Index Future June 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
27-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 9,970.5 9,948.5 -22.0 -0.2% 9,776.0
High 10,022.0 10,002.0 -20.0 -0.2% 10,022.0
Low 9,970.5 9,948.5 -22.0 -0.2% 9,776.0
Close 9,996.5 10,002.0 5.5 0.1% 10,002.0
Range 51.5 53.5 2.0 3.9% 246.0
ATR 128.1 122.7 -5.3 -4.2% 0.0
Volume 26 16 -10 -38.5% 358
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 10,144.7 10,126.8 10,031.4
R3 10,091.2 10,073.3 10,016.7
R2 10,037.7 10,037.7 10,011.8
R1 10,019.8 10,019.8 10,006.9 10,028.8
PP 9,984.2 9,984.2 9,984.2 9,988.6
S1 9,966.3 9,966.3 9,997.1 9,975.3
S2 9,930.7 9,930.7 9,992.2
S3 9,877.2 9,912.8 9,987.3
S4 9,823.7 9,859.3 9,972.6
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 10,671.3 10,582.7 10,137.3
R3 10,425.3 10,336.7 10,069.7
R2 10,179.3 10,179.3 10,047.1
R1 10,090.7 10,090.7 10,024.6 10,135.0
PP 9,933.3 9,933.3 9,933.3 9,955.5
S1 9,844.7 9,844.7 9,979.5 9,889.0
S2 9,687.3 9,687.3 9,956.9
S3 9,441.3 9,598.7 9,934.4
S4 9,195.3 9,352.7 9,866.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,022.0 9,776.0 246.0 2.5% 60.2 0.6% 92% False False 71
10 10,022.0 9,158.5 863.5 8.6% 97.8 1.0% 98% False False 70
20 10,022.0 9,158.5 863.5 8.6% 95.0 0.9% 98% False False 48
40 10,022.0 8,419.0 1,603.0 16.0% 118.7 1.2% 99% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,229.4
2.618 10,142.1
1.618 10,088.6
1.000 10,055.5
0.618 10,035.1
HIGH 10,002.0
0.618 9,981.6
0.500 9,975.3
0.382 9,968.9
LOW 9,948.5
0.618 9,915.4
1.000 9,895.0
1.618 9,861.9
2.618 9,808.4
4.250 9,721.1
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 9,993.1 9,990.8
PP 9,984.2 9,979.7
S1 9,975.3 9,968.5

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

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