DAX Index Future June 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 10,007.0 9,975.5 -31.5 -0.3% 9,776.0
High 10,053.5 10,013.5 -40.0 -0.4% 10,022.0
Low 9,942.0 9,971.0 29.0 0.3% 9,776.0
Close 9,968.5 10,011.5 43.0 0.4% 10,002.0
Range 111.5 42.5 -69.0 -61.9% 246.0
ATR 117.9 112.7 -5.2 -4.4% 0.0
Volume 45 295 250 555.6% 358
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 10,126.2 10,111.3 10,034.9
R3 10,083.7 10,068.8 10,023.2
R2 10,041.2 10,041.2 10,019.3
R1 10,026.3 10,026.3 10,015.4 10,033.8
PP 9,998.7 9,998.7 9,998.7 10,002.4
S1 9,983.8 9,983.8 10,007.6 9,991.3
S2 9,956.2 9,956.2 10,003.7
S3 9,913.7 9,941.3 9,999.8
S4 9,871.2 9,898.8 9,988.1
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 10,053.5 9,940.0 113.5 1.1% 63.8 0.6% 63% False False 82
10 10,053.5 9,407.0 646.5 6.5% 80.8 0.8% 94% False False 86
20 10,053.5 9,158.5 895.0 8.9% 92.4 0.9% 95% False False 63
40 10,053.5 8,419.0 1,634.5 16.3% 117.0 1.2% 97% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.8
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 10,194.1
2.618 10,124.8
1.618 10,082.3
1.000 10,056.0
0.618 10,039.8
HIGH 10,013.5
0.618 9,997.3
0.500 9,992.3
0.382 9,987.2
LOW 9,971.0
0.618 9,944.7
1.000 9,928.5
1.618 9,902.2
2.618 9,859.7
4.250 9,790.4
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 10,005.1 10,006.6
PP 9,998.7 10,001.7
S1 9,992.3 9,996.8

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

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