DAX Index Future June 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 9,810.0 9,778.0 -32.0 -0.3% 10,105.0
High 9,901.5 9,805.0 -96.5 -1.0% 10,105.0
Low 9,800.0 9,584.5 -215.5 -2.2% 9,584.5
Close 9,901.5 9,616.0 -285.5 -2.9% 9,616.0
Range 101.5 220.5 119.0 117.2% 520.5
ATR 131.5 144.8 13.2 10.1% 0.0
Volume 75 66 -9 -12.0% 396
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 10,330.0 10,193.5 9,737.3
R3 10,109.5 9,973.0 9,676.6
R2 9,889.0 9,889.0 9,656.4
R1 9,752.5 9,752.5 9,636.2 9,710.5
PP 9,668.5 9,668.5 9,668.5 9,647.5
S1 9,532.0 9,532.0 9,595.8 9,490.0
S2 9,448.0 9,448.0 9,575.6
S3 9,227.5 9,311.5 9,555.4
S4 9,007.0 9,091.0 9,494.7
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 11,330.0 10,993.5 9,902.3
R3 10,809.5 10,473.0 9,759.1
R2 10,289.0 10,289.0 9,711.4
R1 9,952.5 9,952.5 9,663.7 9,860.5
PP 9,768.5 9,768.5 9,768.5 9,722.5
S1 9,432.0 9,432.0 9,568.3 9,340.0
S2 9,248.0 9,248.0 9,520.6
S3 8,727.5 8,911.5 9,472.9
S4 8,207.0 8,391.0 9,329.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,105.0 9,584.5 520.5 5.4% 138.2 1.4% 6% False True 79
10 10,124.0 9,584.5 539.5 5.6% 123.1 1.3% 6% False True 83
20 10,124.0 9,158.5 965.5 10.0% 110.5 1.1% 47% False False 76
40 10,124.0 8,684.0 1,440.0 15.0% 106.2 1.1% 65% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.1
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 10,742.1
2.618 10,382.3
1.618 10,161.8
1.000 10,025.5
0.618 9,941.3
HIGH 9,805.0
0.618 9,720.8
0.500 9,694.8
0.382 9,668.7
LOW 9,584.5
0.618 9,448.2
1.000 9,364.0
1.618 9,227.7
2.618 9,007.2
4.250 8,647.4
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 9,694.8 9,746.3
PP 9,668.5 9,702.8
S1 9,642.3 9,659.4

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

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