DAX Index Future September 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 9,895.5 9,950.0 54.5 0.6% 9,794.0
High 9,945.0 10,040.0 95.0 1.0% 9,870.0
Low 9,838.0 9,790.0 -48.0 -0.5% 9,420.0
Close 9,854.0 10,029.5 175.5 1.8% 9,644.0
Range 107.0 250.0 143.0 133.6% 450.0
ATR
Volume 32 44 12 37.5% 61
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 10,703.2 10,616.3 10,167.0
R3 10,453.2 10,366.3 10,098.3
R2 10,203.2 10,203.2 10,075.3
R1 10,116.3 10,116.3 10,052.4 10,159.8
PP 9,953.2 9,953.2 9,953.2 9,974.9
S1 9,866.3 9,866.3 10,006.6 9,909.8
S2 9,703.2 9,703.2 9,983.7
S3 9,453.2 9,616.3 9,960.8
S4 9,203.2 9,366.3 9,892.0
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 10,994.7 10,769.3 9,891.5
R3 10,544.7 10,319.3 9,767.8
R2 10,094.7 10,094.7 9,726.5
R1 9,869.3 9,869.3 9,685.3 9,757.0
PP 9,644.7 9,644.7 9,644.7 9,588.5
S1 9,419.3 9,419.3 9,602.8 9,307.0
S2 9,194.7 9,194.7 9,561.5
S3 8,744.7 8,969.3 9,520.3
S4 8,294.7 8,519.3 9,396.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,040.0 9,650.0 390.0 3.9% 169.0 1.7% 97% True False 24
10 10,040.0 9,420.0 620.0 6.2% 144.5 1.4% 98% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,102.5
2.618 10,694.5
1.618 10,444.5
1.000 10,290.0
0.618 10,194.5
HIGH 10,040.0
0.618 9,944.5
0.500 9,915.0
0.382 9,885.5
LOW 9,790.0
0.618 9,635.5
1.000 9,540.0
1.618 9,385.5
2.618 9,135.5
4.250 8,727.5
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 9,991.3 9,991.3
PP 9,953.2 9,953.2
S1 9,915.0 9,915.0

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

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