DAX Index Future September 2015


Trading Metrics calculated at close of trading on 19-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 19-Jan-2015 Change Change % Previous Week
Open 10,049.0 10,276.5 227.5 2.3% 9,825.0
High 10,226.5 10,291.0 64.5 0.6% 10,226.5
Low 10,030.0 10,222.5 192.5 1.9% 9,650.0
Close 10,215.5 10,256.0 40.5 0.4% 10,215.5
Range 196.5 68.5 -128.0 -65.1% 576.5
ATR 0.0 167.6 167.6 0.0
Volume 19 24 5 26.3% 121
Daily Pivots for day following 19-Jan-2015
Classic Woodie Camarilla DeMark
R4 10,462.0 10,427.5 10,293.7
R3 10,393.5 10,359.0 10,274.8
R2 10,325.0 10,325.0 10,268.6
R1 10,290.5 10,290.5 10,262.3 10,273.5
PP 10,256.5 10,256.5 10,256.5 10,248.0
S1 10,222.0 10,222.0 10,249.7 10,205.0
S2 10,188.0 10,188.0 10,243.4
S3 10,119.5 10,153.5 10,237.2
S4 10,051.0 10,085.0 10,218.3
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 11,760.2 11,564.3 10,532.6
R3 11,183.7 10,987.8 10,374.0
R2 10,607.2 10,607.2 10,321.2
R1 10,411.3 10,411.3 10,268.3 10,509.3
PP 10,030.7 10,030.7 10,030.7 10,079.6
S1 9,834.8 9,834.8 10,162.7 9,932.8
S2 9,454.2 9,454.2 10,109.8
S3 8,877.7 9,258.3 10,057.0
S4 8,301.2 8,681.8 9,898.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,291.0 9,790.0 501.0 4.9% 157.4 1.5% 93% True False 28
10 10,291.0 9,420.0 871.0 8.5% 135.5 1.3% 96% True False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19.2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,582.1
2.618 10,470.3
1.618 10,401.8
1.000 10,359.5
0.618 10,333.3
HIGH 10,291.0
0.618 10,264.8
0.500 10,256.8
0.382 10,248.7
LOW 10,222.5
0.618 10,180.2
1.000 10,154.0
1.618 10,111.7
2.618 10,043.2
4.250 9,931.4
Fisher Pivots for day following 19-Jan-2015
Pivot 1 day 3 day
R1 10,256.8 10,184.2
PP 10,256.5 10,112.3
S1 10,256.3 10,040.5

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

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