DAX Index Future September 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 12,175.5 12,027.5 -148.0 -1.2% 11,555.0
High 12,214.5 12,027.5 -187.0 -1.5% 11,979.0
Low 11,955.5 11,846.5 -109.0 -0.9% 11,444.5
Close 12,011.0 11,945.5 -65.5 -0.5% 11,922.0
Range 259.0 181.0 -78.0 -30.1% 534.5
ATR 151.8 153.9 2.1 1.4% 0.0
Volume 217 897 680 313.4% 691
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 12,482.8 12,395.2 12,045.1
R3 12,301.8 12,214.2 11,995.3
R2 12,120.8 12,120.8 11,978.7
R1 12,033.2 12,033.2 11,962.1 11,986.5
PP 11,939.8 11,939.8 11,939.8 11,916.5
S1 11,852.2 11,852.2 11,928.9 11,805.5
S2 11,758.8 11,758.8 11,912.3
S3 11,577.8 11,671.2 11,895.7
S4 11,396.8 11,490.2 11,846.0
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 13,385.3 13,188.2 12,216.0
R3 12,850.8 12,653.7 12,069.0
R2 12,316.3 12,316.3 12,020.0
R1 12,119.2 12,119.2 11,971.0 12,217.8
PP 11,781.8 11,781.8 11,781.8 11,831.1
S1 11,584.7 11,584.7 11,873.0 11,683.3
S2 11,247.3 11,247.3 11,824.0
S3 10,712.8 11,050.2 11,775.0
S4 10,178.3 10,515.7 11,628.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,240.0 11,770.0 470.0 3.9% 193.4 1.6% 37% False False 293
10 12,240.0 11,435.0 805.0 6.7% 159.0 1.3% 63% False False 206
20 12,240.0 10,990.0 1,250.0 10.5% 126.8 1.1% 76% False False 119
40 12,240.0 10,288.0 1,952.0 16.3% 107.6 0.9% 85% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 18.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,796.8
2.618 12,501.4
1.618 12,320.4
1.000 12,208.5
0.618 12,139.4
HIGH 12,027.5
0.618 11,958.4
0.500 11,937.0
0.382 11,915.6
LOW 11,846.5
0.618 11,734.6
1.000 11,665.5
1.618 11,553.6
2.618 11,372.6
4.250 11,077.3
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 11,942.7 12,043.3
PP 11,939.8 12,010.7
S1 11,937.0 11,978.1

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

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