DAX Index Future September 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 11,928.5 11,985.0 56.5 0.5% 11,973.5
High 12,030.5 12,116.0 85.5 0.7% 12,240.0
Low 11,824.0 11,961.0 137.0 1.2% 11,824.0
Close 11,953.5 12,091.0 137.5 1.2% 12,091.0
Range 206.5 155.0 -51.5 -24.9% 416.0
ATR 157.7 158.0 0.3 0.2% 0.0
Volume 338 406 68 20.1% 2,070
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 12,521.0 12,461.0 12,176.3
R3 12,366.0 12,306.0 12,133.6
R2 12,211.0 12,211.0 12,119.4
R1 12,151.0 12,151.0 12,105.2 12,181.0
PP 12,056.0 12,056.0 12,056.0 12,071.0
S1 11,996.0 11,996.0 12,076.8 12,026.0
S2 11,901.0 11,901.0 12,062.6
S3 11,746.0 11,841.0 12,048.4
S4 11,591.0 11,686.0 12,005.8
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 13,299.7 13,111.3 12,319.8
R3 12,883.7 12,695.3 12,205.4
R2 12,467.7 12,467.7 12,167.3
R1 12,279.3 12,279.3 12,129.1 12,373.5
PP 12,051.7 12,051.7 12,051.7 12,098.8
S1 11,863.3 11,863.3 12,052.9 11,957.5
S2 11,635.7 11,635.7 12,014.7
S3 11,219.7 11,447.3 11,976.6
S4 10,803.7 11,031.3 11,862.2
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 11,824.0 416.0 3.4% 214.4 1.8% 64% False False 414
10 12,240.0 11,444.5 795.5 6.6% 176.4 1.5% 81% False False 276
20 12,240.0 11,110.0 1,130.0 9.3% 135.6 1.1% 87% False False 154
40 12,240.0 10,617.0 1,623.0 13.4% 107.8 0.9% 91% False False 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 30.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,774.8
2.618 12,521.8
1.618 12,366.8
1.000 12,271.0
0.618 12,211.8
HIGH 12,116.0
0.618 12,056.8
0.500 12,038.5
0.382 12,020.2
LOW 11,961.0
0.618 11,865.2
1.000 11,806.0
1.618 11,710.2
2.618 11,555.2
4.250 11,302.3
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 12,073.5 12,050.7
PP 12,056.0 12,010.3
S1 12,038.5 11,970.0

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

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