DAX Index Future December 2015


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 9,577.0 9,420.0 -157.0 -1.6% 9,885.0
High 9,678.5 9,539.0 -139.5 -1.4% 10,019.0
Low 9,434.0 9,301.0 -133.0 -1.4% 9,361.0
Close 9,490.5 9,466.5 -24.0 -0.3% 9,705.0
Range 244.5 238.0 -6.5 -2.7% 658.0
ATR 278.4 275.6 -2.9 -1.0% 0.0
Volume 146,904 127,717 -19,187 -13.1% 666,557
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 10,149.5 10,046.0 9,597.4
R3 9,911.5 9,808.0 9,532.0
R2 9,673.5 9,673.5 9,510.1
R1 9,570.0 9,570.0 9,488.3 9,621.8
PP 9,435.5 9,435.5 9,435.5 9,461.4
S1 9,332.0 9,332.0 9,444.7 9,383.8
S2 9,197.5 9,197.5 9,422.9
S3 8,959.5 9,094.0 9,401.1
S4 8,721.5 8,856.0 9,335.6
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 11,669.0 11,345.0 10,066.9
R3 11,011.0 10,687.0 9,886.0
R2 10,353.0 10,353.0 9,825.6
R1 10,029.0 10,029.0 9,765.3 9,862.0
PP 9,695.0 9,695.0 9,695.0 9,611.5
S1 9,371.0 9,371.0 9,644.7 9,204.0
S2 9,037.0 9,037.0 9,584.4
S3 8,379.0 8,713.0 9,524.1
S4 7,721.0 8,055.0 9,343.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,746.5 9,301.0 445.5 4.7% 248.7 2.6% 37% False True 135,331
10 10,338.0 9,301.0 1,037.0 11.0% 265.0 2.8% 16% False True 125,102
20 10,521.5 9,301.0 1,220.5 12.9% 241.7 2.6% 14% False True 73,950
40 11,670.5 9,301.0 2,369.5 25.0% 243.6 2.6% 7% False True 37,473
60 11,811.0 9,301.0 2,510.0 26.5% 220.8 2.3% 7% False True 25,097
80 11,811.0 9,301.0 2,510.0 26.5% 223.9 2.4% 7% False True 18,925
100 11,900.5 9,301.0 2,599.5 27.5% 212.9 2.2% 6% False True 15,154
120 12,421.0 9,301.0 3,120.0 33.0% 209.9 2.2% 5% False True 12,636
Crabel Price Patterns
NR True
NR4 False
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 65.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,550.5
2.618 10,162.1
1.618 9,924.1
1.000 9,777.0
0.618 9,686.1
HIGH 9,539.0
0.618 9,448.1
0.500 9,420.0
0.382 9,391.9
LOW 9,301.0
0.618 9,153.9
1.000 9,063.0
1.618 8,915.9
2.618 8,677.9
4.250 8,289.5
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 9,451.0 9,523.8
PP 9,435.5 9,504.7
S1 9,420.0 9,485.6

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

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