DAX Index Future March 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 9,429.5 9,612.0 182.5 1.9% 9,905.0
High 9,537.0 9,730.0 193.0 2.0% 10,030.0
Low 9,329.5 9,595.0 265.5 2.8% 9,379.0
Close 9,477.0 9,668.5 191.5 2.0% 9,715.5
Range 207.5 135.0 -72.5 -34.9% 651.0
ATR 240.6 241.5 0.9 0.4% 0.0
Volume 551 596 45 8.2% 1,560
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 10,069.5 10,004.0 9,742.8
R3 9,934.5 9,869.0 9,705.6
R2 9,799.5 9,799.5 9,693.3
R1 9,734.0 9,734.0 9,680.9 9,766.8
PP 9,664.5 9,664.5 9,664.5 9,680.9
S1 9,599.0 9,599.0 9,656.1 9,631.8
S2 9,529.5 9,529.5 9,643.8
S3 9,394.5 9,464.0 9,631.4
S4 9,259.5 9,329.0 9,594.3
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 11,661.2 11,339.3 10,073.6
R3 11,010.2 10,688.3 9,894.5
R2 10,359.2 10,359.2 9,834.9
R1 10,037.3 10,037.3 9,775.2 9,872.8
PP 9,708.2 9,708.2 9,708.2 9,625.9
S1 9,386.3 9,386.3 9,655.8 9,221.8
S2 9,057.2 9,057.2 9,596.2
S3 8,406.2 8,735.3 9,536.5
S4 7,755.2 8,084.3 9,357.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,752.5 9,329.5 423.0 4.4% 214.9 2.2% 80% False False 437
10 10,322.0 9,329.5 992.5 10.3% 243.9 2.5% 34% False False 358
20 10,534.5 9,329.5 1,205.0 12.5% 192.7 2.0% 28% False False 222
40 11,665.5 9,329.5 2,336.0 24.2% 184.0 1.9% 15% False False 126
60 11,810.0 9,329.5 2,480.5 25.7% 141.7 1.5% 14% False False 86
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 54.4
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 10,303.8
2.618 10,083.4
1.618 9,948.4
1.000 9,865.0
0.618 9,813.4
HIGH 9,730.0
0.618 9,678.4
0.500 9,662.5
0.382 9,646.6
LOW 9,595.0
0.618 9,511.6
1.000 9,460.0
1.618 9,376.6
2.618 9,241.6
4.250 9,021.3
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 9,666.5 9,622.3
PP 9,664.5 9,576.0
S1 9,662.5 9,529.8

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

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