DAX Index Future March 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 10,116.5 10,105.0 -11.5 -0.1% 9,738.5
High 10,146.5 10,182.0 35.5 0.3% 10,146.5
Low 10,054.0 10,067.0 13.0 0.1% 9,662.5
Close 10,104.5 10,138.0 33.5 0.3% 10,104.5
Range 92.5 115.0 22.5 24.3% 484.0
ATR 237.4 228.7 -8.7 -3.7% 0.0
Volume 115 592 477 414.8% 1,348
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 10,474.0 10,421.0 10,201.3
R3 10,359.0 10,306.0 10,169.6
R2 10,244.0 10,244.0 10,159.1
R1 10,191.0 10,191.0 10,148.5 10,217.5
PP 10,129.0 10,129.0 10,129.0 10,142.3
S1 10,076.0 10,076.0 10,127.5 10,102.5
S2 10,014.0 10,014.0 10,116.9
S3 9,899.0 9,961.0 10,106.4
S4 9,784.0 9,846.0 10,074.8
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 11,423.2 11,247.8 10,370.7
R3 10,939.2 10,763.8 10,237.6
R2 10,455.2 10,455.2 10,193.2
R1 10,279.8 10,279.8 10,148.9 10,367.5
PP 9,971.2 9,971.2 9,971.2 10,015.0
S1 9,795.8 9,795.8 10,060.1 9,883.5
S2 9,487.2 9,487.2 10,015.8
S3 9,003.2 9,311.8 9,971.4
S4 8,519.2 8,827.8 9,838.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,182.0 9,742.0 440.0 4.3% 159.6 1.6% 90% True False 335
10 10,182.0 9,329.5 852.5 8.4% 197.9 2.0% 95% True False 433
20 10,352.0 9,329.5 1,022.5 10.1% 218.5 2.2% 79% False False 358
40 10,954.0 9,329.5 1,624.5 16.0% 197.6 1.9% 50% False False 201
60 11,674.5 9,329.5 2,345.0 23.1% 165.5 1.6% 34% False False 139
80 11,810.0 9,329.5 2,480.5 24.5% 136.4 1.3% 33% False False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,670.8
2.618 10,483.1
1.618 10,368.1
1.000 10,297.0
0.618 10,253.1
HIGH 10,182.0
0.618 10,138.1
0.500 10,124.5
0.382 10,110.9
LOW 10,067.0
0.618 9,995.9
1.000 9,952.0
1.618 9,880.9
2.618 9,765.9
4.250 9,578.3
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 10,133.5 10,108.3
PP 10,129.0 10,078.7
S1 10,124.5 10,049.0

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

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