DAX Index Future March 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 9,817.5 9,789.0 -28.5 -0.3% 9,682.5
High 9,923.5 9,902.5 -21.0 -0.2% 9,841.5
Low 9,711.0 9,586.0 -125.0 -1.3% 9,251.5
Close 9,857.0 9,623.5 -233.5 -2.4% 9,792.5
Range 212.5 316.5 104.0 48.9% 590.0
ATR 294.4 296.0 1.6 0.5% 0.0
Volume 132,861 101,371 -31,490 -23.7% 521,624
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 10,653.5 10,455.0 9,797.6
R3 10,337.0 10,138.5 9,710.5
R2 10,020.5 10,020.5 9,681.5
R1 9,822.0 9,822.0 9,652.5 9,763.0
PP 9,704.0 9,704.0 9,704.0 9,674.5
S1 9,505.5 9,505.5 9,594.5 9,446.5
S2 9,387.5 9,387.5 9,565.5
S3 9,071.0 9,189.0 9,536.5
S4 8,754.5 8,872.5 9,449.4
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 11,398.5 11,185.5 10,117.0
R3 10,808.5 10,595.5 9,954.8
R2 10,218.5 10,218.5 9,900.7
R1 10,005.5 10,005.5 9,846.6 10,112.0
PP 9,628.5 9,628.5 9,628.5 9,681.8
S1 9,415.5 9,415.5 9,738.4 9,522.0
S2 9,038.5 9,038.5 9,684.3
S3 8,448.5 8,825.5 9,630.3
S4 7,858.5 8,235.5 9,468.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,923.5 9,563.0 360.5 3.7% 230.3 2.4% 17% False False 105,823
10 9,943.5 9,251.5 692.0 7.2% 274.3 2.8% 54% False False 121,806
20 10,886.0 9,251.5 1,634.5 17.0% 274.7 2.9% 23% False False 121,173
40 11,439.0 9,251.5 2,187.5 22.7% 265.0 2.8% 17% False False 79,435
60 11,439.0 9,251.5 2,187.5 22.7% 236.0 2.5% 17% False False 53,345
80 11,439.0 9,251.5 2,187.5 22.7% 220.9 2.3% 17% False False 40,294
100 11,439.0 9,251.5 2,187.5 22.7% 217.1 2.3% 17% False False 32,287
120 11,622.0 9,251.5 2,370.5 24.6% 210.6 2.2% 16% False False 26,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 69.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,247.6
2.618 10,731.1
1.618 10,414.6
1.000 10,219.0
0.618 10,098.1
HIGH 9,902.5
0.618 9,781.6
0.500 9,744.3
0.382 9,706.9
LOW 9,586.0
0.618 9,390.4
1.000 9,269.5
1.618 9,073.9
2.618 8,757.4
4.250 8,240.9
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 9,744.3 9,743.3
PP 9,704.0 9,703.3
S1 9,663.8 9,663.4

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

View Archives - Comment on this page... - Back to Index of Symbols