DAX Index Future March 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 9,811.0 9,806.0 -5.0 -0.1% 9,435.0
High 9,838.5 9,818.0 -20.5 -0.2% 9,586.0
Low 9,692.0 9,706.0 14.0 0.1% 9,120.5
Close 9,776.0 9,734.0 -42.0 -0.4% 9,525.5
Range 146.5 112.0 -34.5 -23.5% 465.5
ATR 258.4 247.9 -10.5 -4.0% 0.0
Volume 82,539 103,174 20,635 25.0% 559,338
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 10,088.7 10,023.3 9,795.6
R3 9,976.7 9,911.3 9,764.8
R2 9,864.7 9,864.7 9,754.5
R1 9,799.3 9,799.3 9,744.3 9,776.0
PP 9,752.7 9,752.7 9,752.7 9,741.0
S1 9,687.3 9,687.3 9,723.7 9,664.0
S2 9,640.7 9,640.7 9,713.5
S3 9,528.7 9,575.3 9,703.2
S4 9,416.7 9,463.3 9,672.4
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 10,807.2 10,631.8 9,781.5
R3 10,341.7 10,166.3 9,653.5
R2 9,876.2 9,876.2 9,610.8
R1 9,700.8 9,700.8 9,568.2 9,788.5
PP 9,410.7 9,410.7 9,410.7 9,454.5
S1 9,235.3 9,235.3 9,482.8 9,323.0
S2 8,945.2 8,945.2 9,440.2
S3 8,479.7 8,769.8 9,397.5
S4 8,014.2 8,304.3 9,269.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,838.5 9,326.0 512.5 5.3% 191.0 2.0% 80% False False 103,657
10 9,838.5 9,120.5 718.0 7.4% 191.1 2.0% 85% False False 104,451
20 9,838.5 8,690.5 1,148.0 11.8% 228.1 2.3% 91% False False 114,584
40 10,287.5 8,690.5 1,597.0 16.4% 252.4 2.6% 65% False False 121,187
60 11,329.0 8,690.5 2,638.5 27.1% 255.8 2.6% 40% False False 99,486
80 11,439.0 8,690.5 2,748.5 28.2% 236.9 2.4% 38% False False 75,052
100 11,439.0 8,690.5 2,748.5 28.2% 222.2 2.3% 38% False False 60,273
120 11,439.0 8,690.5 2,748.5 28.2% 221.2 2.3% 38% False False 50,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.2
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 10,294.0
2.618 10,111.2
1.618 9,999.2
1.000 9,930.0
0.618 9,887.2
HIGH 9,818.0
0.618 9,775.2
0.500 9,762.0
0.382 9,748.8
LOW 9,706.0
0.618 9,636.8
1.000 9,594.0
1.618 9,524.8
2.618 9,412.8
4.250 9,230.0
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 9,762.0 9,699.9
PP 9,752.7 9,665.8
S1 9,743.3 9,631.8

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

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