DAX Index Future December 2020

Trading Metrics calculated at close of trading on 05-Nov-2020

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	12,224.5	12,254.0	29.5	0.2%	12,565.0
High	12,356.0	12,582.0	226.0	1.8%	12,592.5
Low	11,772.5	12,245.5	473.0	4.0%	11,313.5
Close	12,305.0	12,559.0	254.0	2.1%	11,564.0
Range	583.5	336.5	-247.0	-42.3%	1,279.0
ATR	321.8	322.9	1.0	0.3%	0.0
Volume	108,105	73,629	-34,476	-31.9%	620,420

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,471.7	13,351.8	12,744.1
R3	13,135.2	13,015.3	12,651.5
R2	12,798.7	12,798.7	12,620.7
R1	12,678.8	12,678.8	12,589.8	12,738.8
PP	12,462.2	12,462.2	12,462.2	12,492.1
S1	12,342.3	12,342.3	12,528.2	12,402.3
S2	12,125.7	12,125.7	12,497.3
S3	11,789.2	12,005.8	12,466.5
S4	11,452.7	11,669.3	12,373.9

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	15,660.3	14,891.2	12,267.5
R3	14,381.3	13,612.2	11,915.7
R2	13,102.3	13,102.3	11,798.5
R1	12,333.2	12,333.2	11,681.2	12,078.3
PP	11,823.3	11,823.3	11,823.3	11,695.9
S1	11,054.2	11,054.2	11,446.8	10,799.3
S2	10,544.3	10,544.3	11,329.5
S3	9,265.3	9,775.2	11,212.3
S4	7,986.3	8,496.2	10,860.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,582.0	11,313.5	1,268.5	10.1%	389.6	3.1%	98%	True	False	93,587
10	12,708.5	11,313.5	1,395.0	11.1%	378.3	3.0%	89%	False	False	104,457
20	13,163.0	11,313.5	1,849.5	14.7%	300.3	2.4%	67%	False	False	91,953
40	13,320.0	11,313.5	2,006.5	16.0%	263.8	2.1%	62%	False	False	78,923
60	13,435.0	11,313.5	2,121.5	16.9%	253.6	2.0%	59%	False	False	52,720
80	13,435.0	11,313.5	2,121.5	16.9%	237.2	1.9%	59%	False	False	39,561
100	13,435.0	11,313.5	2,121.5	16.9%	232.8	1.9%	59%	False	False	31,664
120	13,435.0	10,882.5	2,552.5	20.3%	220.3	1.8%	66%	False	False	26,391

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	52.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,012.1
2.618	13,463.0
1.618	13,126.5
1.000	12,918.5
0.618	12,790.0
HIGH	12,582.0
0.618	12,453.5
0.500	12,413.8
0.382	12,374.0
LOW	12,245.5
0.618	12,037.5
1.000	11,909.0
1.618	11,701.0
2.618	11,364.5
4.250	10,815.4

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	12,510.6	12,431.8
PP	12,462.2	12,304.5
S1	12,413.8	12,177.3

Download as Excel Spreadsheet

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

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