DAX Index Future December 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	15,795.0	16,026.0	231.0	1.5%	15,900.0
High	16,029.0	16,153.0	124.0	0.8%	16,153.0
Low	15,742.0	16,011.0	269.0	1.7%	15,724.0
Close	15,976.0	16,058.0	82.0	0.5%	16,058.0
Range	287.0	142.0	-145.0	-50.5%	429.0
ATR	157.8	159.1	1.4	0.9%	0.0
Volume	63,480	81,327	17,847	28.1%	233,492

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,500.0	16,421.0	16,136.1
R3	16,358.0	16,279.0	16,097.1
R2	16,216.0	16,216.0	16,084.0
R1	16,137.0	16,137.0	16,071.0	16,176.5
PP	16,074.0	16,074.0	16,074.0	16,093.8
S1	15,995.0	15,995.0	16,045.0	16,034.5
S2	15,932.0	15,932.0	16,032.0
S3	15,790.0	15,853.0	16,019.0
S4	15,648.0	15,711.0	15,979.9

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,265.3	17,090.7	16,294.0
R3	16,836.3	16,661.7	16,176.0
R2	16,407.3	16,407.3	16,136.7
R1	16,232.7	16,232.7	16,097.3	16,320.0
PP	15,978.3	15,978.3	15,978.3	16,022.0
S1	15,803.7	15,803.7	16,018.7	15,891.0
S2	15,549.3	15,549.3	15,979.4
S3	15,120.3	15,374.7	15,940.0
S4	14,691.3	14,945.7	15,822.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,153.0	15,724.0	429.0	2.7%	180.8	1.1%	78%	True	False	46,698
10	16,175.0	15,724.0	451.0	2.8%	164.5	1.0%	74%	False	False	24,530
20	16,200.0	15,692.0	508.0	3.2%	134.2	0.8%	72%	False	False	12,299
40	16,716.0	15,692.0	1,024.0	6.4%	106.7	0.7%	36%	False	False	6,160
60	16,716.0	15,692.0	1,024.0	6.4%	101.6	0.6%	36%	False	False	4,114
80	16,716.0	15,692.0	1,024.0	6.4%	85.7	0.5%	36%	False	False	3,087
100	16,716.0	15,692.0	1,024.0	6.4%	76.4	0.5%	36%	False	False	2,470
120	16,716.0	15,560.0	1,156.0	7.2%	65.5	0.4%	43%	False	False	2,058

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	29.0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	16,756.5
2.618	16,524.8
1.618	16,382.8
1.000	16,295.0
0.618	16,240.8
HIGH	16,153.0
0.618	16,098.8
0.500	16,082.0
0.382	16,065.2
LOW	16,011.0
0.618	15,923.2
1.000	15,869.0
1.618	15,781.2
2.618	15,639.2
4.250	15,407.5

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	16,082.0	16,018.2
PP	16,074.0	15,978.3
S1	16,066.0	15,938.5

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

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