DAX Index Future December 2023

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	15,161.0	15,020.0	-141.0	-0.9%	15,287.0
High	15,197.0	15,073.0	-124.0	-0.8%	15,405.0
Low	15,036.0	14,867.0	-169.0	-1.1%	14,867.0
Close	15,134.0	14,903.0	-231.0	-1.5%	14,903.0
Range	161.0	206.0	45.0	28.0%	538.0
ATR	204.5	208.9	4.5	2.2%	0.0
Volume	69,171	75,416	6,245	9.0%	338,193

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,565.7	15,440.3	15,016.3
R3	15,359.7	15,234.3	14,959.7
R2	15,153.7	15,153.7	14,940.8
R1	15,028.3	15,028.3	14,921.9	14,988.0
PP	14,947.7	14,947.7	14,947.7	14,927.5
S1	14,822.3	14,822.3	14,884.1	14,782.0
S2	14,741.7	14,741.7	14,865.2
S3	14,535.7	14,616.3	14,846.4
S4	14,329.7	14,410.3	14,789.7

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,672.3	16,325.7	15,198.9
R3	16,134.3	15,787.7	15,051.0
R2	15,596.3	15,596.3	15,001.6
R1	15,249.7	15,249.7	14,952.3	15,154.0
PP	15,058.3	15,058.3	15,058.3	15,010.5
S1	14,711.7	14,711.7	14,853.7	14,616.0
S2	14,520.3	14,520.3	14,804.4
S3	13,982.3	14,173.7	14,755.1
S4	13,444.3	13,635.7	14,607.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,405.0	14,867.0	538.0	3.6%	197.8	1.3%	7%	False	True	67,638
10	15,684.0	14,867.0	817.0	5.5%	203.3	1.4%	4%	False	True	68,202
20	15,715.0	14,867.0	848.0	5.7%	213.1	1.4%	4%	False	True	68,350
40	16,200.0	14,867.0	1,333.0	8.9%	181.0	1.2%	3%	False	True	47,886
60	16,716.0	14,867.0	1,849.0	12.4%	148.8	1.0%	2%	False	True	31,934
80	16,716.0	14,867.0	1,849.0	12.4%	134.0	0.9%	2%	False	True	23,955
100	16,716.0	14,867.0	1,849.0	12.4%	118.0	0.8%	2%	False	True	19,166
120	16,716.0	14,867.0	1,849.0	12.4%	104.5	0.7%	2%	False	True	15,972

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	53.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,948.5
2.618	15,612.3
1.618	15,406.3
1.000	15,279.0
0.618	15,200.3
HIGH	15,073.0
0.618	14,994.3
0.500	14,970.0
0.382	14,945.7
LOW	14,867.0
0.618	14,739.7
1.000	14,661.0
1.618	14,533.7
2.618	14,327.7
4.250	13,991.5

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	14,970.0	15,128.5
PP	14,947.7	15,053.3
S1	14,925.3	14,978.2

Download as Excel Spreadsheet

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

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