DAX Index Future March 2024

Trading Metrics calculated at close of trading on 11-Dec-2023

Day Change Summary
	Previous	Current
	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	16,851.0	17,017.0	166.0	1.0%	16,612.0
High	17,000.0	17,029.0	29.0	0.2%	17,000.0
Low	16,828.0	16,936.0	108.0	0.6%	16,588.0
Close	16,963.0	17,018.0	55.0	0.3%	16,963.0
Range	172.0	93.0	-79.0	-45.9%	412.0
ATR	130.2	127.6	-2.7	-2.0%	0.0
Volume	9,152	26,883	17,731	193.7%	17,691

Daily Pivots for day following 11-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,273.3	17,238.7	17,069.2
R3	17,180.3	17,145.7	17,043.6
R2	17,087.3	17,087.3	17,035.1
R1	17,052.7	17,052.7	17,026.5	17,070.0
PP	16,994.3	16,994.3	16,994.3	17,003.0
S1	16,959.7	16,959.7	17,009.5	16,977.0
S2	16,901.3	16,901.3	17,001.0
S3	16,808.3	16,866.7	16,992.4
S4	16,715.3	16,773.7	16,966.9

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	18,086.3	17,936.7	17,189.6
R3	17,674.3	17,524.7	17,076.3
R2	17,262.3	17,262.3	17,038.5
R1	17,112.7	17,112.7	17,000.8	17,187.5
PP	16,850.3	16,850.3	16,850.3	16,887.8
S1	16,700.7	16,700.7	16,925.2	16,775.5
S2	16,438.3	16,438.3	16,887.5
S3	16,026.3	16,288.7	16,849.7
S4	15,614.3	15,876.7	16,736.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,029.0	16,593.0	436.0	2.6%	138.6	0.8%	97%	True	False	8,764
10	17,029.0	16,133.0	896.0	5.3%	126.7	0.7%	99%	True	False	4,555
20	17,029.0	15,477.0	1,552.0	9.1%	106.9	0.6%	99%	True	False	2,301
40	17,029.0	14,836.0	2,193.0	12.9%	105.7	0.6%	99%	True	False	1,162
60	17,029.0	14,836.0	2,193.0	12.9%	104.6	0.6%	99%	True	False	784
80	17,029.0	14,836.0	2,193.0	12.9%	85.0	0.5%	99%	True	False	589
100	17,029.0	14,836.0	2,193.0	12.9%	74.3	0.4%	99%	True	False	471
120	17,029.0	14,836.0	2,193.0	12.9%	61.9	0.4%	99%	True	False	393

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	15.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,424.3
2.618	17,272.5
1.618	17,179.5
1.000	17,122.0
0.618	17,086.5
HIGH	17,029.0
0.618	16,993.5
0.500	16,982.5
0.382	16,971.5
LOW	16,936.0
0.618	16,878.5
1.000	16,843.0
1.618	16,785.5
2.618	16,692.5
4.250	16,540.8

Fisher Pivots for day following 11-Dec-2023
Pivot	1 day	3 day
R1	17,006.2	16,981.8
PP	16,994.3	16,945.7
S1	16,982.5	16,909.5

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