DAX Index Future December 2020

Trading Metrics calculated at close of trading on 17-Jun-2020

Day Change Summary
	Previous	Current
	16-Jun-2020	17-Jun-2020	Change	Change %	Previous Week
Open	12,200.0	12,230.0	30.0	0.2%	12,751.5
High	12,365.5	12,384.0	18.5	0.1%	12,840.0
Low	12,164.5	12,230.0	65.5	0.5%	11,870.5
Close	12,281.5	12,332.0	50.5	0.4%	11,899.5
Range	201.0	154.0	-47.0	-23.4%	969.5
ATR	277.9	269.1	-8.9	-3.2%	0.0
Volume	99	63	-36	-36.4%	90

Daily Pivots for day following 17-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,777.3	12,708.7	12,416.7
R3	12,623.3	12,554.7	12,374.4
R2	12,469.3	12,469.3	12,360.2
R1	12,400.7	12,400.7	12,346.1	12,435.0
PP	12,315.3	12,315.3	12,315.3	12,332.5
S1	12,246.7	12,246.7	12,317.9	12,281.0
S2	12,161.3	12,161.3	12,303.8
S3	12,007.3	12,092.7	12,289.7
S4	11,853.3	11,938.7	12,247.3

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	15,111.8	14,475.2	12,432.7
R3	14,142.3	13,505.7	12,166.1
R2	13,172.8	13,172.8	12,077.2
R1	12,536.2	12,536.2	11,988.4	12,369.8
PP	12,203.3	12,203.3	12,203.3	12,120.1
S1	11,566.7	11,566.7	11,810.6	11,400.3
S2	11,233.8	11,233.8	11,721.8
S3	10,264.3	10,597.2	11,632.9
S4	9,294.8	9,627.7	11,366.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,384.0	11,610.0	774.0	6.3%	272.9	2.2%	93%	True	False	48
10	12,840.0	11,610.0	1,230.0	10.0%	215.5	1.7%	59%	False	False	32
20	12,840.0	10,882.5	1,957.5	15.9%	151.5	1.2%	74%	False	False	23
40	12,840.0	10,193.0	2,647.0	21.5%	107.4	0.9%	81%	False	False	29

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	17.3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,038.5
2.618	12,787.2
1.618	12,633.2
1.000	12,538.0
0.618	12,479.2
HIGH	12,384.0
0.618	12,325.2
0.500	12,307.0
0.382	12,288.8
LOW	12,230.0
0.618	12,134.8
1.000	12,076.0
1.618	11,980.8
2.618	11,826.8
4.250	11,575.5

Fisher Pivots for day following 17-Jun-2020
Pivot	1 day	3 day
R1	12,323.7	12,220.3
PP	12,315.3	12,108.7
S1	12,307.0	11,997.0

Download as Excel Spreadsheet

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

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