DAX Index Future December 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	12,690.5	12,805.0	114.5	0.9%	12,320.0
High	12,700.0	13,010.0	310.0	2.4%	12,770.0
Low	12,590.0	12,800.0	210.0	1.7%	12,320.0
Close	12,650.5	12,921.5	271.0	2.1%	12,629.5
Range	110.0	210.0	100.0	90.9%	450.0
ATR	216.1	226.4	10.2	4.7%	0.0
Volume	21	58	37	176.2%	433

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,540.5	13,441.0	13,037.0
R3	13,330.5	13,231.0	12,979.3
R2	13,120.5	13,120.5	12,960.0
R1	13,021.0	13,021.0	12,940.8	13,070.8
PP	12,910.5	12,910.5	12,910.5	12,935.4
S1	12,811.0	12,811.0	12,902.3	12,860.8
S2	12,700.5	12,700.5	12,883.0
S3	12,490.5	12,601.0	12,863.8
S4	12,280.5	12,391.0	12,806.0

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,923.2	13,726.3	12,877.0
R3	13,473.2	13,276.3	12,753.3
R2	13,023.2	13,023.2	12,712.0
R1	12,826.3	12,826.3	12,670.8	12,924.8
PP	12,573.2	12,573.2	12,573.2	12,622.4
S1	12,376.3	12,376.3	12,588.3	12,474.8
S2	12,123.2	12,123.2	12,547.0
S3	11,673.2	11,926.3	12,505.8
S4	11,223.2	11,476.3	12,382.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,010.0	12,537.5	472.5	3.7%	163.0	1.3%	81%	True	False	50
10	13,010.0	12,207.0	803.0	6.2%	224.0	1.7%	89%	True	False	88
20	13,272.5	12,207.0	1,065.5	8.2%	183.4	1.4%	67%	False	False	90
40	13,272.5	11,929.0	1,343.5	10.4%	200.4	1.6%	74%	False	False	79
60	13,272.5	10,882.5	2,390.0	18.5%	182.6	1.4%	85%	False	False	60
80	13,272.5	10,193.0	3,079.5	23.8%	152.0	1.2%	89%	False	False	53

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	34.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,902.5
2.618	13,559.8
1.618	13,349.8
1.000	13,220.0
0.618	13,139.8
HIGH	13,010.0
0.618	12,929.8
0.500	12,905.0
0.382	12,880.2
LOW	12,800.0
0.618	12,670.2
1.000	12,590.0
1.618	12,460.2
2.618	12,250.2
4.250	11,907.5

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	12,916.0	12,873.0
PP	12,910.5	12,824.5
S1	12,905.0	12,776.0

Download as Excel Spreadsheet

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

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