DAX Index Future December 2020

Trading Metrics calculated at close of trading on 02-Sep-2020

Day Change Summary
	Previous	Current
	01-Sep-2020	02-Sep-2020	Change	Change %	Previous Week
Open	12,925.5	13,002.5	77.0	0.6%	12,770.0
High	13,100.0	13,326.0	226.0	1.7%	13,215.0
Low	12,838.5	13,002.5	164.0	1.3%	12,770.0
Close	12,940.5	13,202.5	262.0	2.0%	13,006.0
Range	261.5	323.5	62.0	23.7%	445.0
ATR	210.7	223.2	12.5	5.9%	0.0
Volume	90	713	623	692.2%	487

Daily Pivots for day following 02-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	14,147.5	13,998.5	13,380.4
R3	13,824.0	13,675.0	13,291.5
R2	13,500.5	13,500.5	13,261.8
R1	13,351.5	13,351.5	13,232.2	13,426.0
PP	13,177.0	13,177.0	13,177.0	13,214.3
S1	13,028.0	13,028.0	13,172.8	13,102.5
S2	12,853.5	12,853.5	13,143.2
S3	12,530.0	12,704.5	13,113.5
S4	12,206.5	12,381.0	13,024.6

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	14,332.0	14,114.0	13,250.8
R3	13,887.0	13,669.0	13,128.4
R2	13,442.0	13,442.0	13,087.6
R1	13,224.0	13,224.0	13,046.8	13,333.0
PP	12,997.0	12,997.0	12,997.0	13,051.5
S1	12,779.0	12,779.0	12,965.2	12,888.0
S2	12,552.0	12,552.0	12,924.4
S3	12,107.0	12,334.0	12,883.6
S4	11,662.0	11,889.0	12,761.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,326.0	12,838.5	487.5	3.7%	232.9	1.8%	75%	True	False	207
10	13,326.0	12,662.0	664.0	5.0%	219.0	1.7%	81%	True	False	158
20	13,326.0	12,537.5	788.5	6.0%	186.7	1.4%	84%	True	False	103
40	13,326.0	12,207.0	1,119.0	8.5%	188.6	1.4%	89%	True	False	99
60	13,326.0	11,610.0	1,716.0	13.0%	204.5	1.5%	93%	True	False	87
80	13,326.0	10,193.0	3,133.0	23.7%	180.4	1.4%	96%	True	False	71
100	13,326.0	10,193.0	3,133.0	23.7%	156.5	1.2%	96%	True	False	63

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.6
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	14,700.9
2.618	14,172.9
1.618	13,849.4
1.000	13,649.5
0.618	13,525.9
HIGH	13,326.0
0.618	13,202.4
0.500	13,164.3
0.382	13,126.1
LOW	13,002.5
0.618	12,802.6
1.000	12,679.0
1.618	12,479.1
2.618	12,155.6
4.250	11,627.6

Fisher Pivots for day following 02-Sep-2020
Pivot	1 day	3 day
R1	13,189.8	13,162.4
PP	13,177.0	13,122.3
S1	13,164.3	13,082.3

Download as Excel Spreadsheet

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

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