DAX Index Future December 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	13,002.5	13,350.0	347.5	2.7%	12,770.0
High	13,326.0	13,435.0	109.0	0.8%	13,215.0
Low	13,002.5	12,917.0	-85.5	-0.7%	12,770.0
Close	13,202.5	13,016.5	-186.0	-1.4%	13,006.0
Range	323.5	518.0	194.5	60.1%	445.0
ATR	223.2	244.3	21.1	9.4%	0.0
Volume	713	402	-311	-43.6%	487

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	14,676.8	14,364.7	13,301.4
R3	14,158.8	13,846.7	13,159.0
R2	13,640.8	13,640.8	13,111.5
R1	13,328.7	13,328.7	13,064.0	13,225.8
PP	13,122.8	13,122.8	13,122.8	13,071.4
S1	12,810.7	12,810.7	12,969.0	12,707.8
S2	12,604.8	12,604.8	12,921.5
S3	12,086.8	12,292.7	12,874.1
S4	11,568.8	11,774.7	12,731.6

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	13,435.0	12,838.5	596.5	4.6%	302.7	2.3%	30%	True	False	268
10	13,435.0	12,662.0	773.0	5.9%	261.8	2.0%	46%	True	False	188
20	13,435.0	12,542.0	893.0	6.9%	200.9	1.5%	53%	True	False	120
40	13,435.0	12,207.0	1,228.0	9.4%	195.5	1.5%	66%	True	False	108
60	13,435.0	11,610.0	1,825.0	14.0%	207.6	1.6%	77%	True	False	93
80	13,435.0	10,419.0	3,016.0	23.2%	185.7	1.4%	86%	True	False	76
100	13,435.0	10,193.0	3,242.0	24.9%	159.7	1.2%	87%	True	False	67

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.1
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	15,636.5
2.618	14,791.1
1.618	14,273.1
1.000	13,953.0
0.618	13,755.1
HIGH	13,435.0
0.618	13,237.1
0.500	13,176.0
0.382	13,114.9
LOW	12,917.0
0.618	12,596.9
1.000	12,399.0
1.618	12,078.9
2.618	11,560.9
4.250	10,715.5

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	13,176.0	13,136.8
PP	13,122.8	13,096.7
S1	13,069.7	13,056.6

Download as Excel Spreadsheet

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

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