DAX Index Future December 2020

Trading Metrics calculated at close of trading on 07-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	07-Sep-2020	Change	Change %	Previous Week
Open	13,001.0	12,900.0	-101.0	-0.8%	13,100.5
High	13,100.0	13,107.0	7.0	0.1%	13,435.0
Low	12,760.0	12,887.5	127.5	1.0%	12,760.0
Close	12,779.0	13,066.5	287.5	2.2%	12,779.0
Range	340.0	219.5	-120.5	-35.4%	675.0
ATR	251.1	256.6	5.5	2.2%	0.0
Volume	694	337	-357	-51.4%	1,972

Daily Pivots for day following 07-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,678.8	13,592.2	13,187.2
R3	13,459.3	13,372.7	13,126.9
R2	13,239.8	13,239.8	13,106.7
R1	13,153.2	13,153.2	13,086.6	13,196.5
PP	13,020.3	13,020.3	13,020.3	13,042.0
S1	12,933.7	12,933.7	13,046.4	12,977.0
S2	12,800.8	12,800.8	13,026.3
S3	12,581.3	12,714.2	13,006.1
S4	12,361.8	12,494.7	12,945.8

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	15,016.3	14,572.7	13,150.3
R3	14,341.3	13,897.7	12,964.6
R2	13,666.3	13,666.3	12,902.8
R1	13,222.7	13,222.7	12,840.9	13,107.0
PP	12,991.3	12,991.3	12,991.3	12,933.5
S1	12,547.7	12,547.7	12,717.1	12,432.0
S2	12,316.3	12,316.3	12,655.3
S3	11,641.3	11,872.7	12,593.4
S4	10,966.3	11,197.7	12,407.8

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	12,760.0	675.0	5.2%	332.5	2.5%	45%	False	False	447
10	13,435.0	12,760.0	675.0	5.2%	262.7	2.0%	45%	False	False	265
20	13,435.0	12,662.0	773.0	5.9%	216.5	1.7%	52%	False	False	170
40	13,435.0	12,207.0	1,228.0	9.4%	198.2	1.5%	70%	False	False	129
60	13,435.0	11,929.0	1,506.0	11.5%	205.6	1.6%	76%	False	False	110
80	13,435.0	10,882.5	2,552.5	19.5%	188.5	1.4%	86%	False	False	86
100	13,435.0	10,193.0	3,242.0	24.8%	162.8	1.2%	89%	False	False	76

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	43.3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	14,039.9
2.618	13,681.7
1.618	13,462.2
1.000	13,326.5
0.618	13,242.7
HIGH	13,107.0
0.618	13,023.2
0.500	12,997.3
0.382	12,971.3
LOW	12,887.5
0.618	12,751.8
1.000	12,668.0
1.618	12,532.3
2.618	12,312.8
4.250	11,954.6

Fisher Pivots for day following 07-Sep-2020
Pivot	1 day	3 day
R1	13,043.4	13,097.5
PP	13,020.3	13,087.2
S1	12,997.3	13,076.8

Download as Excel Spreadsheet

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

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