DAX Index Future December 2020

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	13,147.5	13,174.0	26.5	0.2%	12,900.0
High	13,242.5	13,261.0	18.5	0.1%	13,288.0
Low	13,116.0	13,152.5	36.5	0.3%	12,843.5
Close	13,206.0	13,217.5	11.5	0.1%	13,196.0
Range	126.5	108.5	-18.0	-14.2%	444.5
ATR	241.3	231.8	-9.5	-3.9%	0.0
Volume	40,147	28,835	-11,312	-28.2%	6,237

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,535.8	13,485.2	13,277.2
R3	13,427.3	13,376.7	13,247.3
R2	13,318.8	13,318.8	13,237.4
R1	13,268.2	13,268.2	13,227.4	13,293.5
PP	13,210.3	13,210.3	13,210.3	13,223.0
S1	13,159.7	13,159.7	13,207.6	13,185.0
S2	13,101.8	13,101.8	13,197.6
S3	12,993.3	13,051.2	13,187.7
S4	12,884.8	12,942.7	13,157.8

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	14,442.7	14,263.8	13,440.5
R3	13,998.2	13,819.3	13,318.2
R2	13,553.7	13,553.7	13,277.5
R1	13,374.8	13,374.8	13,236.7	13,464.3
PP	13,109.2	13,109.2	13,109.2	13,153.9
S1	12,930.3	12,930.3	13,155.3	13,019.8
S2	12,664.7	12,664.7	13,114.5
S3	12,220.2	12,485.8	13,073.8
S4	11,775.7	12,041.3	12,951.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,320.0	13,081.0	239.0	1.8%	154.8	1.2%	57%	False	False	17,988
10	13,435.0	12,760.0	675.0	5.1%	252.2	1.9%	68%	False	False	9,256
20	13,435.0	12,662.0	773.0	5.8%	235.6	1.8%	72%	False	False	4,707
40	13,435.0	12,207.0	1,228.0	9.3%	209.9	1.6%	82%	False	False	2,392
60	13,435.0	11,929.0	1,506.0	11.4%	202.7	1.5%	86%	False	False	1,620
80	13,435.0	11,570.0	1,865.0	14.1%	203.6	1.5%	88%	False	False	1,225
100	13,435.0	10,193.0	3,242.0	24.5%	174.9	1.3%	93%	False	False	984
120	13,435.0	9,411.0	4,024.0	30.4%	167.5	1.3%	95%	False	False	829

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43.8
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	13,722.1
2.618	13,545.1
1.618	13,436.6
1.000	13,369.5
0.618	13,328.1
HIGH	13,261.0
0.618	13,219.6
0.500	13,206.8
0.382	13,193.9
LOW	13,152.5
0.618	13,085.4
1.000	13,044.0
1.618	12,976.9
2.618	12,868.4
4.250	12,691.4

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	13,213.9	13,218.0
PP	13,210.3	13,217.8
S1	13,206.8	13,217.7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols