DAX Index Future December 2020


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 13,134.5 12,642.0 -492.5 -3.7% 13,250.0
High 13,136.5 12,679.5 -457.0 -3.5% 13,320.0
Low 12,478.5 12,537.0 58.5 0.5% 13,014.0
Close 12,490.5 12,616.0 125.5 1.0% 13,142.5
Range 658.0 142.5 -515.5 -78.3% 306.0
ATR 260.1 255.0 -5.1 -2.0% 0.0
Volume 127,807 82,094 -45,713 -35.8% 211,819
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 13,038.3 12,969.7 12,694.4
R3 12,895.8 12,827.2 12,655.2
R2 12,753.3 12,753.3 12,642.1
R1 12,684.7 12,684.7 12,629.1 12,647.8
PP 12,610.8 12,610.8 12,610.8 12,592.4
S1 12,542.2 12,542.2 12,602.9 12,505.3
S2 12,468.3 12,468.3 12,589.9
S3 12,325.8 12,399.7 12,576.8
S4 12,183.3 12,257.2 12,537.6
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 14,076.8 13,915.7 13,310.8
R3 13,770.8 13,609.7 13,226.7
R2 13,464.8 13,464.8 13,198.6
R1 13,303.7 13,303.7 13,170.6 13,231.3
PP 13,158.8 13,158.8 13,158.8 13,122.6
S1 12,997.7 12,997.7 13,114.5 12,925.3
S2 12,852.8 12,852.8 13,086.4
S3 12,546.8 12,691.7 13,058.4
S4 12,240.8 12,385.7 12,974.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,261.0 12,478.5 782.5 6.2% 266.6 2.1% 18% False False 73,064
10 13,320.0 12,478.5 841.5 6.7% 239.7 1.9% 16% False False 42,712
20 13,435.0 12,478.5 956.5 7.6% 256.2 2.0% 14% False False 21,508
40 13,435.0 12,207.0 1,228.0 9.7% 225.7 1.8% 33% False False 10,796
60 13,435.0 12,085.0 1,350.0 10.7% 204.8 1.6% 39% False False 7,222
80 13,435.0 11,610.0 1,825.0 14.5% 213.8 1.7% 55% False False 5,430
100 13,435.0 10,193.0 3,242.0 25.7% 183.1 1.5% 75% False False 4,348
120 13,435.0 9,476.0 3,959.0 31.4% 170.1 1.3% 79% False False 3,629
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,285.1
2.618 13,052.6
1.618 12,910.1
1.000 12,822.0
0.618 12,767.6
HIGH 12,679.5
0.618 12,625.1
0.500 12,608.3
0.382 12,591.4
LOW 12,537.0
0.618 12,448.9
1.000 12,394.5
1.618 12,306.4
2.618 12,163.9
4.250 11,931.4
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 12,613.4 12,861.5
PP 12,610.8 12,779.7
S1 12,608.3 12,697.8

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

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