DAX Index Future December 2020

Trading Metrics calculated at close of trading on 25-Sep-2020

Day Change Summary
	Previous	Current
	24-Sep-2020	25-Sep-2020	Change	Change %	Previous Week
Open	12,497.0	12,641.0	144.0	1.2%	13,134.5
High	12,675.0	12,692.5	17.5	0.1%	13,136.5
Low	12,435.5	12,316.0	-119.5	-1.0%	12,316.0
Close	12,583.0	12,421.5	-161.5	-1.3%	12,421.5
Range	239.5	376.5	137.0	57.2%	820.5
ATR	257.1	265.6	8.5	3.3%	0.0
Volume	93,946	98,784	4,838	5.1%	484,523

Daily Pivots for day following 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,606.2	13,390.3	12,628.6
R3	13,229.7	13,013.8	12,525.0
R2	12,853.2	12,853.2	12,490.5
R1	12,637.3	12,637.3	12,456.0	12,557.0
PP	12,476.7	12,476.7	12,476.7	12,436.5
S1	12,260.8	12,260.8	12,387.0	12,180.5
S2	12,100.2	12,100.2	12,352.5
S3	11,723.7	11,884.3	12,318.0
S4	11,347.2	11,507.8	12,214.4

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	15,086.2	14,574.3	12,872.8
R3	14,265.7	13,753.8	12,647.1
R2	13,445.2	13,445.2	12,571.9
R1	12,933.3	12,933.3	12,496.7	12,779.0
PP	12,624.7	12,624.7	12,624.7	12,547.5
S1	12,112.8	12,112.8	12,346.3	11,958.5
S2	11,804.2	11,804.2	12,271.1
S3	10,983.7	11,292.3	12,195.9
S4	10,163.2	10,471.8	11,970.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,136.5	12,316.0	820.5	6.6%	343.9	2.8%	13%	False	True	96,904
10	13,320.0	12,316.0	1,004.0	8.1%	257.5	2.1%	11%	False	True	69,634
20	13,435.0	12,316.0	1,119.0	9.0%	273.1	2.2%	9%	False	True	35,227
40	13,435.0	12,316.0	1,119.0	9.0%	225.5	1.8%	9%	False	True	17,652
60	13,435.0	12,207.0	1,228.0	9.9%	210.0	1.7%	17%	False	False	11,797
80	13,435.0	11,610.0	1,825.0	14.7%	217.0	1.7%	44%	False	False	8,862
100	13,435.0	10,193.0	3,242.0	26.1%	191.6	1.5%	69%	False	False	7,094
120	13,435.0	10,180.0	3,255.0	26.2%	172.7	1.4%	69%	False	False	5,917

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	47.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14,292.6
2.618	13,678.2
1.618	13,301.7
1.000	13,069.0
0.618	12,925.2
HIGH	12,692.5
0.618	12,548.7
0.500	12,504.3
0.382	12,459.8
LOW	12,316.0
0.618	12,083.3
1.000	11,939.5
1.618	11,706.8
2.618	11,330.3
4.250	10,715.9

Fisher Pivots for day following 25-Sep-2020
Pivot	1 day	3 day
R1	12,504.3	12,562.8
PP	12,476.7	12,515.7
S1	12,449.1	12,468.6

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

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