DAX Index Future December 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	12,641.0	12,549.5	-91.5	-0.7%	13,134.5
High	12,692.5	12,866.5	174.0	1.4%	13,136.5
Low	12,316.0	12,543.0	227.0	1.8%	12,316.0
Close	12,421.5	12,849.0	427.5	3.4%	12,421.5
Range	376.5	323.5	-53.0	-14.1%	820.5
ATR	265.6	278.5	12.8	4.8%	0.0
Volume	98,784	74,379	-24,405	-24.7%	484,523

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,723.3	13,609.7	13,026.9
R3	13,399.8	13,286.2	12,938.0
R2	13,076.3	13,076.3	12,908.3
R1	12,962.7	12,962.7	12,878.7	13,019.5
PP	12,752.8	12,752.8	12,752.8	12,781.3
S1	12,639.2	12,639.2	12,819.3	12,696.0
S2	12,429.3	12,429.3	12,789.7
S3	12,105.8	12,315.7	12,760.0
S4	11,782.3	11,992.2	12,671.1

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	12,866.5	12,316.0	550.5	4.3%	277.0	2.2%	97%	True	False	86,219
10	13,261.0	12,316.0	945.0	7.4%	270.2	2.1%	56%	False	False	75,447
20	13,435.0	12,316.0	1,119.0	8.7%	278.7	2.2%	48%	False	False	38,942
40	13,435.0	12,316.0	1,119.0	8.7%	225.0	1.8%	48%	False	False	19,506
60	13,435.0	12,207.0	1,228.0	9.6%	212.4	1.7%	52%	False	False	13,036
80	13,435.0	11,610.0	1,825.0	14.2%	219.8	1.7%	68%	False	False	9,791
100	13,435.0	10,193.0	3,242.0	25.2%	194.2	1.5%	82%	False	False	7,838
120	13,435.0	10,193.0	3,242.0	25.2%	174.1	1.4%	82%	False	False	6,536

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	41.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,241.4
2.618	13,713.4
1.618	13,389.9
1.000	13,190.0
0.618	13,066.4
HIGH	12,866.5
0.618	12,742.9
0.500	12,704.8
0.382	12,666.6
LOW	12,543.0
0.618	12,343.1
1.000	12,219.5
1.618	12,019.6
2.618	11,696.1
4.250	11,168.1

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	12,800.9	12,763.1
PP	12,752.8	12,677.2
S1	12,704.8	12,591.3

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

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