DAX Index Future December 2020

Trading Metrics calculated at close of trading on 29-Sep-2020

Day Change Summary
	Previous	Current
	28-Sep-2020	29-Sep-2020	Change	Change %	Previous Week
Open	12,549.5	12,883.0	333.5	2.7%	13,134.5
High	12,866.5	12,930.5	64.0	0.5%	13,136.5
Low	12,543.0	12,716.0	173.0	1.4%	12,316.0
Close	12,849.0	12,797.0	-52.0	-0.4%	12,421.5
Range	323.5	214.5	-109.0	-33.7%	820.5
ATR	278.5	273.9	-4.6	-1.6%	0.0
Volume	74,379	63,873	-10,506	-14.1%	484,523

Daily Pivots for day following 29-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,458.0	13,342.0	12,915.0
R3	13,243.5	13,127.5	12,856.0
R2	13,029.0	13,029.0	12,836.3
R1	12,913.0	12,913.0	12,816.7	12,863.8
PP	12,814.5	12,814.5	12,814.5	12,789.9
S1	12,698.5	12,698.5	12,777.3	12,649.3
S2	12,600.0	12,600.0	12,757.7
S3	12,385.5	12,484.0	12,738.0
S4	12,171.0	12,269.5	12,679.0

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	12,930.5	12,316.0	614.5	4.8%	291.4	2.3%	78%	True	False	82,574
10	13,261.0	12,316.0	945.0	7.4%	279.0	2.2%	51%	False	False	77,819
20	13,435.0	12,316.0	1,119.0	8.7%	276.3	2.2%	43%	False	False	42,132
40	13,435.0	12,316.0	1,119.0	8.7%	226.5	1.8%	43%	False	False	21,102
60	13,435.0	12,207.0	1,228.0	9.6%	214.3	1.7%	48%	False	False	14,100
80	13,435.0	11,610.0	1,825.0	14.3%	219.3	1.7%	65%	False	False	10,589
100	13,435.0	10,193.0	3,242.0	25.3%	196.3	1.5%	80%	False	False	8,476
120	13,435.0	10,193.0	3,242.0	25.3%	174.6	1.4%	80%	False	False	7,068

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	True
Stretch	42.6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,842.1
2.618	13,492.1
1.618	13,277.6
1.000	13,145.0
0.618	13,063.1
HIGH	12,930.5
0.618	12,848.6
0.500	12,823.3
0.382	12,797.9
LOW	12,716.0
0.618	12,583.4
1.000	12,501.5
1.618	12,368.9
2.618	12,154.4
4.250	11,804.4

Fisher Pivots for day following 29-Sep-2020
Pivot	1 day	3 day
R1	12,823.3	12,739.1
PP	12,814.5	12,681.2
S1	12,805.8	12,623.3

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

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