DAX Index Future December 2020

Trading Metrics calculated at close of trading on 09-Oct-2020

Day Change Summary
	Previous	Current
	08-Oct-2020	09-Oct-2020	Change	Change %	Previous Week
Open	12,933.0	13,087.5	154.5	1.2%	12,756.0
High	13,087.5	13,094.0	6.5	0.0%	13,094.0
Low	12,921.0	12,993.0	72.0	0.6%	12,709.5
Close	13,041.0	13,023.0	-18.0	-0.1%	13,023.0
Range	166.5	101.0	-65.5	-39.3%	384.5
ATR	241.5	231.4	-10.0	-4.2%	0.0
Volume	65,973	56,821	-9,152	-13.9%	313,455

Daily Pivots for day following 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,339.7	13,282.3	13,078.6
R3	13,238.7	13,181.3	13,050.8
R2	13,137.7	13,137.7	13,041.5
R1	13,080.3	13,080.3	13,032.3	13,058.5
PP	13,036.7	13,036.7	13,036.7	13,025.8
S1	12,979.3	12,979.3	13,013.7	12,957.5
S2	12,935.7	12,935.7	13,004.5
S3	12,834.7	12,878.3	12,995.2
S4	12,733.7	12,777.3	12,967.5

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	14,095.7	13,943.8	13,234.5
R3	13,711.2	13,559.3	13,128.7
R2	13,326.7	13,326.7	13,093.5
R1	13,174.8	13,174.8	13,058.2	13,250.8
PP	12,942.2	12,942.2	12,942.2	12,980.1
S1	12,790.3	12,790.3	12,987.8	12,866.3
S2	12,557.7	12,557.7	12,952.5
S3	12,173.2	12,405.8	12,917.3
S4	11,788.7	12,021.3	12,811.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,094.0	12,709.5	384.5	3.0%	157.5	1.2%	82%	True	False	62,691
10	13,094.0	12,521.0	573.0	4.4%	193.8	1.5%	88%	True	False	67,554
20	13,320.0	12,316.0	1,004.0	7.7%	225.6	1.7%	70%	False	False	68,594
40	13,435.0	12,316.0	1,119.0	8.6%	227.9	1.7%	63%	False	False	34,524
60	13,435.0	12,207.0	1,228.0	9.4%	216.8	1.7%	66%	False	False	23,044
80	13,435.0	11,929.0	1,506.0	11.6%	214.8	1.6%	73%	False	False	17,301
100	13,435.0	11,337.5	2,097.5	16.1%	203.8	1.6%	80%	False	False	13,847
120	13,435.0	10,193.0	3,242.0	24.9%	180.8	1.4%	87%	False	False	11,545

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	39.2
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	13,523.3
2.618	13,358.4
1.618	13,257.4
1.000	13,195.0
0.618	13,156.4
HIGH	13,094.0
0.618	13,055.4
0.500	13,043.5
0.382	13,031.6
LOW	12,993.0
0.618	12,930.6
1.000	12,892.0
1.618	12,829.6
2.618	12,728.6
4.250	12,563.8

Fisher Pivots for day following 09-Oct-2020
Pivot	1 day	3 day
R1	13,043.5	12,994.7
PP	13,036.7	12,966.3
S1	13,029.8	12,938.0

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

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