DAX Index Future December 2020

Trading Metrics calculated at close of trading on 16-Oct-2020

Day Change Summary
	Previous	Current
	15-Oct-2020	16-Oct-2020	Change	Change %	Previous Week
Open	12,983.5	12,745.5	-238.0	-1.8%	13,037.5
High	12,983.5	12,944.0	-39.5	-0.3%	13,163.0
Low	12,581.5	12,689.5	108.0	0.9%	12,581.5
Close	12,669.5	12,906.5	237.0	1.9%	12,906.5
Range	402.0	254.5	-147.5	-36.7%	581.5
ATR	232.3	235.3	3.0	1.3%	0.0
Volume	115,867	88,168	-27,699	-23.9%	402,877

Daily Pivots for day following 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,610.2	13,512.8	13,046.5
R3	13,355.7	13,258.3	12,976.5
R2	13,101.2	13,101.2	12,953.2
R1	13,003.8	13,003.8	12,929.8	13,052.5
PP	12,846.7	12,846.7	12,846.7	12,871.0
S1	12,749.3	12,749.3	12,883.2	12,798.0
S2	12,592.2	12,592.2	12,859.8
S3	12,337.7	12,494.8	12,836.5
S4	12,083.2	12,240.3	12,766.5

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	14,628.2	14,348.8	13,226.3
R3	14,046.7	13,767.3	13,066.4
R2	13,465.2	13,465.2	13,013.1
R1	13,185.8	13,185.8	12,959.8	13,034.8
PP	12,883.7	12,883.7	12,883.7	12,808.1
S1	12,604.3	12,604.3	12,853.2	12,453.3
S2	12,302.2	12,302.2	12,799.9
S3	11,720.7	12,022.8	12,746.6
S4	11,139.2	11,441.3	12,586.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,163.0	12,581.5	581.5	4.5%	226.0	1.8%	56%	False	False	80,575
10	13,163.0	12,581.5	581.5	4.5%	191.8	1.5%	56%	False	False	71,633
20	13,163.0	12,316.0	847.0	6.6%	239.4	1.9%	70%	False	False	78,147
40	13,435.0	12,316.0	1,119.0	8.7%	239.9	1.9%	53%	False	False	44,586
60	13,435.0	12,207.0	1,228.0	9.5%	220.9	1.7%	57%	False	False	29,751
80	13,435.0	11,962.0	1,473.0	11.4%	209.7	1.6%	64%	False	False	22,332
100	13,435.0	11,610.0	1,825.0	14.1%	213.4	1.7%	71%	False	False	17,875
120	13,435.0	10,193.0	3,242.0	25.1%	186.4	1.4%	84%	False	False	14,899

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,025.6
2.618	13,610.3
1.618	13,355.8
1.000	13,198.5
0.618	13,101.3
HIGH	12,944.0
0.618	12,846.8
0.500	12,816.8
0.382	12,786.7
LOW	12,689.5
0.618	12,532.2
1.000	12,435.0
1.618	12,277.7
2.618	12,023.2
4.250	11,607.9

Fisher Pivots for day following 16-Oct-2020
Pivot	1 day	3 day
R1	12,876.6	12,876.7
PP	12,846.7	12,846.8
S1	12,816.8	12,817.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols