DAX Index Future December 2020

Trading Metrics calculated at close of trading on 30-Oct-2020

Day Change Summary
	Previous	Current
	29-Oct-2020	30-Oct-2020	Change	Change %	Previous Week
Open	11,554.0	11,584.0	30.0	0.3%	12,565.0
High	11,696.0	11,632.5	-63.5	-0.5%	12,592.5
Low	11,442.0	11,313.5	-128.5	-1.1%	11,313.5
Close	11,567.0	11,564.0	-3.0	0.0%	11,564.0
Range	254.0	319.0	65.0	25.6%	1,279.0
ATR	287.8	290.0	2.2	0.8%	0.0
Volume	126,242	116,080	-10,162	-8.0%	620,420

Daily Pivots for day following 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,460.3	12,331.2	11,739.5
R3	12,141.3	12,012.2	11,651.7
R2	11,822.3	11,822.3	11,622.5
R1	11,693.2	11,693.2	11,593.2	11,598.3
PP	11,503.3	11,503.3	11,503.3	11,455.9
S1	11,374.2	11,374.2	11,534.8	11,279.3
S2	11,184.3	11,184.3	11,505.5
S3	10,865.3	11,055.2	11,476.3
S4	10,546.3	10,736.2	11,388.6

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	15,660.3	14,891.2	12,267.5
R3	14,381.3	13,612.2	11,915.7
R2	13,102.3	13,102.3	11,798.5
R1	12,333.2	12,333.2	11,681.2	12,078.3
PP	11,823.3	11,823.3	11,823.3	11,695.9
S1	11,054.2	11,054.2	11,446.8	10,799.3
S2	10,544.3	10,544.3	11,329.5
S3	9,265.3	9,775.2	11,212.3
S4	7,986.3	8,496.2	10,860.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,592.5	11,313.5	1,279.0	11.1%	387.7	3.4%	20%	False	True	124,084
10	13,018.0	11,313.5	1,704.5	14.7%	314.6	2.7%	15%	False	True	102,750
20	13,163.0	11,313.5	1,849.5	16.0%	253.2	2.2%	14%	False	True	87,191
40	13,320.0	11,313.5	2,006.5	17.4%	250.5	2.2%	12%	False	True	70,212
60	13,435.0	11,313.5	2,121.5	18.3%	237.4	2.1%	12%	False	True	46,859
80	13,435.0	11,313.5	2,121.5	18.3%	223.9	1.9%	12%	False	True	35,168
100	13,435.0	11,313.5	2,121.5	18.3%	225.7	2.0%	12%	False	True	28,148
120	13,435.0	10,700.0	2,735.0	23.7%	210.2	1.8%	32%	False	False	23,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	67.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,988.3
2.618	12,467.6
1.618	12,148.6
1.000	11,951.5
0.618	11,829.6
HIGH	11,632.5
0.618	11,510.6
0.500	11,473.0
0.382	11,435.4
LOW	11,313.5
0.618	11,116.4
1.000	10,994.5
1.618	10,797.4
2.618	10,478.4
4.250	9,957.8

Fisher Pivots for day following 30-Oct-2020
Pivot	1 day	3 day
R1	11,533.7	11,633.3
PP	11,503.3	11,610.2
S1	11,473.0	11,587.1

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

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