DAX Index Future December 2020

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	11,538.0	11,802.0	264.0	2.3%	12,565.0
High	11,830.0	12,178.0	348.0	2.9%	12,592.5
Low	11,497.0	11,802.0	305.0	2.7%	11,313.5
Close	11,764.5	12,071.0	306.5	2.6%	11,564.0
Range	333.0	376.0	43.0	12.9%	1,279.0
ATR	293.1	301.7	8.6	2.9%	0.0
Volume	84,497	85,627	1,130	1.3%	620,420

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,145.0	12,984.0	12,277.8
R3	12,769.0	12,608.0	12,174.4
R2	12,393.0	12,393.0	12,139.9
R1	12,232.0	12,232.0	12,105.5	12,312.5
PP	12,017.0	12,017.0	12,017.0	12,057.3
S1	11,856.0	11,856.0	12,036.5	11,936.5
S2	11,641.0	11,641.0	12,002.1
S3	11,265.0	11,480.0	11,967.6
S4	10,889.0	11,104.0	11,864.2

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	12,178.0	11,313.5	864.5	7.2%	358.2	3.0%	88%	True	False	114,570
10	12,806.5	11,313.5	1,493.0	12.4%	341.1	2.8%	51%	False	False	105,181
20	13,163.0	11,313.5	1,849.5	15.3%	270.9	2.2%	41%	False	False	89,281
40	13,320.0	11,313.5	2,006.5	16.6%	256.0	2.1%	38%	False	False	74,444
60	13,435.0	11,313.5	2,121.5	17.6%	243.8	2.0%	36%	False	False	49,693
80	13,435.0	11,313.5	2,121.5	17.6%	228.7	1.9%	36%	False	False	37,293
100	13,435.0	11,313.5	2,121.5	17.6%	226.5	1.9%	36%	False	False	29,848
120	13,435.0	10,882.5	2,552.5	21.1%	213.2	1.8%	47%	False	False	24,876

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	55.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,776.0
2.618	13,162.4
1.618	12,786.4
1.000	12,554.0
0.618	12,410.4
HIGH	12,178.0
0.618	12,034.4
0.500	11,990.0
0.382	11,945.6
LOW	11,802.0
0.618	11,569.6
1.000	11,426.0
1.618	11,193.6
2.618	10,817.6
4.250	10,204.0

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	12,044.0	11,962.6
PP	12,017.0	11,854.2
S1	11,990.0	11,745.8

Download as Excel Spreadsheet

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

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