DAX Index Future December 2020

Trading Metrics calculated at close of trading on 04-Nov-2020

Day Change Summary
	Previous	Current
	03-Nov-2020	04-Nov-2020	Change	Change %	Previous Week
Open	11,802.0	12,224.5	422.5	3.6%	12,565.0
High	12,178.0	12,356.0	178.0	1.5%	12,592.5
Low	11,802.0	11,772.5	-29.5	-0.2%	11,313.5
Close	12,071.0	12,305.0	234.0	1.9%	11,564.0
Range	376.0	583.5	207.5	55.2%	1,279.0
ATR	301.7	321.8	20.1	6.7%	0.0
Volume	85,627	108,105	22,478	26.3%	620,420

Daily Pivots for day following 04-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,895.0	13,683.5	12,625.9
R3	13,311.5	13,100.0	12,465.5
R2	12,728.0	12,728.0	12,412.0
R1	12,516.5	12,516.5	12,358.5	12,622.3
PP	12,144.5	12,144.5	12,144.5	12,197.4
S1	11,933.0	11,933.0	12,251.5	12,038.8
S2	11,561.0	11,561.0	12,198.0
S3	10,977.5	11,349.5	12,144.5
S4	10,394.0	10,766.0	11,984.1

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	12,356.0	11,313.5	1,042.5	8.5%	373.1	3.0%	95%	True	False	104,110
10	12,708.5	11,313.5	1,395.0	11.3%	370.9	3.0%	71%	False	False	106,471
20	13,163.0	11,313.5	1,849.5	15.0%	291.8	2.4%	54%	False	False	91,570
40	13,320.0	11,313.5	2,006.5	16.3%	260.6	2.1%	49%	False	False	77,130
60	13,435.0	11,313.5	2,121.5	17.2%	249.4	2.0%	47%	False	False	51,494
80	13,435.0	11,313.5	2,121.5	17.2%	234.0	1.9%	47%	False	False	38,642
100	13,435.0	11,313.5	2,121.5	17.2%	230.8	1.9%	47%	False	False	30,928
120	13,435.0	10,882.5	2,552.5	20.7%	217.5	1.8%	56%	False	False	25,777

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	63.3
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	14,835.9
2.618	13,883.6
1.618	13,300.1
1.000	12,939.5
0.618	12,716.6
HIGH	12,356.0
0.618	12,133.1
0.500	12,064.3
0.382	11,995.4
LOW	11,772.5
0.618	11,411.9
1.000	11,189.0
1.618	10,828.4
2.618	10,244.9
4.250	9,292.6

Fisher Pivots for day following 04-Nov-2020
Pivot	1 day	3 day
R1	12,224.8	12,178.8
PP	12,144.5	12,052.7
S1	12,064.3	11,926.5

Download as Excel Spreadsheet

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

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