DAX Index Future December 2020

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	12,254.0	12,502.0	248.0	2.0%	11,538.0
High	12,582.0	12,586.0	4.0	0.0%	12,586.0
Low	12,245.5	12,358.5	113.0	0.9%	11,497.0
Close	12,559.0	12,470.0	-89.0	-0.7%	12,470.0
Range	336.5	227.5	-109.0	-32.4%	1,089.0
ATR	322.9	316.1	-6.8	-2.1%	0.0
Volume	73,629	72,106	-1,523	-2.1%	423,964

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,154.0	13,039.5	12,595.1
R3	12,926.5	12,812.0	12,532.6
R2	12,699.0	12,699.0	12,511.7
R1	12,584.5	12,584.5	12,490.9	12,528.0
PP	12,471.5	12,471.5	12,471.5	12,443.3
S1	12,357.0	12,357.0	12,449.1	12,300.5
S2	12,244.0	12,244.0	12,428.3
S3	12,016.5	12,129.5	12,407.4
S4	11,789.0	11,902.0	12,344.9

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	15,451.3	15,049.7	13,069.0
R3	14,362.3	13,960.7	12,769.5
R2	13,273.3	13,273.3	12,669.7
R1	12,871.7	12,871.7	12,569.8	13,072.5
PP	12,184.3	12,184.3	12,184.3	12,284.8
S1	11,782.7	11,782.7	12,370.2	11,983.5
S2	11,095.3	11,095.3	12,270.4
S3	10,006.3	10,693.7	12,170.5
S4	8,917.3	9,604.7	11,871.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,586.0	11,497.0	1,089.0	8.7%	371.3	3.0%	89%	True	False	84,792
10	12,592.5	11,313.5	1,279.0	10.3%	379.5	3.0%	90%	False	False	104,438
20	13,163.0	11,313.5	1,849.5	14.8%	306.6	2.5%	63%	False	False	92,717
40	13,320.0	11,313.5	2,006.5	16.1%	266.1	2.1%	58%	False	False	80,655
60	13,435.0	11,313.5	2,121.5	17.0%	254.1	2.0%	55%	False	False	53,922
80	13,435.0	11,313.5	2,121.5	17.0%	239.3	1.9%	55%	False	False	40,462
100	13,435.0	11,313.5	2,121.5	17.0%	233.2	1.9%	55%	False	False	32,384
120	13,435.0	11,313.5	2,121.5	17.0%	220.9	1.8%	55%	False	False	26,992

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	55.3
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	13,552.9
2.618	13,181.6
1.618	12,954.1
1.000	12,813.5
0.618	12,726.6
HIGH	12,586.0
0.618	12,499.1
0.500	12,472.3
0.382	12,445.4
LOW	12,358.5
0.618	12,217.9
1.000	12,131.0
1.618	11,990.4
2.618	11,762.9
4.250	11,391.6

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	12,472.3	12,373.1
PP	12,471.5	12,276.2
S1	12,470.8	12,179.3

Download as Excel Spreadsheet

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

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