DAX Index Future December 2020

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	12,990.5	13,120.0	129.5	1.0%	11,538.0
High	13,232.5	13,239.5	7.0	0.1%	12,586.0
Low	12,865.5	13,092.0	226.5	1.8%	11,497.0
Close	13,195.0	13,225.5	30.5	0.2%	12,470.0
Range	367.0	147.5	-219.5	-59.8%	1,089.0
ATR	353.2	338.5	-14.7	-4.2%	0.0
Volume	101,084	70,016	-31,068	-30.7%	423,964

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,628.2	13,574.3	13,306.6
R3	13,480.7	13,426.8	13,266.1
R2	13,333.2	13,333.2	13,252.5
R1	13,279.3	13,279.3	13,239.0	13,306.3
PP	13,185.7	13,185.7	13,185.7	13,199.1
S1	13,131.8	13,131.8	13,212.0	13,158.8
S2	13,038.2	13,038.2	13,198.5
S3	12,890.7	12,984.3	13,184.9
S4	12,743.2	12,836.8	13,144.4

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	13,290.5	12,245.5	1,045.0	7.9%	354.3	2.7%	94%	False	False	91,759
10	13,290.5	11,313.5	1,977.0	14.9%	363.7	2.7%	97%	False	False	97,934
20	13,290.5	11,313.5	1,977.0	14.9%	343.3	2.6%	97%	False	False	98,428
40	13,290.5	11,313.5	1,977.0	14.9%	285.5	2.2%	97%	False	False	86,351
60	13,435.0	11,313.5	2,121.5	16.0%	268.9	2.0%	90%	False	False	59,136
80	13,435.0	11,313.5	2,121.5	16.0%	247.7	1.9%	90%	False	False	44,371
100	13,435.0	11,313.5	2,121.5	16.0%	235.8	1.8%	90%	False	False	35,512
120	13,435.0	11,313.5	2,121.5	16.0%	230.9	1.7%	90%	False	False	29,600

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	57.9
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	13,866.4
2.618	13,625.7
1.618	13,478.2
1.000	13,387.0
0.618	13,330.7
HIGH	13,239.5
0.618	13,183.2
0.500	13,165.8
0.382	13,148.3
LOW	13,092.0
0.618	13,000.8
1.000	12,944.5
1.618	12,853.3
2.618	12,705.8
4.250	12,465.1

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	13,205.6	13,131.7
PP	13,185.7	13,037.8
S1	13,165.8	12,944.0

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

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