DAX Index Future December 2020

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	13,220.0	13,002.0	-218.0	-1.6%	12,597.5
High	13,224.5	13,134.5	-90.0	-0.7%	13,290.5
Low	12,931.0	12,921.0	-10.0	-0.1%	12,597.5
Close	13,066.5	13,092.5	26.0	0.2%	13,092.5
Range	293.5	213.5	-80.0	-27.3%	693.0
ATR	335.3	326.6	-8.7	-2.6%	0.0
Volume	71,226	64,034	-7,192	-10.1%	448,323

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,689.8	13,604.7	13,209.9
R3	13,476.3	13,391.2	13,151.2
R2	13,262.8	13,262.8	13,131.6
R1	13,177.7	13,177.7	13,112.1	13,220.3
PP	13,049.3	13,049.3	13,049.3	13,070.6
S1	12,964.2	12,964.2	13,072.9	13,006.8
S2	12,835.8	12,835.8	13,053.4
S3	12,622.3	12,750.7	13,033.8
S4	12,408.8	12,537.2	12,975.1

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	15,072.5	14,775.5	13,473.7
R3	14,379.5	14,082.5	13,283.1
R2	13,686.5	13,686.5	13,219.6
R1	13,389.5	13,389.5	13,156.0	13,538.0
PP	12,993.5	12,993.5	12,993.5	13,067.8
S1	12,696.5	12,696.5	13,029.0	12,845.0
S2	12,300.5	12,300.5	12,965.5
S3	11,607.5	12,003.5	12,901.9
S4	10,914.5	11,310.5	12,711.4

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	12,597.5	693.0	5.3%	342.9	2.6%	71%	False	False	89,664
10	13,290.5	11,497.0	1,793.5	13.7%	357.1	2.7%	89%	False	False	87,228
20	13,290.5	11,313.5	1,977.0	15.1%	335.9	2.6%	90%	False	False	94,989
40	13,290.5	11,313.5	1,977.0	15.1%	287.6	2.2%	90%	False	False	86,568
60	13,435.0	11,313.5	2,121.5	16.2%	271.9	2.1%	84%	False	False	61,387
80	13,435.0	11,313.5	2,121.5	16.2%	249.7	1.9%	84%	False	False	46,060
100	13,435.0	11,313.5	2,121.5	16.2%	235.0	1.8%	84%	False	False	36,864
120	13,435.0	11,313.5	2,121.5	16.2%	233.8	1.8%	84%	False	False	30,727

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,041.9
2.618	13,693.4
1.618	13,479.9
1.000	13,348.0
0.618	13,266.4
HIGH	13,134.5
0.618	13,052.9
0.500	13,027.8
0.382	13,002.6
LOW	12,921.0
0.618	12,789.1
1.000	12,707.5
1.618	12,575.6
2.618	12,362.1
4.250	12,013.6

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	13,070.9	13,088.4
PP	13,049.3	13,084.3
S1	13,027.8	13,080.3

Download as Excel Spreadsheet

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

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