DAX Index Future December 2020

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	13,166.5	13,140.5	-26.0	-0.2%	12,597.5
High	13,275.0	13,162.0	-113.0	-0.9%	13,290.5
Low	13,066.0	13,041.5	-24.5	-0.2%	12,597.5
Close	13,158.0	13,124.0	-34.0	-0.3%	13,092.5
Range	209.0	120.5	-88.5	-42.3%	693.0
ATR	318.2	304.1	-14.1	-4.4%	0.0
Volume	74,080	56,793	-17,287	-23.3%	448,323

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,470.7	13,417.8	13,190.3
R3	13,350.2	13,297.3	13,157.1
R2	13,229.7	13,229.7	13,146.1
R1	13,176.8	13,176.8	13,135.0	13,143.0
PP	13,109.2	13,109.2	13,109.2	13,092.3
S1	13,056.3	13,056.3	13,113.0	13,022.5
S2	12,988.7	12,988.7	13,101.9
S3	12,868.2	12,935.8	13,090.9
S4	12,747.7	12,815.3	13,057.7

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	13,275.0	12,921.0	354.0	2.7%	196.8	1.5%	57%	False	False	67,229
10	13,290.5	11,772.5	1,518.0	11.6%	319.2	2.4%	89%	False	False	83,303
20	13,290.5	11,313.5	1,977.0	15.1%	330.1	2.5%	92%	False	False	94,242
40	13,290.5	11,313.5	1,977.0	15.1%	275.8	2.1%	92%	False	False	84,592
60	13,435.0	11,313.5	2,121.5	16.2%	269.3	2.1%	85%	False	False	63,564
80	13,435.0	11,313.5	2,121.5	16.2%	250.8	1.9%	85%	False	False	47,694
100	13,435.0	11,313.5	2,121.5	16.2%	233.2	1.8%	85%	False	False	38,170
120	13,435.0	11,313.5	2,121.5	16.2%	234.4	1.8%	85%	False	False	31,817

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	58.5
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	13,674.1
2.618	13,477.5
1.618	13,357.0
1.000	13,282.5
0.618	13,236.5
HIGH	13,162.0
0.618	13,116.0
0.500	13,101.8
0.382	13,087.5
LOW	13,041.5
0.618	12,967.0
1.000	12,921.0
1.618	12,846.5
2.618	12,726.0
4.250	12,529.4

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	13,116.6	13,115.3
PP	13,109.2	13,106.7
S1	13,101.8	13,098.0

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

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