DAX Index Future December 2020

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	13,222.0	13,344.5	122.5	0.9%	13,166.5
High	13,329.0	13,370.5	41.5	0.3%	13,275.0
Low	13,183.0	13,226.0	43.0	0.3%	13,024.5
Close	13,286.0	13,299.0	13.0	0.1%	13,124.0
Range	146.0	144.5	-1.5	-1.0%	250.5
ATR	259.9	251.7	-8.2	-3.2%	0.0
Volume	61,762	57,823	-3,939	-6.4%	308,906

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,732.0	13,660.0	13,378.5
R3	13,587.5	13,515.5	13,338.7
R2	13,443.0	13,443.0	13,325.5
R1	13,371.0	13,371.0	13,312.2	13,334.8
PP	13,298.5	13,298.5	13,298.5	13,280.4
S1	13,226.5	13,226.5	13,285.8	13,190.3
S2	13,154.0	13,154.0	13,272.5
S3	13,009.5	13,082.0	13,259.3
S4	12,865.0	12,937.5	13,219.5

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,892.7	13,758.8	13,261.8
R3	13,642.2	13,508.3	13,192.9
R2	13,391.7	13,391.7	13,169.9
R1	13,257.8	13,257.8	13,147.0	13,199.5
PP	13,141.2	13,141.2	13,141.2	13,112.0
S1	13,007.3	13,007.3	13,101.0	12,949.0
S2	12,890.7	12,890.7	13,078.1
S3	12,640.2	12,756.8	13,055.1
S4	12,389.7	12,506.3	12,986.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,370.5	13,024.5	346.0	2.6%	146.4	1.1%	79%	True	False	61,654
10	13,370.5	12,921.0	449.5	3.4%	171.0	1.3%	84%	True	False	63,336
20	13,370.5	11,313.5	2,057.0	15.5%	267.4	2.0%	97%	True	False	80,635
40	13,370.5	11,313.5	2,057.0	15.5%	255.8	1.9%	97%	True	False	81,582
60	13,435.0	11,313.5	2,121.5	16.0%	260.9	2.0%	94%	False	False	69,666
80	13,435.0	11,313.5	2,121.5	16.0%	242.3	1.8%	94%	False	False	52,275
100	13,435.0	11,313.5	2,121.5	16.0%	232.0	1.7%	94%	False	False	41,839
120	13,435.0	11,313.5	2,121.5	16.0%	232.7	1.7%	94%	False	False	34,877

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	44.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,984.6
2.618	13,748.8
1.618	13,604.3
1.000	13,515.0
0.618	13,459.8
HIGH	13,370.5
0.618	13,315.3
0.500	13,298.3
0.382	13,281.2
LOW	13,226.0
0.618	13,136.7
1.000	13,081.5
1.618	12,992.2
2.618	12,847.7
4.250	12,611.9

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	13,298.8	13,280.4
PP	13,298.5	13,261.8
S1	13,298.3	13,243.3

Download as Excel Spreadsheet

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

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