DAX Index Future March 2021

Trading Metrics calculated at close of trading on 01-Oct-2020

Day Change Summary
	Previous	Current
	30-Sep-2020	01-Oct-2020	Change	Change %	Previous Week
Open	12,800.0	12,806.0	6.0	0.0%	12,990.0
High	12,827.0	12,817.0	-10.0	-0.1%	13,011.5
Low	12,703.5	12,660.0	-43.5	-0.3%	12,335.0
Close	12,769.0	12,682.5	-86.5	-0.7%	12,412.0
Range	123.5	157.0	33.5	27.1%	676.5
ATR	185.4	183.4	-2.0	-1.1%	0.0
Volume	83	83	0	0.0%	369

Daily Pivots for day following 01-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,190.8	13,093.7	12,768.9
R3	13,033.8	12,936.7	12,725.7
R2	12,876.8	12,876.8	12,711.3
R1	12,779.7	12,779.7	12,696.9	12,749.8
PP	12,719.8	12,719.8	12,719.8	12,704.9
S1	12,622.7	12,622.7	12,668.1	12,592.8
S2	12,562.8	12,562.8	12,653.7
S3	12,405.8	12,465.7	12,639.3
S4	12,248.8	12,308.7	12,596.2

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	14,615.7	14,190.3	12,784.1
R3	13,939.2	13,513.8	12,598.0
R2	13,262.7	13,262.7	12,536.0
R1	12,837.3	12,837.3	12,474.0	12,711.8
PP	12,586.2	12,586.2	12,586.2	12,523.4
S1	12,160.8	12,160.8	12,350.0	12,035.3
S2	11,909.7	11,909.7	12,288.0
S3	11,233.2	11,484.3	12,226.0
S4	10,556.7	10,807.8	12,039.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,840.0	12,335.0	505.0	4.0%	133.2	1.1%	69%	False	False	83
10	13,210.0	12,335.0	875.0	6.9%	164.0	1.3%	40%	False	False	69
20	13,232.5	12,335.0	897.5	7.1%	104.4	0.8%	39%	False	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	23.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,484.3
2.618	13,228.0
1.618	13,071.0
1.000	12,974.0
0.618	12,914.0
HIGH	12,817.0
0.618	12,757.0
0.500	12,738.5
0.382	12,720.0
LOW	12,660.0
0.618	12,563.0
1.000	12,503.0
1.618	12,406.0
2.618	12,249.0
4.250	11,992.8

Fisher Pivots for day following 01-Oct-2020
Pivot	1 day	3 day
R1	12,738.5	12,745.0
PP	12,719.8	12,724.2
S1	12,701.2	12,703.3

Download as Excel Spreadsheet

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

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