DAX Index Future March 2021

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	12,160.0	11,884.0	-276.0	-2.3%	12,990.0
High	12,250.0	11,884.0	-366.0	-3.0%	12,990.0
Low	11,980.0	11,463.0	-517.0	-4.3%	12,340.0
Close	12,053.0	11,505.5	-547.5	-4.5%	12,603.0
Range	270.0	421.0	151.0	55.9%	650.0
ATR	213.5	240.4	26.9	12.6%	0.0
Volume	131	200	69	52.7%	322

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,880.5	12,614.0	11,737.1
R3	12,459.5	12,193.0	11,621.3
R2	12,038.5	12,038.5	11,582.7
R1	11,772.0	11,772.0	11,544.1	11,694.8
PP	11,617.5	11,617.5	11,617.5	11,578.9
S1	11,351.0	11,351.0	11,466.9	11,273.8
S2	11,196.5	11,196.5	11,428.3
S3	10,775.5	10,930.0	11,389.7
S4	10,354.5	10,509.0	11,274.0

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	14,594.3	14,248.7	12,960.5
R3	13,944.3	13,598.7	12,781.8
R2	13,294.3	13,294.3	12,722.2
R1	12,948.7	12,948.7	12,662.6	12,796.5
PP	12,644.3	12,644.3	12,644.3	12,568.3
S1	12,298.7	12,298.7	12,543.4	12,146.5
S2	11,994.3	11,994.3	12,483.8
S3	11,344.3	11,648.7	12,424.3
S4	10,694.3	10,998.7	12,245.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,690.0	11,463.0	1,227.0	10.7%	285.9	2.5%	3%	False	True	124
10	12,990.0	11,463.0	1,527.0	13.3%	239.7	2.1%	3%	False	True	118
20	13,150.0	11,463.0	1,687.0	14.7%	178.3	1.5%	3%	False	True	89
40	13,421.0	11,463.0	1,958.0	17.0%	147.8	1.3%	2%	False	True	62

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.9
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	13,673.3
2.618	12,986.2
1.618	12,565.2
1.000	12,305.0
0.618	12,144.2
HIGH	11,884.0
0.618	11,723.2
0.500	11,673.5
0.382	11,623.8
LOW	11,463.0
0.618	11,202.8
1.000	11,042.0
1.618	10,781.8
2.618	10,360.8
4.250	9,673.8

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	11,673.5	11,956.5
PP	11,617.5	11,806.2
S1	11,561.5	11,655.8

Download as Excel Spreadsheet

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

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