DAX Index Future March 2021

Trading Metrics calculated at close of trading on 18-Dec-2020

Day Change Summary
	Previous	Current
	17-Dec-2020	18-Dec-2020	Change	Change %	Previous Week
Open	13,562.0	13,663.5	101.5	0.7%	13,167.5
High	13,726.0	13,762.5	36.5	0.3%	13,762.5
Low	13,544.0	13,588.0	44.0	0.3%	13,138.0
Close	13,676.5	13,628.0	-48.5	-0.4%	13,628.0
Range	182.0	174.5	-7.5	-4.1%	624.5
ATR	182.4	181.8	-0.6	-0.3%	0.0
Volume	44,837	61,830	16,993	37.9%	191,146

Daily Pivots for day following 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	14,183.0	14,080.0	13,724.0
R3	14,008.5	13,905.5	13,676.0
R2	13,834.0	13,834.0	13,660.0
R1	13,731.0	13,731.0	13,644.0	13,695.3
PP	13,659.5	13,659.5	13,659.5	13,641.6
S1	13,556.5	13,556.5	13,612.0	13,520.8
S2	13,485.0	13,485.0	13,596.0
S3	13,310.5	13,382.0	13,580.0
S4	13,136.0	13,207.5	13,532.0

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	15,383.0	15,130.0	13,971.5
R3	14,758.5	14,505.5	13,799.7
R2	14,134.0	14,134.0	13,742.5
R1	13,881.0	13,881.0	13,685.2	14,007.5
PP	13,509.5	13,509.5	13,509.5	13,572.8
S1	13,256.5	13,256.5	13,570.8	13,383.0
S2	12,885.0	12,885.0	13,513.5
S3	12,260.5	12,632.0	13,456.3
S4	11,636.0	12,007.5	13,284.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,762.5	13,138.0	624.5	4.6%	193.3	1.4%	78%	True	False	38,229
10	13,762.5	12,996.5	766.0	5.6%	179.0	1.3%	82%	True	False	19,846
20	13,762.5	12,996.5	766.0	5.6%	146.8	1.1%	82%	True	False	10,050
40	13,762.5	11,302.5	2,460.0	18.1%	195.6	1.4%	95%	True	False	5,102
60	13,762.5	11,302.5	2,460.0	18.1%	178.1	1.3%	95%	True	False	3,428

Crabel Price Patterns
NR	True
NR4	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	30.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14,504.1
2.618	14,219.3
1.618	14,044.8
1.000	13,937.0
0.618	13,870.3
HIGH	13,762.5
0.618	13,695.8
0.500	13,675.3
0.382	13,654.7
LOW	13,588.0
0.618	13,480.2
1.000	13,413.5
1.618	13,305.7
2.618	13,131.2
4.250	12,846.4

Fisher Pivots for day following 18-Dec-2020
Pivot	1 day	3 day
R1	13,675.3	13,608.1
PP	13,659.5	13,588.2
S1	13,643.8	13,568.3

Download as Excel Spreadsheet

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

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