DAX Index Future March 2021

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	13,663.5	13,590.0	-73.5	-0.5%	13,167.5
High	13,762.5	13,600.0	-162.5	-1.2%	13,762.5
Low	13,588.0	13,031.0	-557.0	-4.1%	13,138.0
Close	13,628.0	13,239.0	-389.0	-2.9%	13,628.0
Range	174.5	569.0	394.5	226.1%	624.5
ATR	181.8	211.5	29.7	16.3%	0.0
Volume	61,830	73,648	11,818	19.1%	191,146

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	14,997.0	14,687.0	13,552.0
R3	14,428.0	14,118.0	13,395.5
R2	13,859.0	13,859.0	13,343.3
R1	13,549.0	13,549.0	13,291.2	13,419.5
PP	13,290.0	13,290.0	13,290.0	13,225.3
S1	12,980.0	12,980.0	13,186.8	12,850.5
S2	12,721.0	12,721.0	13,134.7
S3	12,152.0	12,411.0	13,082.5
S4	11,583.0	11,842.0	12,926.1

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	13,031.0	731.5	5.5%	278.1	2.1%	28%	False	True	50,329
10	13,762.5	12,996.5	766.0	5.8%	226.7	1.7%	32%	False	False	27,128
20	13,762.5	12,996.5	766.0	5.8%	167.0	1.3%	32%	False	False	13,725
40	13,762.5	11,302.5	2,460.0	18.6%	201.7	1.5%	79%	False	False	6,941
60	13,762.5	11,302.5	2,460.0	18.6%	185.3	1.4%	79%	False	False	4,654

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	31.0
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	16,018.3
2.618	15,089.6
1.618	14,520.6
1.000	14,169.0
0.618	13,951.6
HIGH	13,600.0
0.618	13,382.6
0.500	13,315.5
0.382	13,248.4
LOW	13,031.0
0.618	12,679.4
1.000	12,462.0
1.618	12,110.4
2.618	11,541.4
4.250	10,612.8

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	13,315.5	13,396.8
PP	13,290.0	13,344.2
S1	13,264.5	13,291.6

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

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