DAX Index Future March 2021

Trading Metrics calculated at close of trading on 08-Jan-2021

Day Change Summary
	Previous	Current
	07-Jan-2021	08-Jan-2021	Change	Change %	Previous Week
Open	13,877.0	13,981.0	104.0	0.7%	13,712.0
High	14,003.0	14,123.0	120.0	0.9%	14,123.0
Low	13,877.0	13,973.0	96.0	0.7%	13,552.0
Close	13,980.0	14,009.0	29.0	0.2%	14,009.0
Range	126.0	150.0	24.0	19.0%	571.0
ATR	220.1	215.1	-5.0	-2.3%	0.0
Volume	42,275	48,791	6,516	15.4%	254,061

Daily Pivots for day following 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,485.0	14,397.0	14,091.5
R3	14,335.0	14,247.0	14,050.3
R2	14,185.0	14,185.0	14,036.5
R1	14,097.0	14,097.0	14,022.8	14,141.0
PP	14,035.0	14,035.0	14,035.0	14,057.0
S1	13,947.0	13,947.0	13,995.3	13,991.0
S2	13,885.0	13,885.0	13,981.5
S3	13,735.0	13,797.0	13,967.8
S4	13,585.0	13,647.0	13,926.5

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,607.7	15,379.3	14,323.1
R3	15,036.7	14,808.3	14,166.0
R2	14,465.7	14,465.7	14,113.7
R1	14,237.3	14,237.3	14,061.3	14,351.5
PP	13,894.7	13,894.7	13,894.7	13,951.8
S1	13,666.3	13,666.3	13,956.7	13,780.5
S2	13,323.7	13,323.7	13,904.3
S3	12,752.7	13,095.3	13,852.0
S4	12,181.7	12,524.3	13,695.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,123.0	13,552.0	571.0	4.1%	227.8	1.6%	80%	True	False	50,812
10	14,123.0	13,218.0	905.0	6.5%	220.8	1.6%	87%	True	False	41,360
20	14,123.0	12,996.5	1,126.5	8.0%	223.8	1.6%	90%	True	False	34,244
40	14,123.0	12,922.0	1,201.0	8.6%	175.2	1.3%	91%	True	False	17,236
60	14,123.0	11,302.5	2,820.5	20.1%	204.2	1.5%	96%	True	False	11,537
80	14,123.0	11,302.5	2,820.5	20.1%	185.6	1.3%	96%	True	False	8,666

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	57.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,760.5
2.618	14,515.7
1.618	14,365.7
1.000	14,273.0
0.618	14,215.7
HIGH	14,123.0
0.618	14,065.7
0.500	14,048.0
0.382	14,030.3
LOW	13,973.0
0.618	13,880.3
1.000	13,823.0
1.618	13,730.3
2.618	13,580.3
4.250	13,335.5

Fisher Pivots for day following 08-Jan-2021
Pivot	1 day	3 day
R1	14,048.0	13,960.2
PP	14,035.0	13,911.3
S1	14,022.0	13,862.5

Download as Excel Spreadsheet

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

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