DAX Index Future September 2021

Trading Metrics calculated at close of trading on 11-Aug-2021

Day Change Summary
	Previous	Current
	10-Aug-2021	11-Aug-2021	Change	Change %	Previous Week
Open	15,744.0	15,775.0	31.0	0.2%	15,592.0
High	15,791.0	15,880.0	89.0	0.6%	15,795.0
Low	15,709.0	15,713.0	4.0	0.0%	15,481.0
Close	15,767.0	15,812.0	45.0	0.3%	15,753.0
Range	82.0	167.0	85.0	103.7%	314.0
ATR	162.7	163.0	0.3	0.2%	0.0
Volume	43,546	61,536	17,990	41.3%	312,847

Daily Pivots for day following 11-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,302.7	16,224.3	15,903.9
R3	16,135.7	16,057.3	15,857.9
R2	15,968.7	15,968.7	15,842.6
R1	15,890.3	15,890.3	15,827.3	15,929.5
PP	15,801.7	15,801.7	15,801.7	15,821.3
S1	15,723.3	15,723.3	15,796.7	15,762.5
S2	15,634.7	15,634.7	15,781.4
S3	15,467.7	15,556.3	15,766.1
S4	15,300.7	15,389.3	15,720.2

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,618.3	16,499.7	15,925.7
R3	16,304.3	16,185.7	15,839.4
R2	15,990.3	15,990.3	15,810.6
R1	15,871.7	15,871.7	15,781.8	15,931.0
PP	15,676.3	15,676.3	15,676.3	15,706.0
S1	15,557.7	15,557.7	15,724.2	15,617.0
S2	15,362.3	15,362.3	15,695.4
S3	15,048.3	15,243.7	15,666.7
S4	14,734.3	14,929.7	15,580.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,880.0	15,648.0	232.0	1.5%	106.6	0.7%	71%	True	False	51,430
10	15,880.0	15,426.0	454.0	2.9%	133.3	0.8%	85%	True	False	58,794
20	15,880.0	15,032.0	848.0	5.4%	170.4	1.1%	92%	True	False	68,663
40	15,880.0	15,032.0	848.0	5.4%	186.4	1.2%	92%	True	False	66,267
60	15,880.0	14,930.0	950.0	6.0%	171.3	1.1%	93%	True	False	45,325
80	15,880.0	14,795.0	1,085.0	6.9%	169.9	1.1%	94%	True	False	34,007
100	15,880.0	14,450.0	1,430.0	9.0%	155.4	1.0%	95%	True	False	27,211

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	42.3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	16,589.8
2.618	16,317.2
1.618	16,150.2
1.000	16,047.0
0.618	15,983.2
HIGH	15,880.0
0.618	15,816.2
0.500	15,796.5
0.382	15,776.8
LOW	15,713.0
0.618	15,609.8
1.000	15,546.0
1.618	15,442.8
2.618	15,275.8
4.250	15,003.3

Fisher Pivots for day following 11-Aug-2021
Pivot	1 day	3 day
R1	15,806.8	15,802.2
PP	15,801.7	15,792.3
S1	15,796.5	15,782.5

Download as Excel Spreadsheet

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

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