DAX Index Future September 2021

Trading Metrics calculated at close of trading on 30-Aug-2021

Day Change Summary
	Previous	Current
	27-Aug-2021	30-Aug-2021	Change	Change %	Previous Week
Open	15,739.0	15,855.0	116.0	0.7%	15,830.0
High	15,870.0	15,894.0	24.0	0.2%	15,935.0
Low	15,722.0	15,812.0	90.0	0.6%	15,690.0
Close	15,835.0	15,886.0	51.0	0.3%	15,835.0
Range	148.0	82.0	-66.0	-44.6%	245.0
ATR	154.1	149.0	-5.2	-3.3%	0.0
Volume	47,631	36,807	-10,824	-22.7%	262,143

Daily Pivots for day following 30-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,110.0	16,080.0	15,931.1
R3	16,028.0	15,998.0	15,908.6
R2	15,946.0	15,946.0	15,901.0
R1	15,916.0	15,916.0	15,893.5	15,931.0
PP	15,864.0	15,864.0	15,864.0	15,871.5
S1	15,834.0	15,834.0	15,878.5	15,849.0
S2	15,782.0	15,782.0	15,871.0
S3	15,700.0	15,752.0	15,863.5
S4	15,618.0	15,670.0	15,840.9

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,555.0	16,440.0	15,969.8
R3	16,310.0	16,195.0	15,902.4
R2	16,065.0	16,065.0	15,879.9
R1	15,950.0	15,950.0	15,857.5	16,007.5
PP	15,820.0	15,820.0	15,820.0	15,848.8
S1	15,705.0	15,705.0	15,812.5	15,762.5
S2	15,575.0	15,575.0	15,790.1
S3	15,330.0	15,460.0	15,767.6
S4	15,085.0	15,215.0	15,700.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,929.0	15,690.0	239.0	1.5%	109.6	0.7%	82%	False	False	47,726
10	15,970.0	15,615.0	355.0	2.2%	139.2	0.9%	76%	False	False	59,183
20	16,024.0	15,481.0	543.0	3.4%	129.2	0.8%	75%	False	False	57,658
40	16,024.0	15,032.0	992.0	6.2%	168.6	1.1%	86%	False	False	66,571
60	16,024.0	15,032.0	992.0	6.2%	167.8	1.1%	86%	False	False	57,969
80	16,024.0	14,795.0	1,229.0	7.7%	167.5	1.1%	89%	False	False	43,523
100	16,024.0	14,795.0	1,229.0	7.7%	160.3	1.0%	89%	False	False	34,825

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	20.5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	16,242.5
2.618	16,108.7
1.618	16,026.7
1.000	15,976.0
0.618	15,944.7
HIGH	15,894.0
0.618	15,862.7
0.500	15,853.0
0.382	15,843.3
LOW	15,812.0
0.618	15,761.3
1.000	15,730.0
1.618	15,679.3
2.618	15,597.3
4.250	15,463.5

Fisher Pivots for day following 30-Aug-2021
Pivot	1 day	3 day
R1	15,875.0	15,854.7
PP	15,864.0	15,823.3
S1	15,853.0	15,792.0

Download as Excel Spreadsheet

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

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