DAX Index Future September 2022

Trading Metrics calculated at close of trading on 05-Jul-2022

Day Change Summary
	Previous	Current
	01-Jul-2022	05-Jul-2022	Change	Change %	Previous Week
Open	12,824.0	12,850.0	26.0	0.2%	13,151.0
High	12,910.0	12,891.0	-19.0	-0.1%	13,365.0
Low	12,604.0	12,367.0	-237.0	-1.9%	12,597.0
Close	12,780.0	12,373.0	-407.0	-3.2%	12,780.0
Range	306.0	524.0	218.0	71.2%	768.0
ATR	304.2	319.9	15.7	5.2%	0.0
Volume	64,036	94,809	30,773	48.1%	341,227

Daily Pivots for day following 05-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,115.7	13,768.3	12,661.2
R3	13,591.7	13,244.3	12,517.1
R2	13,067.7	13,067.7	12,469.1
R1	12,720.3	12,720.3	12,421.0	12,632.0
PP	12,543.7	12,543.7	12,543.7	12,499.5
S1	12,196.3	12,196.3	12,325.0	12,108.0
S2	12,019.7	12,019.7	12,276.9
S3	11,495.7	11,672.3	12,228.9
S4	10,971.7	11,148.3	12,084.8

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,218.0	14,767.0	13,202.4
R3	14,450.0	13,999.0	12,991.2
R2	13,682.0	13,682.0	12,920.8
R1	13,231.0	13,231.0	12,850.4	13,072.5
PP	12,914.0	12,914.0	12,914.0	12,834.8
S1	12,463.0	12,463.0	12,709.6	12,304.5
S2	12,146.0	12,146.0	12,639.2
S3	11,378.0	11,695.0	12,568.8
S4	10,610.0	10,927.0	12,357.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,344.0	12,367.0	977.0	7.9%	341.6	2.8%	1%	False	True	75,684
10	13,420.0	12,367.0	1,053.0	8.5%	310.1	2.5%	1%	False	True	68,819
20	14,600.0	12,367.0	2,233.0	18.0%	319.7	2.6%	0%	False	True	49,694
40	14,670.0	12,367.0	2,303.0	18.6%	266.1	2.2%	0%	False	True	24,877
60	14,670.0	12,367.0	2,303.0	18.6%	237.3	1.9%	0%	False	True	16,591
80	14,921.0	12,367.0	2,554.0	20.6%	243.4	2.0%	0%	False	True	12,451
100	15,514.0	12,367.0	3,147.0	25.4%	221.7	1.8%	0%	False	True	9,964

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	46.8
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	15,118.0
2.618	14,262.8
1.618	13,738.8
1.000	13,415.0
0.618	13,214.8
HIGH	12,891.0
0.618	12,690.8
0.500	12,629.0
0.382	12,567.2
LOW	12,367.0
0.618	12,043.2
1.000	11,843.0
1.618	11,519.2
2.618	10,995.2
4.250	10,140.0

Fisher Pivots for day following 05-Jul-2022
Pivot	1 day	3 day
R1	12,629.0	12,677.0
PP	12,543.7	12,575.7
S1	12,458.3	12,474.3

Download as Excel Spreadsheet

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

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