DAX Index Future September 2022

Trading Metrics calculated at close of trading on 15-Aug-2022

Day Change Summary
	Previous	Current
	12-Aug-2022	15-Aug-2022	Change	Change %	Previous Week
Open	13,655.0	13,862.0	207.0	1.5%	13,605.0
High	13,882.0	13,870.0	-12.0	-0.1%	13,882.0
Low	13,650.0	13,729.0	79.0	0.6%	13,447.0
Close	13,804.0	13,805.0	1.0	0.0%	13,804.0
Range	232.0	141.0	-91.0	-39.2%	435.0
ATR	240.4	233.3	-7.1	-3.0%	0.0
Volume	45,889	43,349	-2,540	-5.5%	232,283

Daily Pivots for day following 15-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,224.3	14,155.7	13,882.6
R3	14,083.3	14,014.7	13,843.8
R2	13,942.3	13,942.3	13,830.9
R1	13,873.7	13,873.7	13,817.9	13,837.5
PP	13,801.3	13,801.3	13,801.3	13,783.3
S1	13,732.7	13,732.7	13,792.1	13,696.5
S2	13,660.3	13,660.3	13,779.2
S3	13,519.3	13,591.7	13,766.2
S4	13,378.3	13,450.7	13,727.5

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,016.0	14,845.0	14,043.3
R3	14,581.0	14,410.0	13,923.6
R2	14,146.0	14,146.0	13,883.8
R1	13,975.0	13,975.0	13,843.9	14,060.5
PP	13,711.0	13,711.0	13,711.0	13,753.8
S1	13,540.0	13,540.0	13,764.1	13,625.5
S2	13,276.0	13,276.0	13,724.3
S3	12,841.0	13,105.0	13,684.4
S4	12,406.0	12,670.0	13,564.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,882.0	13,447.0	435.0	3.2%	198.8	1.4%	82%	False	False	46,059
10	13,882.0	13,324.0	558.0	4.0%	190.3	1.4%	86%	False	False	46,964
20	13,882.0	12,810.0	1,072.0	7.8%	222.5	1.6%	93%	False	False	52,963
40	13,882.0	12,367.0	1,515.0	11.0%	256.1	1.9%	95%	False	False	59,117
60	14,670.0	12,367.0	2,303.0	16.7%	257.6	1.9%	62%	False	False	43,964
80	14,670.0	12,367.0	2,303.0	16.7%	245.7	1.8%	62%	False	False	32,978
100	14,921.0	12,367.0	2,554.0	18.5%	236.0	1.7%	56%	False	False	26,388
120	14,921.0	12,367.0	2,554.0	18.5%	240.8	1.7%	56%	False	False	21,993

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	30.9
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	14,469.3
2.618	14,239.1
1.618	14,098.1
1.000	14,011.0
0.618	13,957.1
HIGH	13,870.0
0.618	13,816.1
0.500	13,799.5
0.382	13,782.9
LOW	13,729.0
0.618	13,641.9
1.000	13,588.0
1.618	13,500.9
2.618	13,359.9
4.250	13,129.8

Fisher Pivots for day following 15-Aug-2022
Pivot	1 day	3 day
R1	13,803.2	13,788.0
PP	13,801.3	13,771.0
S1	13,799.5	13,754.0

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

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