DAX Index Future September 2023

Trading Metrics calculated at close of trading on 07-Jul-2023

Day Change Summary
	Previous	Current
	06-Jul-2023	07-Jul-2023	Change	Change %	Previous Week
Open	16,016.0	15,623.0	-393.0	-2.5%	16,296.0
High	16,030.0	15,805.0	-225.0	-1.4%	16,332.0
Low	15,600.0	15,559.0	-41.0	-0.3%	15,559.0
Close	15,617.0	15,705.0	88.0	0.6%	15,705.0
Range	430.0	246.0	-184.0	-42.8%	773.0
ATR	193.2	197.0	3.8	2.0%	0.0
Volume	87,091	70,981	-16,110	-18.5%	255,683

Daily Pivots for day following 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,427.7	16,312.3	15,840.3
R3	16,181.7	16,066.3	15,772.7
R2	15,935.7	15,935.7	15,750.1
R1	15,820.3	15,820.3	15,727.6	15,878.0
PP	15,689.7	15,689.7	15,689.7	15,718.5
S1	15,574.3	15,574.3	15,682.5	15,632.0
S2	15,443.7	15,443.7	15,659.9
S3	15,197.7	15,328.3	15,637.4
S4	14,951.7	15,082.3	15,569.7

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	18,184.3	17,717.7	16,130.2
R3	17,411.3	16,944.7	15,917.6
R2	16,638.3	16,638.3	15,846.7
R1	16,171.7	16,171.7	15,775.9	16,018.5
PP	15,865.3	15,865.3	15,865.3	15,788.8
S1	15,398.7	15,398.7	15,634.1	15,245.5
S2	15,092.3	15,092.3	15,563.3
S3	14,319.3	14,625.7	15,492.4
S4	13,546.3	13,852.7	15,279.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,332.0	15,559.0	773.0	4.9%	241.8	1.5%	19%	False	True	64,386
10	16,332.0	15,559.0	773.0	4.9%	201.9	1.3%	19%	False	True	60,183
20	16,572.0	15,559.0	1,013.0	6.5%	178.4	1.1%	14%	False	True	50,409
40	16,572.0	15,559.0	1,013.0	6.5%	157.4	1.0%	14%	False	True	25,354
60	16,572.0	15,559.0	1,013.0	6.5%	134.5	0.9%	14%	False	True	16,908
80	16,572.0	14,978.0	1,594.0	10.1%	119.2	0.8%	46%	False	False	12,687

Crabel Price Patterns
NR	True
NR4	False
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	26.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,850.5
2.618	16,449.0
1.618	16,203.0
1.000	16,051.0
0.618	15,957.0
HIGH	15,805.0
0.618	15,711.0
0.500	15,682.0
0.382	15,653.0
LOW	15,559.0
0.618	15,407.0
1.000	15,313.0
1.618	15,161.0
2.618	14,915.0
4.250	14,513.5

Fisher Pivots for day following 07-Jul-2023
Pivot	1 day	3 day
R1	15,697.3	15,855.0
PP	15,689.7	15,805.0
S1	15,682.0	15,755.0

Download as Excel Spreadsheet

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

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