DAX Index Future September 2023

Trading Metrics calculated at close of trading on 03-Aug-2023

Day Change Summary
	Previous	Current
	02-Aug-2023	03-Aug-2023	Change	Change %	Previous Week
Open	16,274.0	16,082.0	-192.0	-1.2%	16,259.0
High	16,305.0	16,123.0	-182.0	-1.1%	16,576.0
Low	16,029.0	15,877.0	-152.0	-0.9%	16,085.0
Close	16,086.0	15,959.0	-127.0	-0.8%	16,561.0
Range	276.0	246.0	-30.0	-10.9%	491.0
ATR	192.2	196.0	3.8	2.0%	0.0
Volume	74,223	58,865	-15,358	-20.7%	292,853

Daily Pivots for day following 03-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,724.3	16,587.7	16,094.3
R3	16,478.3	16,341.7	16,026.7
R2	16,232.3	16,232.3	16,004.1
R1	16,095.7	16,095.7	15,981.6	16,041.0
PP	15,986.3	15,986.3	15,986.3	15,959.0
S1	15,849.7	15,849.7	15,936.5	15,795.0
S2	15,740.3	15,740.3	15,913.9
S3	15,494.3	15,603.7	15,891.4
S4	15,248.3	15,357.7	15,823.7

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,880.3	17,711.7	16,831.1
R3	17,389.3	17,220.7	16,696.0
R2	16,898.3	16,898.3	16,651.0
R1	16,729.7	16,729.7	16,606.0	16,814.0
PP	16,407.3	16,407.3	16,407.3	16,449.5
S1	16,238.7	16,238.7	16,516.0	16,323.0
S2	15,916.3	15,916.3	16,471.0
S3	15,425.3	15,747.7	16,426.0
S4	14,934.3	15,256.7	16,291.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,615.0	15,877.0	738.0	4.6%	213.0	1.3%	11%	False	True	54,340
10	16,615.0	15,877.0	738.0	4.6%	192.6	1.2%	11%	False	True	56,700
20	16,615.0	15,559.0	1,056.0	6.6%	183.4	1.1%	38%	False	False	55,558
40	16,615.0	15,559.0	1,056.0	6.6%	177.5	1.1%	38%	False	False	51,249
60	16,615.0	15,559.0	1,056.0	6.6%	162.8	1.0%	38%	False	False	34,239
80	16,615.0	15,559.0	1,056.0	6.6%	145.0	0.9%	38%	False	False	25,684
100	16,615.0	14,978.0	1,637.0	10.3%	129.6	0.8%	60%	False	False	20,551

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	30.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,168.5
2.618	16,767.0
1.618	16,521.0
1.000	16,369.0
0.618	16,275.0
HIGH	16,123.0
0.618	16,029.0
0.500	16,000.0
0.382	15,971.0
LOW	15,877.0
0.618	15,725.0
1.000	15,631.0
1.618	15,479.0
2.618	15,233.0
4.250	14,831.5

Fisher Pivots for day following 03-Aug-2023
Pivot	1 day	3 day
R1	16,000.0	16,219.0
PP	15,986.3	16,132.3
S1	15,972.7	16,045.7

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

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