DAX Index Future September 2023

Trading Metrics calculated at close of trading on 11-Aug-2023

Day Change Summary
	Previous	Current
	10-Aug-2023	11-Aug-2023	Change	Change %	Previous Week
Open	15,957.0	16,026.0	69.0	0.4%	15,940.0
High	16,123.0	16,033.0	-90.0	-0.6%	16,123.0
Low	15,933.0	15,856.0	-77.0	-0.5%	15,769.0
Close	16,052.0	15,887.0	-165.0	-1.0%	15,887.0
Range	190.0	177.0	-13.0	-6.8%	354.0
ATR	203.7	203.2	-0.6	-0.3%	0.0
Volume	66,315	55,160	-11,155	-16.8%	288,796

Daily Pivots for day following 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,456.3	16,348.7	15,984.4
R3	16,279.3	16,171.7	15,935.7
R2	16,102.3	16,102.3	15,919.5
R1	15,994.7	15,994.7	15,903.2	15,960.0
PP	15,925.3	15,925.3	15,925.3	15,908.0
S1	15,817.7	15,817.7	15,870.8	15,783.0
S2	15,748.3	15,748.3	15,854.6
S3	15,571.3	15,640.7	15,838.3
S4	15,394.3	15,463.7	15,789.7

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,988.3	16,791.7	16,081.7
R3	16,634.3	16,437.7	15,984.4
R2	16,280.3	16,280.3	15,951.9
R1	16,083.7	16,083.7	15,919.5	16,005.0
PP	15,926.3	15,926.3	15,926.3	15,887.0
S1	15,729.7	15,729.7	15,854.6	15,651.0
S2	15,572.3	15,572.3	15,822.1
S3	15,218.3	15,375.7	15,789.7
S4	14,864.3	15,021.7	15,692.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,123.0	15,769.0	354.0	2.2%	195.6	1.2%	33%	False	False	57,759
10	16,615.0	15,769.0	846.0	5.3%	206.8	1.3%	14%	False	False	58,076
20	16,615.0	15,769.0	846.0	5.3%	185.7	1.2%	14%	False	False	55,286
40	16,615.0	15,559.0	1,056.0	6.6%	188.1	1.2%	31%	False	False	57,098
60	16,615.0	15,559.0	1,056.0	6.6%	174.7	1.1%	31%	False	False	40,086
80	16,615.0	15,559.0	1,056.0	6.6%	154.1	1.0%	31%	False	False	30,068
100	16,615.0	15,004.0	1,611.0	10.1%	140.7	0.9%	55%	False	False	24,060

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	29.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,785.3
2.618	16,496.4
1.618	16,319.4
1.000	16,210.0
0.618	16,142.4
HIGH	16,033.0
0.618	15,965.4
0.500	15,944.5
0.382	15,923.6
LOW	15,856.0
0.618	15,746.6
1.000	15,679.0
1.618	15,569.6
2.618	15,392.6
4.250	15,103.8

Fisher Pivots for day following 11-Aug-2023
Pivot	1 day	3 day
R1	15,944.5	15,989.5
PP	15,925.3	15,955.3
S1	15,906.2	15,921.2

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

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