DAX Index Future September 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	15,924.0	15,987.0	63.0	0.4%	15,940.0
High	15,996.0	16,017.0	21.0	0.1%	16,123.0
Low	15,807.0	15,753.0	-54.0	-0.3%	15,769.0
Close	15,950.0	15,817.0	-133.0	-0.8%	15,887.0
Range	189.0	264.0	75.0	39.7%	354.0
ATR	202.2	206.6	4.4	2.2%	0.0
Volume	46,823	62,592	15,769	33.7%	288,796

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,654.3	16,499.7	15,962.2
R3	16,390.3	16,235.7	15,889.6
R2	16,126.3	16,126.3	15,865.4
R1	15,971.7	15,971.7	15,841.2	15,917.0
PP	15,862.3	15,862.3	15,862.3	15,835.0
S1	15,707.7	15,707.7	15,792.8	15,653.0
S2	15,598.3	15,598.3	15,768.6
S3	15,334.3	15,443.7	15,744.4
S4	15,070.3	15,179.7	15,671.8

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	15,753.0	370.0	2.3%	195.4	1.2%	17%	False	True	57,451
10	16,305.0	15,753.0	552.0	3.5%	215.5	1.4%	12%	False	True	59,342
20	16,615.0	15,753.0	862.0	5.4%	196.0	1.2%	7%	False	True	56,531
40	16,615.0	15,559.0	1,056.0	6.7%	189.7	1.2%	24%	False	False	56,884
60	16,615.0	15,559.0	1,056.0	6.7%	177.3	1.1%	24%	False	False	41,900
80	16,615.0	15,559.0	1,056.0	6.7%	158.8	1.0%	24%	False	False	31,436
100	16,615.0	15,111.0	1,504.0	9.5%	145.0	0.9%	47%	False	False	25,154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	17,139.0
2.618	16,708.2
1.618	16,444.2
1.000	16,281.0
0.618	16,180.2
HIGH	16,017.0
0.618	15,916.2
0.500	15,885.0
0.382	15,853.8
LOW	15,753.0
0.618	15,589.8
1.000	15,489.0
1.618	15,325.8
2.618	15,061.8
4.250	14,631.0

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	15,885.0	15,893.0
PP	15,862.3	15,867.7
S1	15,839.7	15,842.3

Download as Excel Spreadsheet

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

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