DAX Index Future September 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	15,836.0	15,787.0	-49.0	-0.3%	15,728.0
High	15,861.0	15,803.0	-58.0	-0.4%	16,070.0
Low	15,707.0	15,691.0	-16.0	-0.1%	15,704.0
Close	15,791.0	15,759.0	-32.0	-0.2%	15,870.0
Range	154.0	112.0	-42.0	-27.3%	366.0
ATR	193.8	187.9	-5.8	-3.0%	0.0
Volume	53,971	57,067	3,096	5.7%	249,569

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,087.0	16,035.0	15,820.6
R3	15,975.0	15,923.0	15,789.8
R2	15,863.0	15,863.0	15,779.5
R1	15,811.0	15,811.0	15,769.3	15,781.0
PP	15,751.0	15,751.0	15,751.0	15,736.0
S1	15,699.0	15,699.0	15,748.7	15,669.0
S2	15,639.0	15,639.0	15,738.5
S3	15,527.0	15,587.0	15,728.2
S4	15,415.0	15,475.0	15,697.4

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,979.3	16,790.7	16,071.3
R3	16,613.3	16,424.7	15,970.7
R2	16,247.3	16,247.3	15,937.1
R1	16,058.7	16,058.7	15,903.6	16,153.0
PP	15,881.3	15,881.3	15,881.3	15,928.5
S1	15,692.7	15,692.7	15,836.5	15,787.0
S2	15,515.3	15,515.3	15,802.9
S3	15,149.3	15,326.7	15,769.4
S4	14,783.3	14,960.7	15,668.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,070.0	15,691.0	379.0	2.4%	156.4	1.0%	18%	False	True	53,701
10	16,070.0	15,587.0	483.0	3.1%	180.5	1.1%	36%	False	False	52,097
20	16,123.0	15,511.0	612.0	3.9%	182.1	1.2%	41%	False	False	53,710
40	16,615.0	15,511.0	1,104.0	7.0%	183.9	1.2%	22%	False	False	54,444
60	16,615.0	15,511.0	1,104.0	7.0%	184.8	1.2%	22%	False	False	54,817
80	16,615.0	15,511.0	1,104.0	7.0%	171.6	1.1%	22%	False	False	41,270
100	16,615.0	15,511.0	1,104.0	7.0%	155.9	1.0%	22%	False	False	33,019
120	16,615.0	14,978.0	1,637.0	10.4%	143.2	0.9%	48%	False	False	27,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35.7
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	16,279.0
2.618	16,096.2
1.618	15,984.2
1.000	15,915.0
0.618	15,872.2
HIGH	15,803.0
0.618	15,760.2
0.500	15,747.0
0.382	15,733.8
LOW	15,691.0
0.618	15,621.8
1.000	15,579.0
1.618	15,509.8
2.618	15,397.8
4.250	15,215.0

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	15,755.0	15,861.5
PP	15,751.0	15,827.3
S1	15,747.0	15,793.2

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

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