DAX Index Future March 2021


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 12,557.0 12,490.0 -67.0 -0.5% 12,990.0
High 12,650.0 12,530.5 -119.5 -0.9% 13,011.5
Low 12,517.5 12,335.0 -182.5 -1.5% 12,335.0
Close 12,573.5 12,412.0 -161.5 -1.3% 12,412.0
Range 132.5 195.5 63.0 47.5% 676.5
ATR 178.4 182.7 4.3 2.4% 0.0
Volume 91 105 14 15.4% 369
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 13,012.3 12,907.7 12,519.5
R3 12,816.8 12,712.2 12,465.8
R2 12,621.3 12,621.3 12,447.8
R1 12,516.7 12,516.7 12,429.9 12,471.3
PP 12,425.8 12,425.8 12,425.8 12,403.1
S1 12,321.2 12,321.2 12,394.1 12,275.8
S2 12,230.3 12,230.3 12,376.2
S3 12,034.8 12,125.7 12,358.2
S4 11,839.3 11,930.2 12,304.5
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 14,615.7 14,190.3 12,784.1
R3 13,939.2 13,513.8 12,598.0
R2 13,262.7 13,262.7 12,536.0
R1 12,837.3 12,837.3 12,474.0 12,711.8
PP 12,586.2 12,586.2 12,586.2 12,523.4
S1 12,160.8 12,160.8 12,350.0 12,035.3
S2 11,909.7 11,909.7 12,288.0
S3 11,233.2 11,484.3 12,226.0
S4 10,556.7 10,807.8 12,039.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,011.5 12,335.0 676.5 5.5% 218.2 1.8% 11% False True 73
10 13,232.5 12,335.0 897.5 7.2% 138.3 1.1% 9% False True 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 20.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,361.4
2.618 13,042.3
1.618 12,846.8
1.000 12,726.0
0.618 12,651.3
HIGH 12,530.5
0.618 12,455.8
0.500 12,432.8
0.382 12,409.7
LOW 12,335.0
0.618 12,214.2
1.000 12,139.5
1.618 12,018.7
2.618 11,823.2
4.250 11,504.1
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 12,432.8 12,558.0
PP 12,425.8 12,509.3
S1 12,418.9 12,460.7

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

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