Dow Jones EURO STOXX 50 Index Future December 2020

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	3,178.0	3,203.0	25.0	0.8%	3,156.0
High	3,195.0	3,228.0	33.0	1.0%	3,233.0
Low	3,136.0	3,189.0	53.0	1.7%	3,136.0
Close	3,178.0	3,214.0	36.0	1.1%	3,178.0
Range	59.0	39.0	-20.0	-33.9%	97.0
ATR	65.8	64.7	-1.1	-1.7%	0.0
Volume	950,464	611,121	-339,343	-35.7%	4,571,331

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,327.3	3,309.7	3,235.5
R3	3,288.3	3,270.7	3,224.7
R2	3,249.3	3,249.3	3,221.2
R1	3,231.7	3,231.7	3,217.6	3,240.5
PP	3,210.3	3,210.3	3,210.3	3,214.8
S1	3,192.7	3,192.7	3,210.4	3,201.5
S2	3,171.3	3,171.3	3,206.9
S3	3,132.3	3,153.7	3,203.3
S4	3,093.3	3,114.7	3,192.6

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,473.3	3,422.7	3,231.4
R3	3,376.3	3,325.7	3,204.7
R2	3,279.3	3,279.3	3,195.8
R1	3,228.7	3,228.7	3,186.9	3,254.0
PP	3,182.3	3,182.3	3,182.3	3,195.0
S1	3,131.7	3,131.7	3,169.1	3,157.0
S2	3,085.3	3,085.3	3,160.2
S3	2,988.3	3,034.7	3,151.3
S4	2,891.3	2,937.7	3,124.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,233.0	3,136.0	97.0	3.0%	50.0	1.6%	80%	False	False	867,972
10	3,233.0	3,086.0	147.0	4.6%	57.7	1.8%	87%	False	False	923,850
20	3,337.0	3,086.0	251.0	7.8%	62.4	1.9%	51%	False	False	864,086
40	3,385.0	3,086.0	299.0	9.3%	61.2	1.9%	43%	False	False	435,534
60	3,430.0	3,086.0	344.0	10.7%	57.7	1.8%	37%	False	False	290,995
80	3,430.0	3,026.0	404.0	12.6%	57.9	1.8%	47%	False	False	219,600
100	3,430.0	2,785.0	645.0	20.1%	54.3	1.7%	67%	False	False	177,788
120	3,430.0	2,665.0	765.0	23.8%	49.4	1.5%	72%	False	False	149,979

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.6
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	3,393.8
2.618	3,330.1
1.618	3,291.1
1.000	3,267.0
0.618	3,252.1
HIGH	3,228.0
0.618	3,213.1
0.500	3,208.5
0.382	3,203.9
LOW	3,189.0
0.618	3,164.9
1.000	3,150.0
1.618	3,125.9
2.618	3,086.9
4.250	3,023.3

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	3,212.2	3,203.3
PP	3,210.3	3,192.7
S1	3,208.5	3,182.0

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

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