Dow Jones EURO STOXX 50 Index Future December 2023

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	4,111.0	4,070.0	-41.0	-1.0%	4,156.0
High	4,127.0	4,083.0	-44.0	-1.1%	4,187.0
Low	4,072.0	4,036.0	-36.0	-0.9%	4,036.0
Close	4,105.0	4,044.0	-61.0	-1.5%	4,044.0
Range	55.0	47.0	-8.0	-14.5%	151.0
ATR	63.0	63.4	0.4	0.7%	0.0
Volume	917,980	1,188,310	270,330	29.4%	4,423,819

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,195.3	4,166.7	4,069.9
R3	4,148.3	4,119.7	4,056.9
R2	4,101.3	4,101.3	4,052.6
R1	4,072.7	4,072.7	4,048.3	4,063.5
PP	4,054.3	4,054.3	4,054.3	4,049.8
S1	4,025.7	4,025.7	4,039.7	4,016.5
S2	4,007.3	4,007.3	4,035.4
S3	3,960.3	3,978.7	4,031.1
S4	3,913.3	3,931.7	4,018.2

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,542.0	4,444.0	4,127.1
R3	4,391.0	4,293.0	4,085.5
R2	4,240.0	4,240.0	4,071.7
R1	4,142.0	4,142.0	4,057.8	4,115.5
PP	4,089.0	4,089.0	4,089.0	4,075.8
S1	3,991.0	3,991.0	4,030.2	3,964.5
S2	3,938.0	3,938.0	4,016.3
S3	3,787.0	3,840.0	4,002.5
S4	3,636.0	3,689.0	3,961.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,187.0	4,036.0	151.0	3.7%	58.4	1.4%	5%	False	True	884,763
10	4,256.0	4,036.0	220.0	5.4%	60.9	1.5%	4%	False	True	848,876
20	4,256.0	4,036.0	220.0	5.4%	63.0	1.6%	4%	False	True	874,818
40	4,388.0	4,036.0	352.0	8.7%	57.6	1.4%	2%	False	True	696,301
60	4,533.0	4,036.0	497.0	12.3%	55.1	1.4%	2%	False	True	465,081
80	4,533.0	4,036.0	497.0	12.3%	50.6	1.3%	2%	False	True	348,897
100	4,533.0	4,036.0	497.0	12.3%	44.0	1.1%	2%	False	True	279,418
120	4,533.0	4,036.0	497.0	12.3%	39.0	1.0%	2%	False	True	232,849

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	15.8
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4,282.8
2.618	4,206.0
1.618	4,159.0
1.000	4,130.0
0.618	4,112.0
HIGH	4,083.0
0.618	4,065.0
0.500	4,059.5
0.382	4,054.0
LOW	4,036.0
0.618	4,007.0
1.000	3,989.0
1.618	3,960.0
2.618	3,913.0
4.250	3,836.3

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	4,059.5	4,108.0
PP	4,054.3	4,086.7
S1	4,049.2	4,065.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols