Dow Jones EURO STOXX 50 Index Future December 2020

Trading Metrics calculated at close of trading on 31-Jul-2020

Day Change Summary
	Previous	Current
	30-Jul-2020	31-Jul-2020	Change	Change %	Previous Week
Open	3,289.0	3,200.0	-89.0	-2.7%	3,296.0
High	3,290.0	3,225.0	-65.0	-2.0%	3,296.0
Low	3,159.0	3,127.0	-32.0	-1.0%	3,127.0
Close	3,179.0	3,170.0	-9.0	-0.3%	3,170.0
Range	131.0	98.0	-33.0	-25.2%	169.0
ATR	59.5	62.2	2.8	4.6%	0.0
Volume	190	258	68	35.8%	3,922

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,468.0	3,417.0	3,223.9
R3	3,370.0	3,319.0	3,197.0
R2	3,272.0	3,272.0	3,188.0
R1	3,221.0	3,221.0	3,179.0	3,197.5
PP	3,174.0	3,174.0	3,174.0	3,162.3
S1	3,123.0	3,123.0	3,161.0	3,099.5
S2	3,076.0	3,076.0	3,152.0
S3	2,978.0	3,025.0	3,143.1
S4	2,880.0	2,927.0	3,116.1

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,704.7	3,606.3	3,263.0
R3	3,535.7	3,437.3	3,216.5
R2	3,366.7	3,366.7	3,201.0
R1	3,268.3	3,268.3	3,185.5	3,233.0
PP	3,197.7	3,197.7	3,197.7	3,180.0
S1	3,099.3	3,099.3	3,154.5	3,064.0
S2	3,028.7	3,028.7	3,139.0
S3	2,859.7	2,930.3	3,123.5
S4	2,690.7	2,761.3	3,077.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,296.0	3,127.0	169.0	5.3%	57.6	1.8%	25%	False	True	784
10	3,430.0	3,127.0	303.0	9.6%	53.8	1.7%	14%	False	True	1,208
20	3,430.0	3,127.0	303.0	9.6%	51.3	1.6%	14%	False	True	1,369
40	3,430.0	3,026.0	404.0	12.7%	55.8	1.8%	36%	False	False	4,437
60	3,430.0	2,665.0	765.0	24.1%	47.1	1.5%	66%	False	False	5,865
80	3,430.0	2,665.0	765.0	24.1%	41.9	1.3%	66%	False	False	7,971
100	3,430.0	2,293.0	1,137.0	35.9%	34.2	1.1%	77%	False	False	9,462

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	5.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,641.5
2.618	3,481.6
1.618	3,383.6
1.000	3,323.0
0.618	3,285.6
HIGH	3,225.0
0.618	3,187.6
0.500	3,176.0
0.382	3,164.4
LOW	3,127.0
0.618	3,066.4
1.000	3,029.0
1.618	2,968.4
2.618	2,870.4
4.250	2,710.5

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	3,176.0	3,210.5
PP	3,174.0	3,197.0
S1	3,172.0	3,183.5

Download as Excel Spreadsheet

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

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