Dow Jones EURO STOXX 50 Index Future December 2020

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	3,314.0	3,299.0	-15.0	-0.5%	3,305.0
High	3,337.0	3,333.0	-4.0	-0.1%	3,336.0
Low	3,291.0	3,287.0	-4.0	-0.1%	3,228.0
Close	3,307.0	3,323.0	16.0	0.5%	3,309.0
Range	46.0	46.0	0.0	0.0%	108.0
ATR	66.8	65.4	-1.5	-2.2%	0.0
Volume	1,181,871	1,485,370	303,499	25.7%	800,047

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,452.3	3,433.7	3,348.3
R3	3,406.3	3,387.7	3,335.7
R2	3,360.3	3,360.3	3,331.4
R1	3,341.7	3,341.7	3,327.2	3,351.0
PP	3,314.3	3,314.3	3,314.3	3,319.0
S1	3,295.7	3,295.7	3,318.8	3,305.0
S2	3,268.3	3,268.3	3,314.6
S3	3,222.3	3,249.7	3,310.4
S4	3,176.3	3,203.7	3,297.7

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,615.0	3,570.0	3,368.4
R3	3,507.0	3,462.0	3,338.7
R2	3,399.0	3,399.0	3,328.8
R1	3,354.0	3,354.0	3,318.9	3,376.5
PP	3,291.0	3,291.0	3,291.0	3,302.3
S1	3,246.0	3,246.0	3,299.1	3,268.5
S2	3,183.0	3,183.0	3,289.2
S3	3,075.0	3,138.0	3,279.3
S4	2,967.0	3,030.0	3,249.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,337.0	3,230.0	107.0	3.2%	59.4	1.8%	87%	False	False	685,497
10	3,385.0	3,223.0	162.0	4.9%	73.7	2.2%	62%	False	False	352,369
20	3,385.0	3,204.0	181.0	5.4%	64.1	1.9%	66%	False	False	179,766
40	3,430.0	3,127.0	303.0	9.1%	58.0	1.7%	65%	False	False	91,098
60	3,430.0	3,127.0	303.0	9.1%	57.1	1.7%	65%	False	False	61,407
80	3,430.0	2,946.0	484.0	14.6%	53.9	1.6%	78%	False	False	48,697
100	3,430.0	2,665.0	765.0	23.0%	49.0	1.5%	86%	False	False	41,102
120	3,430.0	2,612.0	818.0	24.6%	43.8	1.3%	87%	False	False	37,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.6

Fibonacci Retracements and Extensions
4.250	3,528.5
2.618	3,453.4
1.618	3,407.4
1.000	3,379.0
0.618	3,361.4
HIGH	3,333.0
0.618	3,315.4
0.500	3,310.0
0.382	3,304.6
LOW	3,287.0
0.618	3,258.6
1.000	3,241.0
1.618	3,212.6
2.618	3,166.6
4.250	3,091.5

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	3,318.7	3,318.2
PP	3,314.3	3,313.3
S1	3,310.0	3,308.5

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