Dow Jones EURO STOXX 50 Index Future December 2020

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	3,311.0	3,309.0	-2.0	-0.1%	3,305.0
High	3,337.0	3,314.0	-23.0	-0.7%	3,336.0
Low	3,297.0	3,272.0	-25.0	-0.8%	3,228.0
Close	3,321.0	3,308.0	-13.0	-0.4%	3,309.0
Range	40.0	42.0	2.0	5.0%	108.0
ATR	63.5	62.5	-1.0	-1.6%	0.0
Volume	952,730	816,101	-136,629	-14.3%	800,047

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,424.0	3,408.0	3,331.1
R3	3,382.0	3,366.0	3,319.6
R2	3,340.0	3,340.0	3,315.7
R1	3,324.0	3,324.0	3,311.9	3,311.0
PP	3,298.0	3,298.0	3,298.0	3,291.5
S1	3,282.0	3,282.0	3,304.2	3,269.0
S2	3,256.0	3,256.0	3,300.3
S3	3,214.0	3,240.0	3,296.5
S4	3,172.0	3,198.0	3,284.9

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	3,272.0	65.0	2.0%	42.4	1.3%	55%	False	True	965,428
10	3,385.0	3,223.0	162.0	4.9%	68.7	2.1%	52%	False	False	527,861
20	3,385.0	3,204.0	181.0	5.5%	63.3	1.9%	57%	False	False	268,136
40	3,385.0	3,127.0	258.0	7.8%	57.4	1.7%	70%	False	False	135,282
60	3,430.0	3,127.0	303.0	9.2%	56.1	1.7%	60%	False	False	90,799
80	3,430.0	3,003.0	427.0	12.9%	54.0	1.6%	71%	False	False	70,314
100	3,430.0	2,665.0	765.0	23.1%	49.8	1.5%	84%	False	False	58,757
120	3,430.0	2,612.0	818.0	24.7%	44.0	1.3%	85%	False	False	51,767

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

Fibonacci Retracements and Extensions
4.250	3,492.5
2.618	3,424.0
1.618	3,382.0
1.000	3,356.0
0.618	3,340.0
HIGH	3,314.0
0.618	3,298.0
0.500	3,293.0
0.382	3,288.0
LOW	3,272.0
0.618	3,246.0
1.000	3,230.0
1.618	3,204.0
2.618	3,162.0
4.250	3,093.5

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	3,303.0	3,306.8
PP	3,298.0	3,305.7
S1	3,293.0	3,304.5

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

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