Dow Jones EURO STOXX 50 Index Future December 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	3,159.0	3,156.0	-3.0	-0.1%	3,275.0
High	3,174.0	3,221.0	47.0	1.5%	3,277.0
Low	3,086.0	3,153.0	67.0	2.2%	3,086.0
Close	3,119.0	3,218.0	99.0	3.2%	3,119.0
Range	88.0	68.0	-20.0	-22.7%	191.0
ATR	67.8	70.3	2.4	3.6%	0.0
Volume	1,095,631	842,590	-253,041	-23.1%	5,576,079

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,401.3	3,377.7	3,255.4
R3	3,333.3	3,309.7	3,236.7
R2	3,265.3	3,265.3	3,230.5
R1	3,241.7	3,241.7	3,224.2	3,253.5
PP	3,197.3	3,197.3	3,197.3	3,203.3
S1	3,173.7	3,173.7	3,211.8	3,185.5
S2	3,129.3	3,129.3	3,205.5
S3	3,061.3	3,105.7	3,199.3
S4	2,993.3	3,037.7	3,180.6

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,733.7	3,617.3	3,224.1
R3	3,542.7	3,426.3	3,171.5
R2	3,351.7	3,351.7	3,154.0
R1	3,235.3	3,235.3	3,136.5	3,198.0
PP	3,160.7	3,160.7	3,160.7	3,142.0
S1	3,044.3	3,044.3	3,101.5	3,007.0
S2	2,969.7	2,969.7	3,084.0
S3	2,778.7	2,853.3	3,066.5
S4	2,587.7	2,662.3	3,014.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,221.0	3,086.0	135.0	4.2%	65.4	2.0%	98%	True	False	979,727
10	3,337.0	3,086.0	251.0	7.8%	65.9	2.0%	53%	False	False	1,095,994
20	3,385.0	3,086.0	299.0	9.3%	71.7	2.2%	44%	False	False	651,038
40	3,385.0	3,086.0	299.0	9.3%	61.4	1.9%	44%	False	False	327,661
60	3,430.0	3,086.0	344.0	10.7%	58.0	1.8%	38%	False	False	218,897
80	3,430.0	3,026.0	404.0	12.6%	58.6	1.8%	48%	False	False	166,049
100	3,430.0	2,665.0	765.0	23.8%	52.8	1.6%	72%	False	False	134,583
120	3,430.0	2,665.0	765.0	23.8%	48.4	1.5%	72%	False	False	114,534

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	12.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,510.0
2.618	3,399.0
1.618	3,331.0
1.000	3,289.0
0.618	3,263.0
HIGH	3,221.0
0.618	3,195.0
0.500	3,187.0
0.382	3,179.0
LOW	3,153.0
0.618	3,111.0
1.000	3,085.0
1.618	3,043.0
2.618	2,975.0
4.250	2,864.0

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	3,207.7	3,196.5
PP	3,197.3	3,175.0
S1	3,187.0	3,153.5

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

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