Dow Jones EURO STOXX 50 Index Future December 2020

Trading Metrics calculated at close of trading on 27-Oct-2020

Day Change Summary
	Previous	Current
	26-Oct-2020	27-Oct-2020	Change	Change %	Previous Week
Open	3,177.0	3,100.0	-77.0	-2.4%	3,243.0
High	3,184.0	3,114.0	-70.0	-2.2%	3,276.0
Low	3,074.0	3,030.0	-44.0	-1.4%	3,125.0
Close	3,097.0	3,068.0	-29.0	-0.9%	3,184.0
Range	110.0	84.0	-26.0	-23.6%	151.0
ATR	63.0	64.5	1.5	2.4%	0.0
Volume	1,058,106	1,102,936	44,830	4.2%	4,048,520

Daily Pivots for day following 27-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,322.7	3,279.3	3,114.2
R3	3,238.7	3,195.3	3,091.1
R2	3,154.7	3,154.7	3,083.4
R1	3,111.3	3,111.3	3,075.7	3,091.0
PP	3,070.7	3,070.7	3,070.7	3,060.5
S1	3,027.3	3,027.3	3,060.3	3,007.0
S2	2,986.7	2,986.7	3,052.6
S3	2,902.7	2,943.3	3,044.9
S4	2,818.7	2,859.3	3,021.8

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,648.0	3,567.0	3,267.1
R3	3,497.0	3,416.0	3,225.5
R2	3,346.0	3,346.0	3,211.7
R1	3,265.0	3,265.0	3,197.8	3,230.0
PP	3,195.0	3,195.0	3,195.0	3,177.5
S1	3,114.0	3,114.0	3,170.2	3,079.0
S2	3,044.0	3,044.0	3,156.3
S3	2,893.0	2,963.0	3,142.5
S4	2,742.0	2,812.0	3,101.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,243.0	3,030.0	213.0	6.9%	77.0	2.5%	18%	False	True	967,309
10	3,280.0	3,030.0	250.0	8.1%	68.5	2.2%	15%	False	True	909,872
20	3,301.0	3,030.0	271.0	8.8%	56.6	1.8%	14%	False	True	850,175
40	3,385.0	3,030.0	355.0	11.6%	63.2	2.1%	11%	False	True	765,825
60	3,385.0	3,030.0	355.0	11.6%	59.1	1.9%	11%	False	True	512,348
80	3,430.0	3,030.0	400.0	13.0%	57.7	1.9%	10%	False	True	384,590
100	3,430.0	3,026.0	404.0	13.2%	58.5	1.9%	10%	False	False	309,135
120	3,430.0	2,665.0	765.0	24.9%	53.4	1.7%	53%	False	False	259,101

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	14.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,471.0
2.618	3,333.9
1.618	3,249.9
1.000	3,198.0
0.618	3,165.9
HIGH	3,114.0
0.618	3,081.9
0.500	3,072.0
0.382	3,062.1
LOW	3,030.0
0.618	2,978.1
1.000	2,946.0
1.618	2,894.1
2.618	2,810.1
4.250	2,673.0

Fisher Pivots for day following 27-Oct-2020
Pivot	1 day	3 day
R1	3,072.0	3,120.5
PP	3,070.7	3,103.0
S1	3,069.3	3,085.5

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

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