Dow Jones EURO STOXX 50 Index Future December 2020

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

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	3,100.0	3,030.0	-70.0	-2.3%	3,243.0
High	3,114.0	3,036.0	-78.0	-2.5%	3,276.0
Low	3,030.0	2,924.0	-106.0	-3.5%	3,125.0
Close	3,068.0	2,946.0	-122.0	-4.0%	3,184.0
Range	84.0	112.0	28.0	33.3%	151.0
ATR	64.5	70.2	5.7	8.8%	0.0
Volume	1,102,936	2,083,028	980,092	88.9%	4,048,520

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,304.7	3,237.3	3,007.6
R3	3,192.7	3,125.3	2,976.8
R2	3,080.7	3,080.7	2,966.5
R1	3,013.3	3,013.3	2,956.3	2,991.0
PP	2,968.7	2,968.7	2,968.7	2,957.5
S1	2,901.3	2,901.3	2,935.7	2,879.0
S2	2,856.7	2,856.7	2,925.5
S3	2,744.7	2,789.3	2,915.2
S4	2,632.7	2,677.3	2,884.4

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	3,211.0	2,924.0	287.0	9.7%	83.6	2.8%	8%	False	True	1,206,779
10	3,276.0	2,924.0	352.0	11.9%	76.2	2.6%	6%	False	True	1,058,367
20	3,301.0	2,924.0	377.0	12.8%	59.3	2.0%	6%	False	True	900,651
40	3,385.0	2,924.0	461.0	15.6%	64.5	2.2%	5%	False	True	817,856
60	3,385.0	2,924.0	461.0	15.6%	60.3	2.0%	5%	False	True	546,929
80	3,430.0	2,924.0	506.0	17.2%	58.7	2.0%	4%	False	True	410,626
100	3,430.0	2,924.0	506.0	17.2%	59.4	2.0%	4%	False	True	329,900
120	3,430.0	2,665.0	765.0	26.0%	54.2	1.8%	37%	False	False	276,442

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.9
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	3,512.0
2.618	3,329.2
1.618	3,217.2
1.000	3,148.0
0.618	3,105.2
HIGH	3,036.0
0.618	2,993.2
0.500	2,980.0
0.382	2,966.8
LOW	2,924.0
0.618	2,854.8
1.000	2,812.0
1.618	2,742.8
2.618	2,630.8
4.250	2,448.0

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	2,980.0	3,054.0
PP	2,968.7	3,018.0
S1	2,957.3	2,982.0

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

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