Dow Jones EURO STOXX 50 Index Future December 2020

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	3,139.0	3,197.0	58.0	1.8%	2,949.0
High	3,219.0	3,221.0	2.0	0.1%	3,221.0
Low	3,137.0	3,163.0	26.0	0.8%	2,938.0
Close	3,211.0	3,198.0	-13.0	-0.4%	3,198.0
Range	82.0	58.0	-24.0	-29.3%	283.0
ATR	81.3	79.6	-1.7	-2.0%	0.0
Volume	1,225,753	1,177,681	-48,072	-3.9%	6,137,599

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,368.0	3,341.0	3,229.9
R3	3,310.0	3,283.0	3,214.0
R2	3,252.0	3,252.0	3,208.6
R1	3,225.0	3,225.0	3,203.3	3,238.5
PP	3,194.0	3,194.0	3,194.0	3,200.8
S1	3,167.0	3,167.0	3,192.7	3,180.5
S2	3,136.0	3,136.0	3,187.4
S3	3,078.0	3,109.0	3,182.1
S4	3,020.0	3,051.0	3,166.1

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,968.0	3,866.0	3,353.7
R3	3,685.0	3,583.0	3,275.8
R2	3,402.0	3,402.0	3,249.9
R1	3,300.0	3,300.0	3,223.9	3,351.0
PP	3,119.0	3,119.0	3,119.0	3,144.5
S1	3,017.0	3,017.0	3,172.1	3,068.0
S2	2,836.0	2,836.0	3,146.1
S3	2,553.0	2,734.0	3,120.2
S4	2,270.0	2,451.0	3,042.4

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	2,938.0	283.0	8.8%	97.4	3.0%	92%	True	False	1,227,519
10	3,221.0	2,887.0	334.0	10.4%	95.0	3.0%	93%	True	False	1,322,204
20	3,301.0	2,887.0	414.0	12.9%	76.3	2.4%	75%	False	False	1,078,199
40	3,337.0	2,887.0	450.0	14.1%	66.0	2.1%	69%	False	False	1,020,939
60	3,385.0	2,887.0	498.0	15.6%	65.3	2.0%	62%	False	False	696,109
80	3,430.0	2,887.0	543.0	17.0%	61.8	1.9%	57%	False	False	522,678
100	3,430.0	2,887.0	543.0	17.0%	60.7	1.9%	57%	False	False	418,741
120	3,430.0	2,826.0	604.0	18.9%	57.9	1.8%	62%	False	False	350,600

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	16.3
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3,467.5
2.618	3,372.8
1.618	3,314.8
1.000	3,279.0
0.618	3,256.8
HIGH	3,221.0
0.618	3,198.8
0.500	3,192.0
0.382	3,185.2
LOW	3,163.0
0.618	3,127.2
1.000	3,105.0
1.618	3,069.2
2.618	3,011.2
4.250	2,916.5

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	3,196.0	3,170.3
PP	3,194.0	3,142.7
S1	3,192.0	3,115.0

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

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