Dow Jones EURO STOXX 50 Index Future December 2020

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	3,380.0	3,430.0	50.0	1.5%	2,949.0
High	3,458.0	3,471.0	13.0	0.4%	3,221.0
Low	3,345.0	3,421.0	76.0	2.3%	2,938.0
Close	3,451.0	3,468.0	17.0	0.5%	3,198.0
Range	113.0	50.0	-63.0	-55.8%	283.0
ATR	92.9	89.8	-3.1	-3.3%	0.0
Volume	1,814,016	1,038,712	-775,304	-42.7%	6,137,599

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,603.3	3,585.7	3,495.5
R3	3,553.3	3,535.7	3,481.8
R2	3,503.3	3,503.3	3,477.2
R1	3,485.7	3,485.7	3,472.6	3,494.5
PP	3,453.3	3,453.3	3,453.3	3,457.8
S1	3,435.7	3,435.7	3,463.4	3,444.5
S2	3,403.3	3,403.3	3,458.8
S3	3,353.3	3,385.7	3,454.3
S4	3,303.3	3,335.7	3,440.5

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	3,471.0	3,137.0	334.0	9.6%	103.0	3.0%	99%	True	False	1,575,250
10	3,471.0	2,887.0	584.0	16.8%	101.9	2.9%	99%	True	False	1,445,079
20	3,471.0	2,887.0	584.0	16.8%	89.1	2.6%	99%	True	False	1,251,723
40	3,471.0	2,887.0	584.0	16.8%	72.1	2.1%	99%	True	False	1,067,260
60	3,471.0	2,887.0	584.0	16.8%	69.2	2.0%	99%	True	False	787,306
80	3,471.0	2,887.0	584.0	16.8%	64.7	1.9%	99%	True	False	591,081
100	3,471.0	2,887.0	584.0	16.8%	62.9	1.8%	99%	True	False	473,224
120	3,471.0	2,887.0	584.0	16.8%	60.2	1.7%	99%	True	False	396,097

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	18.0
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	3,683.5
2.618	3,601.9
1.618	3,551.9
1.000	3,521.0
0.618	3,501.9
HIGH	3,471.0
0.618	3,451.9
0.500	3,446.0
0.382	3,440.1
LOW	3,421.0
0.618	3,390.1
1.000	3,371.0
1.618	3,340.1
2.618	3,290.1
4.250	3,208.5

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	3,460.7	3,428.7
PP	3,453.3	3,389.3
S1	3,446.0	3,350.0

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

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