Dow Jones EURO STOXX 50 Index Future December 2020

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	3,465.0	3,408.0	-57.0	-1.6%	3,229.0
High	3,465.0	3,453.0	-12.0	-0.3%	3,471.0
Low	3,393.0	3,392.0	-1.0	0.0%	3,229.0
Close	3,432.0	3,438.0	6.0	0.2%	3,438.0
Range	72.0	61.0	-11.0	-15.3%	242.0
ATR	88.7	86.8	-2.0	-2.2%	0.0
Volume	1,005,458	875,622	-129,836	-12.9%	7,353,900

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,610.7	3,585.3	3,471.6
R3	3,549.7	3,524.3	3,454.8
R2	3,488.7	3,488.7	3,449.2
R1	3,463.3	3,463.3	3,443.6	3,476.0
PP	3,427.7	3,427.7	3,427.7	3,434.0
S1	3,402.3	3,402.3	3,432.4	3,415.0
S2	3,366.7	3,366.7	3,426.8
S3	3,305.7	3,341.3	3,421.2
S4	3,244.7	3,280.3	3,404.5

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	4,105.3	4,013.7	3,571.1
R3	3,863.3	3,771.7	3,504.6
R2	3,621.3	3,621.3	3,482.4
R1	3,529.7	3,529.7	3,460.2	3,575.5
PP	3,379.3	3,379.3	3,379.3	3,402.3
S1	3,287.7	3,287.7	3,415.8	3,333.5
S2	3,137.3	3,137.3	3,393.6
S3	2,895.3	3,045.7	3,371.5
S4	2,653.3	2,803.7	3,304.9

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	3,229.0	242.0	7.0%	101.6	3.0%	86%	False	False	1,470,780
10	3,471.0	2,938.0	533.0	15.5%	99.5	2.9%	94%	False	False	1,349,149
20	3,471.0	2,887.0	584.0	17.0%	88.2	2.6%	94%	False	False	1,231,223
40	3,471.0	2,887.0	584.0	17.0%	72.7	2.1%	94%	False	False	1,061,708
60	3,471.0	2,887.0	584.0	17.0%	70.2	2.0%	94%	False	False	818,462
80	3,471.0	2,887.0	584.0	17.0%	65.1	1.9%	94%	False	False	614,581
100	3,471.0	2,887.0	584.0	17.0%	62.5	1.8%	94%	False	False	492,030
120	3,471.0	2,887.0	584.0	17.0%	60.7	1.8%	94%	False	False	411,391

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,712.3
2.618	3,612.7
1.618	3,551.7
1.000	3,514.0
0.618	3,490.7
HIGH	3,453.0
0.618	3,429.7
0.500	3,422.5
0.382	3,415.3
LOW	3,392.0
0.618	3,354.3
1.000	3,331.0
1.618	3,293.3
2.618	3,232.3
4.250	3,132.8

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	3,432.8	3,435.8
PP	3,427.7	3,433.7
S1	3,422.5	3,431.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols