Dow Jones EURO STOXX 50 Index Future December 2020

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	3,448.0	3,451.0	3.0	0.1%	3,457.0
High	3,466.0	3,479.0	13.0	0.4%	3,495.0
Low	3,436.0	3,438.0	2.0	0.1%	3,436.0
Close	3,449.0	3,463.0	14.0	0.4%	3,463.0
Range	30.0	41.0	11.0	36.7%	59.0
ATR	76.0	73.5	-2.5	-3.3%	0.0
Volume	729,578	907,715	178,137	24.4%	4,156,951

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,583.0	3,564.0	3,485.6
R3	3,542.0	3,523.0	3,474.3
R2	3,501.0	3,501.0	3,470.5
R1	3,482.0	3,482.0	3,466.8	3,491.5
PP	3,460.0	3,460.0	3,460.0	3,464.8
S1	3,441.0	3,441.0	3,459.2	3,450.5
S2	3,419.0	3,419.0	3,455.5
S3	3,378.0	3,400.0	3,451.7
S4	3,337.0	3,359.0	3,440.5

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,641.7	3,611.3	3,495.5
R3	3,582.7	3,552.3	3,479.2
R2	3,523.7	3,523.7	3,473.8
R1	3,493.3	3,493.3	3,468.4	3,508.5
PP	3,464.7	3,464.7	3,464.7	3,472.3
S1	3,434.3	3,434.3	3,457.6	3,449.5
S2	3,405.7	3,405.7	3,452.2
S3	3,346.7	3,375.3	3,446.8
S4	3,287.7	3,316.3	3,430.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,495.0	3,436.0	59.0	1.7%	41.6	1.2%	46%	False	False	831,390
10	3,495.0	3,229.0	266.0	7.7%	71.6	2.1%	88%	False	False	1,151,085
20	3,495.0	2,887.0	608.0	17.6%	83.3	2.4%	95%	False	False	1,236,644
40	3,495.0	2,887.0	608.0	17.6%	68.0	2.0%	95%	False	False	1,026,229
60	3,495.0	2,887.0	608.0	17.6%	68.9	2.0%	95%	False	False	887,316
80	3,495.0	2,887.0	608.0	17.6%	65.0	1.9%	95%	False	False	666,416
100	3,495.0	2,887.0	608.0	17.6%	61.7	1.8%	95%	False	False	533,404
120	3,495.0	2,887.0	608.0	17.6%	61.4	1.8%	95%	False	False	445,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	13.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,653.3
2.618	3,586.3
1.618	3,545.3
1.000	3,520.0
0.618	3,504.3
HIGH	3,479.0
0.618	3,463.3
0.500	3,458.5
0.382	3,453.7
LOW	3,438.0
0.618	3,412.7
1.000	3,397.0
1.618	3,371.7
2.618	3,330.7
4.250	3,263.8

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	3,461.5	3,462.5
PP	3,460.0	3,462.0
S1	3,458.5	3,461.5

Download as Excel Spreadsheet

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

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