Dow Jones EURO STOXX 50 Index Future March 2021

Trading Metrics calculated at close of trading on 18-Dec-2020

Day Change Summary
	Previous	Current
	17-Dec-2020	18-Dec-2020	Change	Change %	Previous Week
Open	3,526.0	3,542.0	16.0	0.5%	3,491.0
High	3,558.0	3,570.0	12.0	0.3%	3,570.0
Low	3,526.0	3,514.0	-12.0	-0.3%	3,477.0
Close	3,546.0	3,527.0	-19.0	-0.5%	3,527.0
Range	32.0	56.0	24.0	75.0%	93.0
ATR	45.3	46.1	0.8	1.7%	0.0
Volume	752,103	1,077,471	325,368	43.3%	5,280,899

Daily Pivots for day following 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,705.0	3,672.0	3,557.8
R3	3,649.0	3,616.0	3,542.4
R2	3,593.0	3,593.0	3,537.3
R1	3,560.0	3,560.0	3,532.1	3,548.5
PP	3,537.0	3,537.0	3,537.0	3,531.3
S1	3,504.0	3,504.0	3,521.9	3,492.5
S2	3,481.0	3,481.0	3,516.7
S3	3,425.0	3,448.0	3,511.6
S4	3,369.0	3,392.0	3,496.2

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,803.7	3,758.3	3,578.2
R3	3,710.7	3,665.3	3,552.6
R2	3,617.7	3,617.7	3,544.1
R1	3,572.3	3,572.3	3,535.5	3,595.0
PP	3,524.7	3,524.7	3,524.7	3,536.0
S1	3,479.3	3,479.3	3,518.5	3,502.0
S2	3,431.7	3,431.7	3,510.0
S3	3,338.7	3,386.3	3,501.4
S4	3,245.7	3,293.3	3,475.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,570.0	3,477.0	93.0	2.6%	42.6	1.2%	54%	True	False	1,056,179
10	3,570.0	3,445.0	125.0	3.5%	43.6	1.2%	66%	True	False	591,260
20	3,570.0	3,445.0	125.0	3.5%	37.7	1.1%	66%	True	False	301,429
40	3,570.0	2,874.0	696.0	19.7%	53.0	1.5%	94%	True	False	154,241
60	3,570.0	2,874.0	696.0	19.7%	47.9	1.4%	94%	True	False	103,481
80	3,570.0	2,874.0	696.0	19.7%	42.8	1.2%	94%	True	False	77,945

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,808.0
2.618	3,716.6
1.618	3,660.6
1.000	3,626.0
0.618	3,604.6
HIGH	3,570.0
0.618	3,548.6
0.500	3,542.0
0.382	3,535.4
LOW	3,514.0
0.618	3,479.4
1.000	3,458.0
1.618	3,423.4
2.618	3,367.4
4.250	3,276.0

Fisher Pivots for day following 18-Dec-2020
Pivot	1 day	3 day
R1	3,542.0	3,539.0
PP	3,537.0	3,535.0
S1	3,532.0	3,531.0

Download as Excel Spreadsheet

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

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