Dow Jones EURO STOXX 50 Index Future March 2021

Trading Metrics calculated at close of trading on 05-Jan-2021

Day Change Summary
	Previous	Current
	04-Jan-2021	05-Jan-2021	Change	Change %	Previous Week
Open	3,554.0	3,538.0	-16.0	-0.5%	3,537.0
High	3,597.0	3,561.0	-36.0	-1.0%	3,588.0
Low	3,515.0	3,509.0	-6.0	-0.2%	3,528.0
Close	3,551.0	3,527.0	-24.0	-0.7%	3,550.0
Range	82.0	52.0	-30.0	-36.6%	60.0
ATR	54.5	54.3	-0.2	-0.3%	0.0
Volume	937,828	750,022	-187,806	-20.0%	1,334,448

Daily Pivots for day following 05-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3,688.3	3,659.7	3,555.6
R3	3,636.3	3,607.7	3,541.3
R2	3,584.3	3,584.3	3,536.5
R1	3,555.7	3,555.7	3,531.8	3,544.0
PP	3,532.3	3,532.3	3,532.3	3,526.5
S1	3,503.7	3,503.7	3,522.2	3,492.0
S2	3,480.3	3,480.3	3,517.5
S3	3,428.3	3,451.7	3,512.7
S4	3,376.3	3,399.7	3,498.4

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	3,735.3	3,702.7	3,583.0
R3	3,675.3	3,642.7	3,566.5
R2	3,615.3	3,615.3	3,561.0
R1	3,582.7	3,582.7	3,555.5	3,599.0
PP	3,555.3	3,555.3	3,555.3	3,563.5
S1	3,522.7	3,522.7	3,544.5	3,539.0
S2	3,495.3	3,495.3	3,539.0
S3	3,435.3	3,462.7	3,533.5
S4	3,375.3	3,402.7	3,517.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,597.0	3,509.0	88.0	2.5%	52.0	1.5%	20%	False	True	604,459
10	3,597.0	3,379.0	218.0	6.2%	61.5	1.7%	68%	False	False	733,871
20	3,597.0	3,379.0	218.0	6.2%	51.0	1.4%	68%	False	False	573,623
40	3,597.0	3,126.0	471.0	13.4%	50.3	1.4%	85%	False	False	290,939
60	3,597.0	2,874.0	723.0	20.5%	52.1	1.5%	90%	False	False	194,841
80	3,597.0	2,874.0	723.0	20.5%	47.2	1.3%	90%	False	False	146,807

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,782.0
2.618	3,697.1
1.618	3,645.1
1.000	3,613.0
0.618	3,593.1
HIGH	3,561.0
0.618	3,541.1
0.500	3,535.0
0.382	3,528.9
LOW	3,509.0
0.618	3,476.9
1.000	3,457.0
1.618	3,424.9
2.618	3,372.9
4.250	3,288.0

Fisher Pivots for day following 05-Jan-2021
Pivot	1 day	3 day
R1	3,535.0	3,553.0
PP	3,532.3	3,544.3
S1	3,529.7	3,535.7

Download as Excel Spreadsheet

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

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