Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	2,976.0	3,024.0	48.0	1.6%	3,022.0
High	3,029.0	3,031.0	2.0	0.1%	3,030.0
Low	2,976.0	3,012.0	36.0	1.2%	2,888.0
Close	3,028.0	3,018.0	-10.0	-0.3%	2,970.0
Range	53.0	19.0	-34.0	-64.2%	142.0
ATR	52.4	50.0	-2.4	-4.6%	0.0
Volume	707,766	821,730	113,964	16.1%	4,485,416

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,077.3	3,066.7	3,028.5
R3	3,058.3	3,047.7	3,023.2
R2	3,039.3	3,039.3	3,021.5
R1	3,028.7	3,028.7	3,019.7	3,024.5
PP	3,020.3	3,020.3	3,020.3	3,018.3
S1	3,009.7	3,009.7	3,016.3	3,005.5
S2	3,001.3	3,001.3	3,014.5
S3	2,982.3	2,990.7	3,012.8
S4	2,963.3	2,971.7	3,007.6

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,388.7	3,321.3	3,048.1
R3	3,246.7	3,179.3	3,009.1
R2	3,104.7	3,104.7	2,996.0
R1	3,037.3	3,037.3	2,983.0	3,000.0
PP	2,962.7	2,962.7	2,962.7	2,944.0
S1	2,895.3	2,895.3	2,957.0	2,858.0
S2	2,820.7	2,820.7	2,944.0
S3	2,678.7	2,753.3	2,931.0
S4	2,536.7	2,611.3	2,891.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,031.0	2,914.0	117.0	3.9%	35.0	1.2%	89%	True	False	776,449
10	3,031.0	2,888.0	143.0	4.7%	42.5	1.4%	91%	True	False	862,555
20	3,031.0	2,888.0	143.0	4.7%	41.3	1.4%	91%	True	False	904,317
40	3,058.0	2,645.0	413.0	13.7%	54.8	1.8%	90%	False	False	1,250,790
60	3,078.0	2,645.0	433.0	14.3%	52.1	1.7%	86%	False	False	940,999
80	3,078.0	2,645.0	433.0	14.3%	50.4	1.7%	86%	False	False	708,062
100	3,078.0	2,645.0	433.0	14.3%	50.1	1.7%	86%	False	False	567,949
120	3,078.0	2,645.0	433.0	14.3%	47.2	1.6%	86%	False	False	474,588

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	8.7
Narrowest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	3,111.8
2.618	3,080.7
1.618	3,061.7
1.000	3,050.0
0.618	3,042.7
HIGH	3,031.0
0.618	3,023.7
0.500	3,021.5
0.382	3,019.3
LOW	3,012.0
0.618	3,000.3
1.000	2,993.0
1.618	2,981.3
2.618	2,962.3
4.250	2,931.3

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	3,021.5	3,013.0
PP	3,020.3	3,008.0
S1	3,019.2	3,003.0

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

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