Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	3,489.0	3,340.0	-149.0	-4.3%	3,400.0
High	3,508.0	3,408.0	-100.0	-2.9%	3,531.0
Low	3,447.0	3,311.0	-136.0	-3.9%	3,370.0
Close	3,458.0	3,358.0	-100.0	-2.9%	3,458.0
Range	61.0	97.0	36.0	59.0%	161.0
ATR	90.8	94.8	4.0	4.4%	0.0
Volume	891,298	1,756,888	865,590	97.1%	5,476,764

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,650.0	3,601.0	3,411.4
R3	3,553.0	3,504.0	3,384.7
R2	3,456.0	3,456.0	3,375.8
R1	3,407.0	3,407.0	3,366.9	3,431.5
PP	3,359.0	3,359.0	3,359.0	3,371.3
S1	3,310.0	3,310.0	3,349.1	3,334.5
S2	3,262.0	3,262.0	3,340.2
S3	3,165.0	3,213.0	3,331.3
S4	3,068.0	3,116.0	3,304.7

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,936.0	3,858.0	3,546.6
R3	3,775.0	3,697.0	3,502.3
R2	3,614.0	3,614.0	3,487.5
R1	3,536.0	3,536.0	3,472.8	3,575.0
PP	3,453.0	3,453.0	3,453.0	3,472.5
S1	3,375.0	3,375.0	3,443.2	3,414.0
S2	3,292.0	3,292.0	3,428.5
S3	3,131.0	3,214.0	3,413.7
S4	2,970.0	3,053.0	3,369.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,531.0	3,311.0	220.0	6.6%	100.4	3.0%	21%	False	True	1,446,730
10	3,651.0	3,311.0	340.0	10.1%	86.6	2.6%	14%	False	True	1,407,000
20	3,651.0	3,311.0	340.0	10.1%	86.6	2.6%	14%	False	True	1,158,835
40	3,678.0	3,311.0	367.0	10.9%	75.3	2.2%	13%	False	True	587,103
60	3,761.0	3,311.0	450.0	13.4%	72.3	2.2%	10%	False	True	392,417
80	3,761.0	3,311.0	450.0	13.4%	63.5	1.9%	10%	False	True	294,776
100	3,761.0	3,265.0	496.0	14.8%	53.3	1.6%	19%	False	False	235,855
120	3,761.0	2,998.0	763.0	22.7%	50.8	1.5%	47%	False	False	196,555

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	18.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,820.3
2.618	3,661.9
1.618	3,564.9
1.000	3,505.0
0.618	3,467.9
HIGH	3,408.0
0.618	3,370.9
0.500	3,359.5
0.382	3,348.1
LOW	3,311.0
0.618	3,251.1
1.000	3,214.0
1.618	3,154.1
2.618	3,057.1
4.250	2,898.8

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	3,359.5	3,421.0
PP	3,359.0	3,400.0
S1	3,358.5	3,379.0

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

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