Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	3,475.0	3,425.0	-50.0	-1.4%	3,657.0
High	3,481.0	3,428.0	-53.0	-1.5%	3,682.0
Low	3,424.0	3,317.0	-107.0	-3.1%	3,472.0
Close	3,433.0	3,356.0	-77.0	-2.2%	3,495.0
Range	57.0	111.0	54.0	94.7%	210.0
ATR	67.4	70.9	3.5	5.1%	0.0
Volume	1,608,002	2,114,413	506,411	31.5%	4,900,657

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,700.0	3,639.0	3,417.1
R3	3,589.0	3,528.0	3,386.5
R2	3,478.0	3,478.0	3,376.4
R1	3,417.0	3,417.0	3,366.2	3,392.0
PP	3,367.0	3,367.0	3,367.0	3,354.5
S1	3,306.0	3,306.0	3,345.8	3,281.0
S2	3,256.0	3,256.0	3,335.7
S3	3,145.0	3,195.0	3,325.5
S4	3,034.0	3,084.0	3,295.0

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,179.7	4,047.3	3,610.5
R3	3,969.7	3,837.3	3,552.8
R2	3,759.7	3,759.7	3,533.5
R1	3,627.3	3,627.3	3,514.3	3,588.5
PP	3,549.7	3,549.7	3,549.7	3,530.3
S1	3,417.3	3,417.3	3,475.8	3,378.5
S2	3,339.7	3,339.7	3,456.5
S3	3,129.7	3,207.3	3,437.3
S4	2,919.7	2,997.3	3,379.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,541.0	3,317.0	224.0	6.7%	70.4	2.1%	17%	False	True	1,301,731
10	3,682.0	3,317.0	365.0	10.9%	68.4	2.0%	11%	False	True	1,110,438
20	3,688.0	3,317.0	371.0	11.1%	61.9	1.8%	11%	False	True	966,849
40	3,714.0	3,280.0	434.0	12.9%	68.2	2.0%	18%	False	False	1,089,191
60	3,714.0	3,280.0	434.0	12.9%	71.0	2.1%	18%	False	False	945,256
80	3,714.0	3,280.0	434.0	12.9%	71.1	2.1%	18%	False	False	711,514
100	3,761.0	3,280.0	481.0	14.3%	66.7	2.0%	16%	False	False	570,026
120	3,761.0	3,280.0	481.0	14.3%	60.5	1.8%	16%	False	False	475,063

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,899.8
2.618	3,718.6
1.618	3,607.6
1.000	3,539.0
0.618	3,496.6
HIGH	3,428.0
0.618	3,385.6
0.500	3,372.5
0.382	3,359.4
LOW	3,317.0
0.618	3,248.4
1.000	3,206.0
1.618	3,137.4
2.618	3,026.4
4.250	2,845.3

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	3,372.5	3,414.5
PP	3,367.0	3,395.0
S1	3,361.5	3,375.5

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

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