Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	3,083.0	3,090.0	7.0	0.2%	2,991.0
High	3,097.0	3,102.0	5.0	0.2%	3,087.0
Low	3,063.0	3,041.0	-22.0	-0.7%	2,973.0
Close	3,091.0	3,084.0	-7.0	-0.2%	3,082.0
Range	34.0	61.0	27.0	79.4%	114.0
ATR	44.4	45.6	1.2	2.7%	0.0
Volume	1,619,211	1,619,211	0	0.0%	5,173,729

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,258.7	3,232.3	3,117.6
R3	3,197.7	3,171.3	3,100.8
R2	3,136.7	3,136.7	3,095.2
R1	3,110.3	3,110.3	3,089.6	3,093.0
PP	3,075.7	3,075.7	3,075.7	3,067.0
S1	3,049.3	3,049.3	3,078.4	3,032.0
S2	3,014.7	3,014.7	3,072.8
S3	2,953.7	2,988.3	3,067.2
S4	2,892.7	2,927.3	3,050.5

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,389.3	3,349.7	3,144.7
R3	3,275.3	3,235.7	3,113.4
R2	3,161.3	3,161.3	3,102.9
R1	3,121.7	3,121.7	3,092.5	3,141.5
PP	3,047.3	3,047.3	3,047.3	3,057.3
S1	3,007.7	3,007.7	3,071.6	3,027.5
S2	2,933.3	2,933.3	3,061.1
S3	2,819.3	2,893.7	3,050.7
S4	2,705.3	2,779.7	3,019.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,102.0	3,004.0	98.0	3.2%	49.0	1.6%	82%	True	False	1,288,405
10	3,102.0	2,970.0	132.0	4.3%	43.6	1.4%	86%	True	False	1,109,163
20	3,102.0	2,948.0	154.0	5.0%	40.6	1.3%	88%	True	False	954,537
40	3,102.0	2,888.0	214.0	6.9%	41.0	1.3%	92%	True	False	929,427
60	3,102.0	2,645.0	457.0	14.8%	50.1	1.6%	96%	True	False	1,152,039
80	3,102.0	2,645.0	457.0	14.8%	49.2	1.6%	96%	True	False	944,383
100	3,102.0	2,645.0	457.0	14.8%	48.4	1.6%	96%	True	False	757,357
120	3,102.0	2,645.0	457.0	14.8%	48.5	1.6%	96%	True	False	632,381

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,361.3
2.618	3,261.7
1.618	3,200.7
1.000	3,163.0
0.618	3,139.7
HIGH	3,102.0
0.618	3,078.7
0.500	3,071.5
0.382	3,064.3
LOW	3,041.0
0.618	3,003.3
1.000	2,980.0
1.618	2,942.3
2.618	2,881.3
4.250	2,781.8

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	3,079.8	3,079.8
PP	3,075.7	3,075.7
S1	3,071.5	3,071.5

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

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