Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	3,042.0	3,009.0	-33.0	-1.1%	2,929.0
High	3,043.0	3,035.0	-8.0	-0.3%	3,060.0
Low	3,006.0	3,006.0	0.0	0.0%	2,892.0
Close	3,015.0	3,020.0	5.0	0.2%	3,054.0
Range	37.0	29.0	-8.0	-21.6%	168.0
ATR	48.5	47.1	-1.4	-2.9%	0.0
Volume	50,118	26,147	-23,971	-47.8%	8,462

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,107.3	3,092.7	3,036.0
R3	3,078.3	3,063.7	3,028.0
R2	3,049.3	3,049.3	3,025.3
R1	3,034.7	3,034.7	3,022.7	3,042.0
PP	3,020.3	3,020.3	3,020.3	3,024.0
S1	3,005.7	3,005.7	3,017.3	3,013.0
S2	2,991.3	2,991.3	3,014.7
S3	2,962.3	2,976.7	3,012.0
S4	2,933.3	2,947.7	3,004.1

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,506.0	3,448.0	3,146.4
R3	3,338.0	3,280.0	3,100.2
R2	3,170.0	3,170.0	3,084.8
R1	3,112.0	3,112.0	3,069.4	3,141.0
PP	3,002.0	3,002.0	3,002.0	3,016.5
S1	2,944.0	2,944.0	3,038.6	2,973.0
S2	2,834.0	2,834.0	3,023.2
S3	2,666.0	2,776.0	3,007.8
S4	2,498.0	2,608.0	2,961.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,078.0	3,006.0	72.0	2.4%	31.2	1.0%	19%	False	True	50,201
10	3,078.0	2,882.0	196.0	6.5%	40.4	1.3%	70%	False	False	26,957
20	3,078.0	2,845.0	233.0	7.7%	45.2	1.5%	75%	False	False	20,604
40	3,078.0	2,763.0	315.0	10.4%	46.1	1.5%	82%	False	False	12,840
60	3,078.0	2,763.0	315.0	10.4%	46.5	1.5%	82%	False	False	12,475
80	3,078.0	2,603.0	475.0	15.7%	40.2	1.3%	88%	False	False	10,285
100	3,078.0	2,603.0	475.0	15.7%	38.5	1.3%	88%	False	False	8,235

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	4.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,158.3
2.618	3,110.9
1.618	3,081.9
1.000	3,064.0
0.618	3,052.9
HIGH	3,035.0
0.618	3,023.9
0.500	3,020.5
0.382	3,017.1
LOW	3,006.0
0.618	2,988.1
1.000	2,977.0
1.618	2,959.1
2.618	2,930.1
4.250	2,882.8

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	3,020.5	3,042.0
PP	3,020.3	3,034.7
S1	3,020.2	3,027.3

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

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