Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	3,030.0	2,986.0	-44.0	-1.5%	3,075.0
High	3,037.0	2,997.0	-40.0	-1.3%	3,078.0
Low	2,962.0	2,973.0	11.0	0.4%	2,962.0
Close	2,978.0	2,990.0	12.0	0.4%	2,978.0
Range	75.0	24.0	-51.0	-68.0%	116.0
ATR	49.1	47.3	-1.8	-3.7%	0.0
Volume	31,283	143,564	112,281	358.9%	277,795

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,058.7	3,048.3	3,003.2
R3	3,034.7	3,024.3	2,996.6
R2	3,010.7	3,010.7	2,994.4
R1	3,000.3	3,000.3	2,992.2	3,005.5
PP	2,986.7	2,986.7	2,986.7	2,989.3
S1	2,976.3	2,976.3	2,987.8	2,981.5
S2	2,962.7	2,962.7	2,985.6
S3	2,938.7	2,952.3	2,983.4
S4	2,914.7	2,928.3	2,976.8

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,354.0	3,282.0	3,041.8
R3	3,238.0	3,166.0	3,009.9
R2	3,122.0	3,122.0	2,999.3
R1	3,050.0	3,050.0	2,988.6	3,028.0
PP	3,006.0	3,006.0	3,006.0	2,995.0
S1	2,934.0	2,934.0	2,967.4	2,912.0
S2	2,890.0	2,890.0	2,956.7
S3	2,774.0	2,818.0	2,946.1
S4	2,658.0	2,702.0	2,914.2

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	2,962.0	116.0	3.9%	42.2	1.4%	24%	False	False	84,271
10	3,078.0	2,892.0	186.0	6.2%	44.9	1.5%	53%	False	False	42,982
20	3,078.0	2,866.0	212.0	7.1%	45.6	1.5%	58%	False	False	28,022
40	3,078.0	2,802.0	276.0	9.2%	45.4	1.5%	68%	False	False	17,200
60	3,078.0	2,763.0	315.0	10.5%	47.4	1.6%	72%	False	False	14,689
80	3,078.0	2,603.0	475.0	15.9%	40.0	1.3%	81%	False	False	12,405
100	3,078.0	2,603.0	475.0	15.9%	38.6	1.3%	81%	False	False	9,982

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,099.0
2.618	3,059.8
1.618	3,035.8
1.000	3,021.0
0.618	3,011.8
HIGH	2,997.0
0.618	2,987.8
0.500	2,985.0
0.382	2,982.2
LOW	2,973.0
0.618	2,958.2
1.000	2,949.0
1.618	2,934.2
2.618	2,910.2
4.250	2,871.0

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	2,988.3	2,999.5
PP	2,986.7	2,996.3
S1	2,985.0	2,993.2

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

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