Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	2,945.0	2,955.0	10.0	0.3%	2,854.0
High	2,964.0	2,978.0	14.0	0.5%	2,973.0
Low	2,928.0	2,924.0	-4.0	-0.1%	2,836.0
Close	2,949.0	2,948.0	-1.0	0.0%	2,949.0
Range	36.0	54.0	18.0	50.0%	137.0
ATR	70.6	69.4	-1.2	-1.7%	0.0
Volume	878,919	1,006,632	127,713	14.5%	5,691,105

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,112.0	3,084.0	2,977.7
R3	3,058.0	3,030.0	2,962.9
R2	3,004.0	3,004.0	2,957.9
R1	2,976.0	2,976.0	2,953.0	2,963.0
PP	2,950.0	2,950.0	2,950.0	2,943.5
S1	2,922.0	2,922.0	2,943.1	2,909.0
S2	2,896.0	2,896.0	2,938.1
S3	2,842.0	2,868.0	2,933.2
S4	2,788.0	2,814.0	2,918.3

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,330.3	3,276.7	3,024.4
R3	3,193.3	3,139.7	2,986.7
R2	3,056.3	3,056.3	2,974.1
R1	3,002.7	3,002.7	2,961.6	3,029.5
PP	2,919.3	2,919.3	2,919.3	2,932.8
S1	2,865.7	2,865.7	2,936.4	2,892.5
S2	2,782.3	2,782.3	2,923.9
S3	2,645.3	2,728.7	2,911.3
S4	2,508.3	2,591.7	2,873.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,978.0	2,869.0	109.0	3.7%	46.4	1.6%	72%	True	False	1,072,048
10	2,978.0	2,734.0	244.0	8.3%	55.8	1.9%	88%	True	False	1,223,405
20	3,058.0	2,645.0	413.0	14.0%	66.8	2.3%	73%	False	False	1,526,411
40	3,078.0	2,645.0	433.0	14.7%	57.1	1.9%	70%	False	False	1,030,704
60	3,078.0	2,645.0	433.0	14.7%	53.3	1.8%	70%	False	False	690,805
80	3,078.0	2,645.0	433.0	14.7%	52.1	1.8%	70%	False	False	519,217
100	3,078.0	2,645.0	433.0	14.7%	49.0	1.7%	70%	False	False	417,899
120	3,078.0	2,603.0	475.0	16.1%	44.6	1.5%	73%	False	False	348,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,207.5
2.618	3,119.4
1.618	3,065.4
1.000	3,032.0
0.618	3,011.4
HIGH	2,978.0
0.618	2,957.4
0.500	2,951.0
0.382	2,944.6
LOW	2,924.0
0.618	2,890.6
1.000	2,870.0
1.618	2,836.6
2.618	2,782.6
4.250	2,694.5

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	2,951.0	2,951.0
PP	2,950.0	2,950.0
S1	2,949.0	2,949.0

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

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