Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	2,964.0	2,971.0	7.0	0.2%	2,955.0
High	2,994.0	2,983.0	-11.0	-0.4%	2,978.0
Low	2,956.0	2,945.0	-11.0	-0.4%	2,903.0
Close	2,964.0	2,977.0	13.0	0.4%	2,965.0
Range	38.0	38.0	0.0	0.0%	75.0
ATR	60.2	58.6	-1.6	-2.6%	0.0
Volume	911,774	1,024,193	112,419	12.3%	4,612,855

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,082.3	3,067.7	2,997.9
R3	3,044.3	3,029.7	2,987.5
R2	3,006.3	3,006.3	2,984.0
R1	2,991.7	2,991.7	2,980.5	2,999.0
PP	2,968.3	2,968.3	2,968.3	2,972.0
S1	2,953.7	2,953.7	2,973.5	2,961.0
S2	2,930.3	2,930.3	2,970.0
S3	2,892.3	2,915.7	2,966.6
S4	2,854.3	2,877.7	2,956.1

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,173.7	3,144.3	3,006.3
R3	3,098.7	3,069.3	2,985.6
R2	3,023.7	3,023.7	2,978.8
R1	2,994.3	2,994.3	2,971.9	3,009.0
PP	2,948.7	2,948.7	2,948.7	2,956.0
S1	2,919.3	2,919.3	2,958.1	2,934.0
S2	2,873.7	2,873.7	2,951.3
S3	2,798.7	2,844.3	2,944.4
S4	2,723.7	2,769.3	2,923.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,994.0	2,928.0	66.0	2.2%	38.4	1.3%	74%	False	False	925,352
10	2,994.0	2,903.0	91.0	3.1%	39.8	1.3%	81%	False	False	985,665
20	2,994.0	2,731.0	263.0	8.8%	52.3	1.8%	94%	False	False	1,157,313
40	3,078.0	2,645.0	433.0	14.5%	56.3	1.9%	77%	False	False	1,169,030
60	3,078.0	2,645.0	433.0	14.5%	52.9	1.8%	77%	False	False	782,198
80	3,078.0	2,645.0	433.0	14.5%	51.7	1.7%	77%	False	False	587,875
100	3,078.0	2,645.0	433.0	14.5%	49.6	1.7%	77%	False	False	473,202
120	3,078.0	2,603.0	475.0	16.0%	45.5	1.5%	79%	False	False	394,482

Crabel Price Patterns
NR	False
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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7

Fibonacci Retracements and Extensions
4.250	3,144.5
2.618	3,082.5
1.618	3,044.5
1.000	3,021.0
0.618	3,006.5
HIGH	2,983.0
0.618	2,968.5
0.500	2,964.0
0.382	2,959.5
LOW	2,945.0
0.618	2,921.5
1.000	2,907.0
1.618	2,883.5
2.618	2,845.5
4.250	2,783.5

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	2,972.7	2,973.5
PP	2,968.3	2,970.0
S1	2,964.0	2,966.5

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

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