Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	2,984.0	2,991.0	7.0	0.2%	2,955.0
High	3,014.0	3,005.0	-9.0	-0.3%	2,978.0
Low	2,981.0	2,961.0	-20.0	-0.7%	2,903.0
Close	2,993.0	2,970.0	-23.0	-0.8%	2,965.0
Range	33.0	44.0	11.0	33.3%	75.0
ATR	57.1	56.2	-0.9	-1.6%	0.0
Volume	992,913	901,128	-91,785	-9.2%	4,612,855

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,110.7	3,084.3	2,994.2
R3	3,066.7	3,040.3	2,982.1
R2	3,022.7	3,022.7	2,978.1
R1	2,996.3	2,996.3	2,974.0	2,987.5
PP	2,978.7	2,978.7	2,978.7	2,974.3
S1	2,952.3	2,952.3	2,966.0	2,943.5
S2	2,934.7	2,934.7	2,961.9
S3	2,890.7	2,908.3	2,957.9
S4	2,846.7	2,864.3	2,945.8

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	3,014.0	2,939.0	75.0	2.5%	38.4	1.3%	41%	False	False	940,794
10	3,014.0	2,903.0	111.0	3.7%	39.9	1.3%	60%	False	False	932,178
20	3,014.0	2,734.0	280.0	9.4%	51.0	1.7%	84%	False	False	1,076,730
40	3,058.0	2,645.0	413.0	13.9%	56.2	1.9%	79%	False	False	1,210,872
60	3,078.0	2,645.0	433.0	14.6%	52.8	1.8%	75%	False	False	813,685
80	3,078.0	2,645.0	433.0	14.6%	51.2	1.7%	75%	False	False	611,530
100	3,078.0	2,645.0	433.0	14.6%	50.1	1.7%	75%	False	False	491,572
120	3,078.0	2,603.0	475.0	16.0%	45.6	1.5%	77%	False	False	410,263

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.6
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,192.0
2.618	3,120.2
1.618	3,076.2
1.000	3,049.0
0.618	3,032.2
HIGH	3,005.0
0.618	2,988.2
0.500	2,983.0
0.382	2,977.8
LOW	2,961.0
0.618	2,933.8
1.000	2,917.0
1.618	2,889.8
2.618	2,845.8
4.250	2,774.0

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	2,983.0	2,979.5
PP	2,978.7	2,976.3
S1	2,974.3	2,973.2

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

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