Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	2,935.0	2,986.0	51.0	1.7%	3,022.0
High	2,978.0	2,999.0	21.0	0.7%	3,030.0
Low	2,930.0	2,975.0	45.0	1.5%	2,888.0
Close	2,970.0	2,984.0	14.0	0.5%	2,970.0
Range	48.0	24.0	-24.0	-50.0%	142.0
ATR	54.1	52.3	-1.8	-3.3%	0.0
Volume	647,334	887,388	240,054	37.1%	4,485,416

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,058.0	3,045.0	2,997.2
R3	3,034.0	3,021.0	2,990.6
R2	3,010.0	3,010.0	2,988.4
R1	2,997.0	2,997.0	2,986.2	2,991.5
PP	2,986.0	2,986.0	2,986.0	2,983.3
S1	2,973.0	2,973.0	2,981.8	2,967.5
S2	2,962.0	2,962.0	2,979.6
S3	2,938.0	2,949.0	2,977.4
S4	2,914.0	2,925.0	2,970.8

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,388.7	3,321.3	3,048.1
R3	3,246.7	3,179.3	3,009.1
R2	3,104.7	3,104.7	2,996.0
R1	3,037.3	3,037.3	2,983.0	3,000.0
PP	2,962.7	2,962.7	2,962.7	2,944.0
S1	2,895.3	2,895.3	2,957.0	2,858.0
S2	2,820.7	2,820.7	2,944.0
S3	2,678.7	2,753.3	2,931.0
S4	2,536.7	2,611.3	2,891.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,999.0	2,888.0	111.0	3.7%	40.2	1.3%	86%	True	False	846,751
10	3,030.0	2,888.0	142.0	4.8%	42.4	1.4%	68%	False	False	911,316
20	3,030.0	2,869.0	161.0	5.4%	42.5	1.4%	71%	False	False	949,569
40	3,058.0	2,645.0	413.0	13.8%	55.7	1.9%	82%	False	False	1,306,909
60	3,078.0	2,645.0	433.0	14.5%	52.6	1.8%	78%	False	False	916,031
80	3,078.0	2,645.0	433.0	14.5%	50.4	1.7%	78%	False	False	688,946
100	3,078.0	2,645.0	433.0	14.5%	50.1	1.7%	78%	False	False	553,091
120	3,078.0	2,645.0	433.0	14.5%	46.7	1.6%	78%	False	False	461,842

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	9.5
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	3,101.0
2.618	3,061.8
1.618	3,037.8
1.000	3,023.0
0.618	3,013.8
HIGH	2,999.0
0.618	2,989.8
0.500	2,987.0
0.382	2,984.2
LOW	2,975.0
0.618	2,960.2
1.000	2,951.0
1.618	2,936.2
2.618	2,912.2
4.250	2,873.0

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	2,987.0	2,974.8
PP	2,986.0	2,965.7
S1	2,985.0	2,956.5

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

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