Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 09-Aug-2016

Day Change Summary
	Previous	Current
	08-Aug-2016	09-Aug-2016	Change	Change %	Previous Week
Open	2,986.0	2,976.0	-10.0	-0.3%	3,022.0
High	2,999.0	3,029.0	30.0	1.0%	3,030.0
Low	2,975.0	2,976.0	1.0	0.0%	2,888.0
Close	2,984.0	3,028.0	44.0	1.5%	2,970.0
Range	24.0	53.0	29.0	120.8%	142.0
ATR	52.3	52.4	0.0	0.1%	0.0
Volume	887,388	707,766	-179,622	-20.2%	4,485,416

Daily Pivots for day following 09-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,170.0	3,152.0	3,057.2
R3	3,117.0	3,099.0	3,042.6
R2	3,064.0	3,064.0	3,037.7
R1	3,046.0	3,046.0	3,032.9	3,055.0
PP	3,011.0	3,011.0	3,011.0	3,015.5
S1	2,993.0	2,993.0	3,023.1	3,002.0
S2	2,958.0	2,958.0	3,018.3
S3	2,905.0	2,940.0	3,013.4
S4	2,852.0	2,887.0	2,998.9

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	3,029.0	2,888.0	141.0	4.7%	37.8	1.2%	99%	True	False	795,421
10	3,030.0	2,888.0	142.0	4.7%	43.9	1.4%	99%	False	False	879,673
20	3,030.0	2,888.0	142.0	4.7%	41.9	1.4%	99%	False	False	932,669
40	3,058.0	2,645.0	413.0	13.6%	55.6	1.8%	93%	False	False	1,272,519
60	3,078.0	2,645.0	433.0	14.3%	52.5	1.7%	88%	False	False	927,818
80	3,078.0	2,645.0	433.0	14.3%	50.9	1.7%	88%	False	False	697,792
100	3,078.0	2,645.0	433.0	14.3%	50.3	1.7%	88%	False	False	560,065
120	3,078.0	2,645.0	433.0	14.3%	47.1	1.6%	88%	False	False	467,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,254.3
2.618	3,167.8
1.618	3,114.8
1.000	3,082.0
0.618	3,061.8
HIGH	3,029.0
0.618	3,008.8
0.500	3,002.5
0.382	2,996.2
LOW	2,976.0
0.618	2,943.2
1.000	2,923.0
1.618	2,890.2
2.618	2,837.2
4.250	2,750.8

Fisher Pivots for day following 09-Aug-2016
Pivot	1 day	3 day
R1	3,019.5	3,011.8
PP	3,011.0	2,995.7
S1	3,002.5	2,979.5

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

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