Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	3,024.0	3,046.0	22.0	0.7%	2,986.0
High	3,050.0	3,049.0	-1.0	0.0%	3,050.0
Low	3,013.0	3,035.0	22.0	0.7%	2,975.0
Close	3,044.0	3,046.0	2.0	0.1%	3,046.0
Range	37.0	14.0	-23.0	-62.2%	75.0
ATR	49.0	46.5	-2.5	-5.1%	0.0
Volume	663,454	502,117	-161,337	-24.3%	3,582,455

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,085.3	3,079.7	3,053.7
R3	3,071.3	3,065.7	3,049.9
R2	3,057.3	3,057.3	3,048.6
R1	3,051.7	3,051.7	3,047.3	3,053.0
PP	3,043.3	3,043.3	3,043.3	3,044.0
S1	3,037.7	3,037.7	3,044.7	3,039.0
S2	3,029.3	3,029.3	3,043.4
S3	3,015.3	3,023.7	3,042.2
S4	3,001.3	3,009.7	3,038.3

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,248.7	3,222.3	3,087.3
R3	3,173.7	3,147.3	3,066.6
R2	3,098.7	3,098.7	3,059.8
R1	3,072.3	3,072.3	3,052.9	3,085.5
PP	3,023.7	3,023.7	3,023.7	3,030.3
S1	2,997.3	2,997.3	3,039.1	3,010.5
S2	2,948.7	2,948.7	3,032.3
S3	2,873.7	2,922.3	3,025.4
S4	2,798.7	2,847.3	3,004.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,050.0	2,975.0	75.0	2.5%	29.4	1.0%	95%	False	False	716,491
10	3,050.0	2,888.0	162.0	5.3%	40.6	1.3%	98%	False	False	806,787
20	3,050.0	2,888.0	162.0	5.3%	39.8	1.3%	98%	False	False	866,642
40	3,058.0	2,645.0	413.0	13.6%	53.0	1.7%	97%	False	False	1,205,338
60	3,078.0	2,645.0	433.0	14.2%	50.9	1.7%	93%	False	False	959,472
80	3,078.0	2,645.0	433.0	14.2%	49.7	1.6%	93%	False	False	722,441
100	3,078.0	2,645.0	433.0	14.2%	49.6	1.6%	93%	False	False	578,688
120	3,078.0	2,645.0	433.0	14.2%	47.2	1.5%	93%	False	False	484,301

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.9
Narrowest range in 83 trading days

Fibonacci Retracements and Extensions
4.250	3,108.5
2.618	3,085.7
1.618	3,071.7
1.000	3,063.0
0.618	3,057.7
HIGH	3,049.0
0.618	3,043.7
0.500	3,042.0
0.382	3,040.3
LOW	3,035.0
0.618	3,026.3
1.000	3,021.0
1.618	3,012.3
2.618	2,998.3
4.250	2,975.5

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	3,044.7	3,041.0
PP	3,043.3	3,036.0
S1	3,042.0	3,031.0

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

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