Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	2,998.0	2,961.0	-37.0	-1.2%	3,049.0
High	2,999.0	2,998.0	-1.0	0.0%	3,065.0
Low	2,948.0	2,948.0	0.0	0.0%	2,948.0
Close	2,969.0	2,956.0	-13.0	-0.4%	2,969.0
Range	51.0	50.0	-1.0	-2.0%	117.0
ATR	44.3	44.7	0.4	0.9%	0.0
Volume	879,518	737,818	-141,700	-16.1%	4,305,752

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,117.3	3,086.7	2,983.5
R3	3,067.3	3,036.7	2,969.8
R2	3,017.3	3,017.3	2,965.2
R1	2,986.7	2,986.7	2,960.6	2,977.0
PP	2,967.3	2,967.3	2,967.3	2,962.5
S1	2,936.7	2,936.7	2,951.4	2,927.0
S2	2,917.3	2,917.3	2,946.8
S3	2,867.3	2,886.7	2,942.3
S4	2,817.3	2,836.7	2,928.5

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,345.0	3,274.0	3,033.4
R3	3,228.0	3,157.0	3,001.2
R2	3,111.0	3,111.0	2,990.5
R1	3,040.0	3,040.0	2,979.7	3,017.0
PP	2,994.0	2,994.0	2,994.0	2,982.5
S1	2,923.0	2,923.0	2,958.3	2,900.0
S2	2,877.0	2,877.0	2,947.6
S3	2,760.0	2,806.0	2,936.8
S4	2,643.0	2,689.0	2,904.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,040.0	2,948.0	92.0	3.1%	42.4	1.4%	9%	False	True	823,433
10	3,065.0	2,948.0	117.0	4.0%	35.9	1.2%	7%	False	True	773,863
20	3,065.0	2,888.0	177.0	6.0%	39.2	1.3%	38%	False	False	842,589
40	3,065.0	2,667.0	398.0	13.5%	47.7	1.6%	73%	False	False	1,019,290
60	3,078.0	2,645.0	433.0	14.6%	50.3	1.7%	72%	False	False	1,043,184
80	3,078.0	2,645.0	433.0	14.6%	49.9	1.7%	72%	False	False	784,495
100	3,078.0	2,645.0	433.0	14.6%	49.5	1.7%	72%	False	False	628,576
120	3,078.0	2,645.0	433.0	14.6%	47.8	1.6%	72%	False	False	526,231

Crabel Price Patterns
NR	True
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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,210.5
2.618	3,128.9
1.618	3,078.9
1.000	3,048.0
0.618	3,028.9
HIGH	2,998.0
0.618	2,978.9
0.500	2,973.0
0.382	2,967.1
LOW	2,948.0
0.618	2,917.1
1.000	2,898.0
1.618	2,867.1
2.618	2,817.1
4.250	2,735.5

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	2,973.0	2,976.5
PP	2,967.3	2,969.7
S1	2,961.7	2,962.8

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

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