Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 24-Aug-2016

Day Change Summary
	Previous	Current
	23-Aug-2016	24-Aug-2016	Change	Change %	Previous Week
Open	2,969.0	2,981.0	12.0	0.4%	3,049.0
High	3,002.0	3,018.0	16.0	0.5%	3,065.0
Low	2,964.0	2,967.0	3.0	0.1%	2,948.0
Close	2,993.0	3,007.0	14.0	0.5%	2,969.0
Range	38.0	51.0	13.0	34.2%	117.0
ATR	44.8	45.3	0.4	1.0%	0.0
Volume	913,740	876,241	-37,499	-4.1%	4,305,752

Daily Pivots for day following 24-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,150.3	3,129.7	3,035.1
R3	3,099.3	3,078.7	3,021.0
R2	3,048.3	3,048.3	3,016.4
R1	3,027.7	3,027.7	3,011.7	3,038.0
PP	2,997.3	2,997.3	2,997.3	3,002.5
S1	2,976.7	2,976.7	3,002.3	2,987.0
S2	2,946.3	2,946.3	2,997.7
S3	2,895.3	2,925.7	2,993.0
S4	2,844.3	2,874.7	2,979.0

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	3,018.0	2,948.0	70.0	2.3%	43.8	1.5%	84%	True	False	852,568
10	3,065.0	2,948.0	117.0	3.9%	37.6	1.3%	50%	False	False	799,912
20	3,065.0	2,888.0	177.0	5.9%	40.1	1.3%	67%	False	False	831,233
40	3,065.0	2,734.0	331.0	11.0%	45.8	1.5%	82%	False	False	977,193
60	3,065.0	2,645.0	420.0	14.0%	50.7	1.7%	86%	False	False	1,070,142
80	3,078.0	2,645.0	433.0	14.4%	49.8	1.7%	84%	False	False	806,863
100	3,078.0	2,645.0	433.0	14.4%	49.1	1.6%	84%	False	False	646,468
120	3,078.0	2,645.0	433.0	14.4%	48.3	1.6%	84%	False	False	540,870

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	7.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,234.8
2.618	3,151.5
1.618	3,100.5
1.000	3,069.0
0.618	3,049.5
HIGH	3,018.0
0.618	2,998.5
0.500	2,992.5
0.382	2,986.5
LOW	2,967.0
0.618	2,935.5
1.000	2,916.0
1.618	2,884.5
2.618	2,833.5
4.250	2,750.3

Fisher Pivots for day following 24-Aug-2016
Pivot	1 day	3 day
R1	3,002.2	2,999.0
PP	2,997.3	2,991.0
S1	2,992.5	2,983.0

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

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