Dow Jones EURO STOXX 50 Index Future September 2016

Trading Metrics calculated at close of trading on 25-Aug-2016

Day Change Summary
	Previous	Current
	24-Aug-2016	25-Aug-2016	Change	Change %	Previous Week
Open	2,981.0	3,004.0	23.0	0.8%	3,049.0
High	3,018.0	3,005.0	-13.0	-0.4%	3,065.0
Low	2,967.0	2,970.0	3.0	0.1%	2,948.0
Close	3,007.0	2,988.0	-19.0	-0.6%	2,969.0
Range	51.0	35.0	-16.0	-31.4%	117.0
ATR	45.3	44.7	-0.6	-1.3%	0.0
Volume	876,241	864,565	-11,676	-1.3%	4,305,752

Daily Pivots for day following 25-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,092.7	3,075.3	3,007.3
R3	3,057.7	3,040.3	2,997.6
R2	3,022.7	3,022.7	2,994.4
R1	3,005.3	3,005.3	2,991.2	2,996.5
PP	2,987.7	2,987.7	2,987.7	2,983.3
S1	2,970.3	2,970.3	2,984.8	2,961.5
S2	2,952.7	2,952.7	2,981.6
S3	2,917.7	2,935.3	2,978.4
S4	2,882.7	2,900.3	2,968.8

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%	45.0	1.5%	57%	False	False	854,376
10	3,065.0	2,948.0	117.0	3.9%	37.4	1.3%	34%	False	False	820,023
20	3,065.0	2,888.0	177.0	5.9%	39.6	1.3%	56%	False	False	829,405
40	3,065.0	2,734.0	331.0	11.1%	45.3	1.5%	77%	False	False	953,067
60	3,065.0	2,645.0	420.0	14.1%	50.7	1.7%	82%	False	False	1,083,716
80	3,078.0	2,645.0	433.0	14.5%	49.5	1.7%	79%	False	False	817,615
100	3,078.0	2,645.0	433.0	14.5%	48.9	1.6%	79%	False	False	655,105
120	3,078.0	2,645.0	433.0	14.5%	48.4	1.6%	79%	False	False	547,878

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.8
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,153.8
2.618	3,096.6
1.618	3,061.6
1.000	3,040.0
0.618	3,026.6
HIGH	3,005.0
0.618	2,991.6
0.500	2,987.5
0.382	2,983.4
LOW	2,970.0
0.618	2,948.4
1.000	2,935.0
1.618	2,913.4
2.618	2,878.4
4.250	2,821.3

Fisher Pivots for day following 25-Aug-2016
Pivot	1 day	3 day
R1	2,987.8	2,991.0
PP	2,987.7	2,990.0
S1	2,987.5	2,989.0

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

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