Dow Jones EURO STOXX 50 Index Future December 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	3,014.0	3,010.0	-4.0	-0.1%	2,979.0
High	3,039.0	3,071.0	32.0	1.1%	3,071.0
Low	2,989.0	3,004.0	15.0	0.5%	2,960.0
Close	2,999.0	3,067.0	68.0	2.3%	3,067.0
Range	50.0	67.0	17.0	34.0%	111.0
ATR	40.6	42.8	2.2	5.5%	0.0
Volume	36,127	34,324	-1,803	-5.0%	260,448

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,248.3	3,224.7	3,103.9
R3	3,181.3	3,157.7	3,085.4
R2	3,114.3	3,114.3	3,079.3
R1	3,090.7	3,090.7	3,073.1	3,102.5
PP	3,047.3	3,047.3	3,047.3	3,053.3
S1	3,023.7	3,023.7	3,060.9	3,035.5
S2	2,980.3	2,980.3	3,054.7
S3	2,913.3	2,956.7	3,048.6
S4	2,846.3	2,889.7	3,030.2

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,365.7	3,327.3	3,128.1
R3	3,254.7	3,216.3	3,097.5
R2	3,143.7	3,143.7	3,087.4
R1	3,105.3	3,105.3	3,077.2	3,124.5
PP	3,032.7	3,032.7	3,032.7	3,042.3
S1	2,994.3	2,994.3	3,056.8	3,013.5
S2	2,921.7	2,921.7	3,046.7
S3	2,810.7	2,883.3	3,036.5
S4	2,699.7	2,772.3	3,006.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,071.0	2,960.0	111.0	3.6%	43.0	1.4%	96%	True	False	52,089
10	3,071.0	2,934.0	137.0	4.5%	40.8	1.3%	97%	True	False	30,278
20	3,071.0	2,934.0	137.0	4.5%	35.2	1.1%	97%	True	False	17,308
40	3,071.0	2,822.0	249.0	8.1%	36.9	1.2%	98%	True	False	10,888
60	3,071.0	2,649.0	422.0	13.8%	44.2	1.4%	99%	True	False	11,401
80	3,071.0	2,649.0	422.0	13.8%	38.0	1.2%	99%	True	False	9,837
100	3,071.0	2,649.0	422.0	13.8%	32.0	1.0%	99%	True	False	8,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.2
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	3,355.8
2.618	3,246.4
1.618	3,179.4
1.000	3,138.0
0.618	3,112.4
HIGH	3,071.0
0.618	3,045.4
0.500	3,037.5
0.382	3,029.6
LOW	3,004.0
0.618	2,962.6
1.000	2,937.0
1.618	2,895.6
2.618	2,828.6
4.250	2,719.3

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	3,057.2	3,054.7
PP	3,047.3	3,042.3
S1	3,037.5	3,030.0

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

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