Dow Jones EURO STOXX 50 Index Future December 2016

Trading Metrics calculated at close of trading on 17-Oct-2016

Day Change Summary
	Previous	Current
	14-Oct-2016	17-Oct-2016	Change	Change %	Previous Week
Open	2,984.0	2,998.0	14.0	0.5%	2,994.0
High	3,029.0	3,017.0	-12.0	-0.4%	3,040.0
Low	2,973.0	2,992.0	19.0	0.6%	2,944.0
Close	3,015.0	2,996.0	-19.0	-0.6%	3,015.0
Range	56.0	25.0	-31.0	-55.4%	96.0
ATR	49.1	47.4	-1.7	-3.5%	0.0
Volume	767,417	783,692	16,275	2.1%	4,811,335

Daily Pivots for day following 17-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,076.7	3,061.3	3,009.8
R3	3,051.7	3,036.3	3,002.9
R2	3,026.7	3,026.7	3,000.6
R1	3,011.3	3,011.3	2,998.3	3,006.5
PP	3,001.7	3,001.7	3,001.7	2,999.3
S1	2,986.3	2,986.3	2,993.7	2,981.5
S2	2,976.7	2,976.7	2,991.4
S3	2,951.7	2,961.3	2,989.1
S4	2,926.7	2,936.3	2,982.3

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,287.7	3,247.3	3,067.8
R3	3,191.7	3,151.3	3,041.4
R2	3,095.7	3,095.7	3,032.6
R1	3,055.3	3,055.3	3,023.8	3,075.5
PP	2,999.7	2,999.7	2,999.7	3,009.8
S1	2,959.3	2,959.3	3,006.2	2,979.5
S2	2,903.7	2,903.7	2,997.4
S3	2,807.7	2,863.3	2,988.6
S4	2,711.7	2,767.3	2,962.2

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	2,944.0	96.0	3.2%	37.8	1.3%	54%	False	False	938,051
10	3,040.0	2,944.0	96.0	3.2%	40.9	1.4%	54%	False	False	959,857
20	3,050.0	2,909.0	141.0	4.7%	46.2	1.5%	62%	False	False	1,051,551
40	3,086.0	2,908.0	178.0	5.9%	45.1	1.5%	49%	False	False	777,269
60	3,086.0	2,874.0	212.0	7.1%	41.5	1.4%	58%	False	False	519,331
80	3,086.0	2,655.0	431.0	14.4%	43.3	1.4%	79%	False	False	392,164
100	3,086.0	2,649.0	437.0	14.6%	42.5	1.4%	79%	False	False	314,974
120	3,086.0	2,649.0	437.0	14.6%	37.6	1.3%	79%	False	False	263,416

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,123.3
2.618	3,082.5
1.618	3,057.5
1.000	3,042.0
0.618	3,032.5
HIGH	3,017.0
0.618	3,007.5
0.500	3,004.5
0.382	3,001.6
LOW	2,992.0
0.618	2,976.6
1.000	2,967.0
1.618	2,951.6
2.618	2,926.6
4.250	2,885.8

Fisher Pivots for day following 17-Oct-2016
Pivot	1 day	3 day
R1	3,004.5	2,992.8
PP	3,001.7	2,989.7
S1	2,998.8	2,986.5

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

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