Dow Jones EURO STOXX 50 Index Future December 2016

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	3,056.0	3,066.0	10.0	0.3%	2,998.0
High	3,079.0	3,079.0	0.0	0.0%	3,079.0
Low	3,036.0	3,055.0	19.0	0.6%	2,992.0
Close	3,066.0	3,067.0	1.0	0.0%	3,067.0
Range	43.0	24.0	-19.0	-44.2%	87.0
ATR	45.9	44.4	-1.6	-3.4%	0.0
Volume	768,797	768,797	0	0.0%	4,118,276

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,139.0	3,127.0	3,080.2
R3	3,115.0	3,103.0	3,073.6
R2	3,091.0	3,091.0	3,071.4
R1	3,079.0	3,079.0	3,069.2	3,085.0
PP	3,067.0	3,067.0	3,067.0	3,070.0
S1	3,055.0	3,055.0	3,064.8	3,061.0
S2	3,043.0	3,043.0	3,062.6
S3	3,019.0	3,031.0	3,060.4
S4	2,995.0	3,007.0	3,053.8

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,307.0	3,274.0	3,114.9
R3	3,220.0	3,187.0	3,090.9
R2	3,133.0	3,133.0	3,083.0
R1	3,100.0	3,100.0	3,075.0	3,116.5
PP	3,046.0	3,046.0	3,046.0	3,054.3
S1	3,013.0	3,013.0	3,059.0	3,029.5
S2	2,959.0	2,959.0	3,051.1
S3	2,872.0	2,926.0	3,043.1
S4	2,785.0	2,839.0	3,019.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,079.0	2,992.0	87.0	2.8%	30.6	1.0%	86%	True	False	823,655
10	3,079.0	2,944.0	135.0	4.4%	37.5	1.2%	91%	True	False	892,961
20	3,079.0	2,909.0	170.0	5.5%	44.6	1.5%	93%	True	False	1,000,266
40	3,086.0	2,908.0	178.0	5.8%	44.5	1.5%	89%	False	False	859,799
60	3,086.0	2,874.0	212.0	6.9%	41.5	1.4%	91%	False	False	574,622
80	3,086.0	2,721.0	365.0	11.9%	41.1	1.3%	95%	False	False	433,229
100	3,086.0	2,649.0	437.0	14.2%	43.1	1.4%	96%	False	False	348,253
120	3,086.0	2,649.0	437.0	14.2%	38.6	1.3%	96%	False	False	291,183

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.6
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	3,181.0
2.618	3,141.8
1.618	3,117.8
1.000	3,103.0
0.618	3,093.8
HIGH	3,079.0
0.618	3,069.8
0.500	3,067.0
0.382	3,064.2
LOW	3,055.0
0.618	3,040.2
1.000	3,031.0
1.618	3,016.2
2.618	2,992.2
4.250	2,953.0

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	3,067.0	3,062.5
PP	3,067.0	3,058.0
S1	3,067.0	3,053.5

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

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