Dow Jones EURO STOXX 50 Index Future December 2016

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

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	3,066.0	3,073.0	7.0	0.2%	2,998.0
High	3,079.0	3,102.0	23.0	0.7%	3,079.0
Low	3,055.0	3,071.0	16.0	0.5%	2,992.0
Close	3,067.0	3,088.0	21.0	0.7%	3,067.0
Range	24.0	31.0	7.0	29.2%	87.0
ATR	44.4	43.7	-0.7	-1.5%	0.0
Volume	768,797	736,132	-32,665	-4.2%	4,118,276

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,180.0	3,165.0	3,105.1
R3	3,149.0	3,134.0	3,096.5
R2	3,118.0	3,118.0	3,093.7
R1	3,103.0	3,103.0	3,090.8	3,110.5
PP	3,087.0	3,087.0	3,087.0	3,090.8
S1	3,072.0	3,072.0	3,085.2	3,079.5
S2	3,056.0	3,056.0	3,082.3
S3	3,025.0	3,041.0	3,079.5
S4	2,994.0	3,010.0	3,071.0

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	3,102.0	3,013.0	89.0	2.9%	31.8	1.0%	84%	True	False	814,143
10	3,102.0	2,944.0	158.0	5.1%	34.8	1.1%	91%	True	False	876,097
20	3,102.0	2,909.0	193.0	6.3%	43.8	1.4%	93%	True	False	978,967
40	3,102.0	2,908.0	194.0	6.3%	44.3	1.4%	93%	True	False	877,978
60	3,102.0	2,874.0	228.0	7.4%	41.6	1.3%	94%	True	False	586,890
80	3,102.0	2,721.0	381.0	12.3%	41.1	1.3%	96%	True	False	442,430
100	3,102.0	2,649.0	453.0	14.7%	43.1	1.4%	97%	True	False	355,612
120	3,102.0	2,649.0	453.0	14.7%	38.9	1.3%	97%	True	False	297,318

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	9.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,233.8
2.618	3,183.2
1.618	3,152.2
1.000	3,133.0
0.618	3,121.2
HIGH	3,102.0
0.618	3,090.2
0.500	3,086.5
0.382	3,082.8
LOW	3,071.0
0.618	3,051.8
1.000	3,040.0
1.618	3,020.8
2.618	2,989.8
4.250	2,939.3

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	3,087.5	3,081.7
PP	3,087.0	3,075.3
S1	3,086.5	3,069.0

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

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