Dow Jones EURO STOXX 50 Index Future December 2016

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	3,079.0	3,057.0	-22.0	-0.7%	2,998.0
High	3,079.0	3,090.0	11.0	0.4%	3,079.0
Low	3,052.0	3,055.0	3.0	0.1%	2,992.0
Close	3,073.0	3,076.0	3.0	0.1%	3,067.0
Range	27.0	35.0	8.0	29.6%	87.0
ATR	41.5	41.0	-0.5	-1.1%	0.0
Volume	985,756	1,084,245	98,489	10.0%	4,118,276

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,178.7	3,162.3	3,095.3
R3	3,143.7	3,127.3	3,085.6
R2	3,108.7	3,108.7	3,082.4
R1	3,092.3	3,092.3	3,079.2	3,100.5
PP	3,073.7	3,073.7	3,073.7	3,077.8
S1	3,057.3	3,057.3	3,072.8	3,065.5
S2	3,038.7	3,038.7	3,069.6
S3	3,003.7	3,022.3	3,066.4
S4	2,968.7	2,987.3	3,056.8

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	3,102.0	3,052.0	50.0	1.6%	29.0	0.9%	48%	False	False	894,146
10	3,102.0	2,973.0	129.0	4.2%	33.0	1.1%	80%	False	False	858,763
20	3,102.0	2,909.0	193.0	6.3%	39.1	1.3%	87%	False	False	919,720
40	3,102.0	2,908.0	194.0	6.3%	44.1	1.4%	87%	False	False	947,374
60	3,102.0	2,901.0	201.0	6.5%	40.4	1.3%	87%	False	False	636,247
80	3,102.0	2,740.0	362.0	11.8%	40.5	1.3%	93%	False	False	478,660
100	3,102.0	2,649.0	453.0	14.7%	43.7	1.4%	94%	False	False	385,110
120	3,102.0	2,649.0	453.0	14.7%	39.1	1.3%	94%	False	False	321,762

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,238.8
2.618	3,181.6
1.618	3,146.6
1.000	3,125.0
0.618	3,111.6
HIGH	3,090.0
0.618	3,076.6
0.500	3,072.5
0.382	3,068.4
LOW	3,055.0
0.618	3,033.4
1.000	3,020.0
1.618	2,998.4
2.618	2,963.4
4.250	2,906.3

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	3,074.8	3,076.0
PP	3,073.7	3,076.0
S1	3,072.5	3,076.0

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

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