Dow Jones EURO STOXX 50 Index Future December 2016

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	3,062.0	3,069.0	7.0	0.2%	3,073.0
High	3,066.0	3,073.0	7.0	0.2%	3,102.0
Low	3,042.0	2,993.0	-49.0	-1.6%	3,043.0
Close	3,053.0	3,011.0	-42.0	-1.4%	3,070.0
Range	24.0	80.0	56.0	233.3%	59.0
ATR	39.5	42.4	2.9	7.3%	0.0
Volume	1,174,198	1,233,742	59,544	5.1%	4,539,157

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,265.7	3,218.3	3,055.0
R3	3,185.7	3,138.3	3,033.0
R2	3,105.7	3,105.7	3,025.7
R1	3,058.3	3,058.3	3,018.3	3,042.0
PP	3,025.7	3,025.7	3,025.7	3,017.5
S1	2,978.3	2,978.3	3,003.7	2,962.0
S2	2,945.7	2,945.7	2,996.3
S3	2,865.7	2,898.3	2,989.0
S4	2,785.7	2,818.3	2,967.0

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,248.7	3,218.3	3,102.5
R3	3,189.7	3,159.3	3,086.2
R2	3,130.7	3,130.7	3,080.8
R1	3,100.3	3,100.3	3,075.4	3,086.0
PP	3,071.7	3,071.7	3,071.7	3,064.5
S1	3,041.3	3,041.3	3,064.6	3,027.0
S2	3,012.7	3,012.7	3,059.2
S3	2,953.7	2,982.3	3,053.8
S4	2,894.7	2,923.3	3,037.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,090.0	2,993.0	97.0	3.2%	39.8	1.3%	19%	False	True	1,063,032
10	3,102.0	2,993.0	109.0	3.6%	35.2	1.2%	17%	False	True	959,369
20	3,102.0	2,944.0	158.0	5.2%	37.4	1.2%	42%	False	False	947,134
40	3,102.0	2,908.0	194.0	6.4%	43.9	1.5%	53%	False	False	1,020,006
60	3,102.0	2,908.0	194.0	6.4%	41.1	1.4%	53%	False	False	690,263
80	3,102.0	2,855.0	247.0	8.2%	40.2	1.3%	63%	False	False	518,805
100	3,102.0	2,649.0	453.0	15.0%	43.9	1.5%	80%	False	False	417,478
120	3,102.0	2,649.0	453.0	15.0%	40.1	1.3%	80%	False	False	348,593

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.5
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	3,413.0
2.618	3,282.4
1.618	3,202.4
1.000	3,153.0
0.618	3,122.4
HIGH	3,073.0
0.618	3,042.4
0.500	3,033.0
0.382	3,023.6
LOW	2,993.0
0.618	2,943.6
1.000	2,913.0
1.618	2,863.6
2.618	2,783.6
4.250	2,653.0

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	3,033.0	3,034.5
PP	3,025.7	3,026.7
S1	3,018.3	3,018.8

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

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