Dow Jones EURO STOXX 50 Index Future December 2016

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	3,053.0	3,041.0	-12.0	-0.4%	2,997.0
High	3,066.0	3,060.0	-6.0	-0.2%	3,100.0
Low	3,022.0	3,027.0	5.0	0.2%	2,874.0
Close	3,038.0	3,051.0	13.0	0.4%	3,019.0
Range	44.0	33.0	-11.0	-25.0%	226.0
ATR	55.3	53.7	-1.6	-2.9%	0.0
Volume	882,781	1,157,415	274,634	31.1%	8,215,029

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,145.0	3,131.0	3,069.2
R3	3,112.0	3,098.0	3,060.1
R2	3,079.0	3,079.0	3,057.1
R1	3,065.0	3,065.0	3,054.0	3,072.0
PP	3,046.0	3,046.0	3,046.0	3,049.5
S1	3,032.0	3,032.0	3,048.0	3,039.0
S2	3,013.0	3,013.0	3,045.0
S3	2,980.0	2,999.0	3,041.9
S4	2,947.0	2,966.0	3,032.9

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,675.7	3,573.3	3,143.3
R3	3,449.7	3,347.3	3,081.2
R2	3,223.7	3,223.7	3,060.4
R1	3,121.3	3,121.3	3,039.7	3,172.5
PP	2,997.7	2,997.7	2,997.7	3,023.3
S1	2,895.3	2,895.3	2,998.3	2,946.5
S2	2,771.7	2,771.7	2,977.6
S3	2,545.7	2,669.3	2,956.9
S4	2,319.7	2,443.3	2,894.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,100.0	2,874.0	226.0	7.4%	80.8	2.6%	78%	False	False	1,315,106
10	3,100.0	2,874.0	226.0	7.4%	58.8	1.9%	78%	False	False	1,354,522
20	3,102.0	2,874.0	228.0	7.5%	47.0	1.5%	78%	False	False	1,156,946
40	3,102.0	2,874.0	228.0	7.5%	46.7	1.5%	78%	False	False	1,095,505
60	3,102.0	2,874.0	228.0	7.5%	45.5	1.5%	78%	False	False	915,290
80	3,102.0	2,874.0	228.0	7.5%	42.9	1.4%	78%	False	False	687,333
100	3,102.0	2,716.0	386.0	12.7%	43.3	1.4%	87%	False	False	551,571
120	3,102.0	2,649.0	453.0	14.8%	43.4	1.4%	89%	False	False	461,002

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,200.3
2.618	3,146.4
1.618	3,113.4
1.000	3,093.0
0.618	3,080.4
HIGH	3,060.0
0.618	3,047.4
0.500	3,043.5
0.382	3,039.6
LOW	3,027.0
0.618	3,006.6
1.000	2,994.0
1.618	2,973.6
2.618	2,940.6
4.250	2,886.8

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	3,048.5	3,046.2
PP	3,046.0	3,041.3
S1	3,043.5	3,036.5

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

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