Dow Jones EURO STOXX 50 Index Future March 2017

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

Day Change Summary
	Previous	Current
	23-Nov-2016	24-Nov-2016	Change	Change %	Previous Week
Open	3,026.0	3,025.0	-1.0	0.0%	3,037.0
High	3,031.0	3,032.0	1.0	0.0%	3,052.0
Low	3,000.0	3,013.0	13.0	0.4%	2,996.0
Close	3,019.0	3,026.0	7.0	0.2%	3,010.0
Range	31.0	19.0	-12.0	-38.7%	56.0
ATR	45.1	43.2	-1.9	-4.1%	0.0
Volume	4,820	23,241	18,421	382.2%	15,791

Daily Pivots for day following 24-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,080.7	3,072.3	3,036.5
R3	3,061.7	3,053.3	3,031.2
R2	3,042.7	3,042.7	3,029.5
R1	3,034.3	3,034.3	3,027.7	3,038.5
PP	3,023.7	3,023.7	3,023.7	3,025.8
S1	3,015.3	3,015.3	3,024.3	3,019.5
S2	3,004.7	3,004.7	3,022.5
S3	2,985.7	2,996.3	3,020.8
S4	2,966.7	2,977.3	3,015.6

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,187.3	3,154.7	3,040.8
R3	3,131.3	3,098.7	3,025.4
R2	3,075.3	3,075.3	3,020.3
R1	3,042.7	3,042.7	3,015.1	3,031.0
PP	3,019.3	3,019.3	3,019.3	3,013.5
S1	2,986.7	2,986.7	3,004.9	2,975.0
S2	2,963.3	2,963.3	2,999.7
S3	2,907.3	2,930.7	2,994.6
S4	2,851.3	2,874.7	2,979.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,046.0	2,990.0	56.0	1.9%	29.8	1.0%	64%	False	False	10,399
10	3,052.0	2,990.0	62.0	2.0%	35.7	1.2%	58%	False	False	7,004
20	3,085.0	2,868.0	217.0	7.2%	45.4	1.5%	73%	False	False	16,208
40	3,088.0	2,868.0	220.0	7.3%	39.7	1.3%	72%	False	False	9,515
60	3,088.0	2,868.0	220.0	7.3%	39.1	1.3%	72%	False	False	7,789

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	8.3
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	3,112.8
2.618	3,081.7
1.618	3,062.7
1.000	3,051.0
0.618	3,043.7
HIGH	3,032.0
0.618	3,024.7
0.500	3,022.5
0.382	3,020.3
LOW	3,013.0
0.618	3,001.3
1.000	2,994.0
1.618	2,982.3
2.618	2,963.3
4.250	2,932.3

Fisher Pivots for day following 24-Nov-2016
Pivot	1 day	3 day
R1	3,024.8	3,025.0
PP	3,023.7	3,024.0
S1	3,022.5	3,023.0

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

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