Dow Jones EURO STOXX 50 Index Future March 2017

Trading Metrics calculated at close of trading on 12-Dec-2016

Day Change Summary
	Previous	Current
	09-Dec-2016	12-Dec-2016	Change	Change %	Previous Week
Open	3,179.0	3,201.0	22.0	0.7%	2,976.0
High	3,200.0	3,201.0	1.0	0.0%	3,200.0
Low	3,165.0	3,172.0	7.0	0.2%	2,962.0
Close	3,184.0	3,184.0	0.0	0.0%	3,184.0
Range	35.0	29.0	-6.0	-17.1%	238.0
ATR	48.3	46.9	-1.4	-2.9%	0.0
Volume	1,045,105	1,659,000	613,895	58.7%	2,412,527

Daily Pivots for day following 12-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,272.7	3,257.3	3,200.0
R3	3,243.7	3,228.3	3,192.0
R2	3,214.7	3,214.7	3,189.3
R1	3,199.3	3,199.3	3,186.7	3,192.5
PP	3,185.7	3,185.7	3,185.7	3,182.3
S1	3,170.3	3,170.3	3,181.3	3,163.5
S2	3,156.7	3,156.7	3,178.7
S3	3,127.7	3,141.3	3,176.0
S4	3,098.7	3,112.3	3,168.1

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,829.3	3,744.7	3,314.9
R3	3,591.3	3,506.7	3,249.5
R2	3,353.3	3,353.3	3,227.6
R1	3,268.7	3,268.7	3,205.8	3,311.0
PP	3,115.3	3,115.3	3,115.3	3,136.5
S1	3,030.7	3,030.7	3,162.2	3,073.0
S2	2,877.3	2,877.3	3,140.4
S3	2,639.3	2,792.7	3,118.6
S4	2,401.3	2,554.7	3,053.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,201.0	3,034.0	167.0	5.2%	49.2	1.5%	90%	True	False	793,345
10	3,201.0	2,962.0	239.0	7.5%	48.7	1.5%	93%	True	False	432,238
20	3,201.0	2,962.0	239.0	7.5%	41.4	1.3%	93%	True	False	219,991
40	3,201.0	2,868.0	333.0	10.5%	42.2	1.3%	95%	True	False	117,341
60	3,201.0	2,868.0	333.0	10.5%	41.5	1.3%	95%	True	False	78,714

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.1
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3,324.3
2.618	3,276.9
1.618	3,247.9
1.000	3,230.0
0.618	3,218.9
HIGH	3,201.0
0.618	3,189.9
0.500	3,186.5
0.382	3,183.1
LOW	3,172.0
0.618	3,154.1
1.000	3,143.0
1.618	3,125.1
2.618	3,096.1
4.250	3,048.8

Fisher Pivots for day following 12-Dec-2016
Pivot	1 day	3 day
R1	3,186.5	3,177.0
PP	3,185.7	3,170.0
S1	3,184.8	3,163.0

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

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