Dow Jones EURO STOXX 50 Index Future March 2017

Trading Metrics calculated at close of trading on 20-Dec-2016

Day Change Summary
	Previous	Current
	19-Dec-2016	20-Dec-2016	Change	Change %	Previous Week
Open	3,249.0	3,244.0	-5.0	-0.2%	3,201.0
High	3,250.0	3,270.0	20.0	0.6%	3,264.0
Low	3,236.0	3,239.0	3.0	0.1%	3,172.0
Close	3,244.0	3,268.0	24.0	0.7%	3,239.0
Range	14.0	31.0	17.0	121.4%	92.0
ATR	44.3	43.3	-0.9	-2.1%	0.0
Volume	749,626	609,082	-140,544	-18.7%	6,586,791

Daily Pivots for day following 20-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,352.0	3,341.0	3,285.1
R3	3,321.0	3,310.0	3,276.5
R2	3,290.0	3,290.0	3,273.7
R1	3,279.0	3,279.0	3,270.8	3,284.5
PP	3,259.0	3,259.0	3,259.0	3,261.8
S1	3,248.0	3,248.0	3,265.2	3,253.5
S2	3,228.0	3,228.0	3,262.3
S3	3,197.0	3,217.0	3,259.5
S4	3,166.0	3,186.0	3,251.0

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,501.0	3,462.0	3,289.6
R3	3,409.0	3,370.0	3,264.3
R2	3,317.0	3,317.0	3,255.9
R1	3,278.0	3,278.0	3,247.4	3,297.5
PP	3,225.0	3,225.0	3,225.0	3,234.8
S1	3,186.0	3,186.0	3,230.6	3,205.5
S2	3,133.0	3,133.0	3,222.1
S3	3,041.0	3,094.0	3,213.7
S4	2,949.0	3,002.0	3,188.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,270.0	3,191.0	79.0	2.4%	34.4	1.1%	97%	True	False	928,142
10	3,270.0	3,108.0	162.0	5.0%	39.9	1.2%	99%	True	False	1,009,829
20	3,270.0	2,962.0	308.0	9.4%	42.0	1.3%	99%	True	False	532,374
40	3,270.0	2,868.0	402.0	12.3%	43.8	1.3%	100%	True	False	273,719
60	3,270.0	2,868.0	402.0	12.3%	41.4	1.3%	100%	True	False	183,381
80	3,270.0	2,868.0	402.0	12.3%	39.9	1.2%	100%	True	False	138,585

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

Fibonacci Retracements and Extensions
4.250	3,401.8
2.618	3,351.2
1.618	3,320.2
1.000	3,301.0
0.618	3,289.2
HIGH	3,270.0
0.618	3,258.2
0.500	3,254.5
0.382	3,250.8
LOW	3,239.0
0.618	3,219.8
1.000	3,208.0
1.618	3,188.8
2.618	3,157.8
4.250	3,107.3

Fisher Pivots for day following 20-Dec-2016
Pivot	1 day	3 day
R1	3,263.5	3,261.3
PP	3,259.0	3,254.7
S1	3,254.5	3,248.0

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

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