Dow Jones EURO STOXX 50 Index Future March 2017

Trading Metrics calculated at close of trading on 28-Dec-2016

Day Change Summary
	Previous	Current
	27-Dec-2016	28-Dec-2016	Change	Change %	Previous Week
Open	3,260.0	3,272.0	12.0	0.4%	3,249.0
High	3,274.0	3,275.0	1.0	0.0%	3,275.0
Low	3,250.0	3,250.0	0.0	0.0%	3,236.0
Close	3,270.0	3,268.0	-2.0	-0.1%	3,263.0
Range	24.0	25.0	1.0	4.2%	39.0
ATR	38.0	37.1	-0.9	-2.4%	0.0
Volume	319,613	452,958	133,345	41.7%	2,503,374

Daily Pivots for day following 28-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,339.3	3,328.7	3,281.8
R3	3,314.3	3,303.7	3,274.9
R2	3,289.3	3,289.3	3,272.6
R1	3,278.7	3,278.7	3,270.3	3,271.5
PP	3,264.3	3,264.3	3,264.3	3,260.8
S1	3,253.7	3,253.7	3,265.7	3,246.5
S2	3,239.3	3,239.3	3,263.4
S3	3,214.3	3,228.7	3,261.1
S4	3,189.3	3,203.7	3,254.3

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,375.0	3,358.0	3,284.5
R3	3,336.0	3,319.0	3,273.7
R2	3,297.0	3,297.0	3,270.2
R1	3,280.0	3,280.0	3,266.6	3,288.5
PP	3,258.0	3,258.0	3,258.0	3,262.3
S1	3,241.0	3,241.0	3,259.4	3,249.5
S2	3,219.0	3,219.0	3,255.9
S3	3,180.0	3,202.0	3,252.3
S4	3,141.0	3,163.0	3,241.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,275.0	3,249.0	26.0	0.8%	23.0	0.7%	73%	True	False	383,447
10	3,275.0	3,191.0	84.0	2.6%	28.7	0.9%	92%	True	False	655,794
20	3,275.0	2,962.0	313.0	9.6%	39.5	1.2%	98%	True	False	624,417
40	3,275.0	2,868.0	407.0	12.5%	42.0	1.3%	98%	True	False	319,256
60	3,275.0	2,868.0	407.0	12.5%	39.0	1.2%	98%	True	False	215,282
80	3,275.0	2,868.0	407.0	12.5%	39.7	1.2%	98%	True	False	162,533

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,381.3
2.618	3,340.5
1.618	3,315.5
1.000	3,300.0
0.618	3,290.5
HIGH	3,275.0
0.618	3,265.5
0.500	3,262.5
0.382	3,259.6
LOW	3,250.0
0.618	3,234.6
1.000	3,225.0
1.618	3,209.6
2.618	3,184.6
4.250	3,143.8

Fisher Pivots for day following 28-Dec-2016
Pivot	1 day	3 day
R1	3,266.2	3,266.2
PP	3,264.3	3,264.3
S1	3,262.5	3,262.5

Download as Excel Spreadsheet

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

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