Dow Jones EURO STOXX 50 Index Future March 2017

Trading Metrics calculated at close of trading on 02-Jan-2017

Day Change Summary
	Previous	Current
	30-Dec-2016	02-Jan-2017	Change	Change %	Previous Week
Open	3,264.0	3,266.0	2.0	0.1%	3,260.0
High	3,286.0	3,305.0	19.0	0.6%	3,286.0
Low	3,250.0	3,263.0	13.0	0.4%	3,250.0
Close	3,277.0	3,295.0	18.0	0.5%	3,277.0
Range	36.0	42.0	6.0	16.7%	36.0
ATR	36.5	36.9	0.4	1.1%	0.0
Volume	250,444	1,008,127	757,683	302.5%	1,609,714

Daily Pivots for day following 02-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,413.7	3,396.3	3,318.1
R3	3,371.7	3,354.3	3,306.6
R2	3,329.7	3,329.7	3,302.7
R1	3,312.3	3,312.3	3,298.9	3,321.0
PP	3,287.7	3,287.7	3,287.7	3,292.0
S1	3,270.3	3,270.3	3,291.2	3,279.0
S2	3,245.7	3,245.7	3,287.3
S3	3,203.7	3,228.3	3,283.5
S4	3,161.7	3,186.3	3,271.9

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,379.0	3,364.0	3,296.8
R3	3,343.0	3,328.0	3,286.9
R2	3,307.0	3,307.0	3,283.6
R1	3,292.0	3,292.0	3,280.3	3,299.5
PP	3,271.0	3,271.0	3,271.0	3,274.8
S1	3,256.0	3,256.0	3,273.7	3,263.5
S2	3,235.0	3,235.0	3,270.4
S3	3,199.0	3,220.0	3,267.1
S4	3,163.0	3,184.0	3,257.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,305.0	3,250.0	55.0	1.7%	31.4	1.0%	82%	True	False	523,568
10	3,305.0	3,236.0	69.0	2.1%	26.8	0.8%	86%	True	False	512,121
20	3,305.0	2,962.0	343.0	10.4%	39.7	1.2%	97%	True	False	706,026
40	3,305.0	2,868.0	437.0	13.3%	42.1	1.3%	98%	True	False	363,318
60	3,305.0	2,868.0	437.0	13.3%	39.2	1.2%	98%	True	False	246,030
80	3,305.0	2,868.0	437.0	13.3%	39.5	1.2%	98%	True	False	185,585

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.0
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,483.5
2.618	3,415.0
1.618	3,373.0
1.000	3,347.0
0.618	3,331.0
HIGH	3,305.0
0.618	3,289.0
0.500	3,284.0
0.382	3,279.0
LOW	3,263.0
0.618	3,237.0
1.000	3,221.0
1.618	3,195.0
2.618	3,153.0
4.250	3,084.5

Fisher Pivots for day following 02-Jan-2017
Pivot	1 day	3 day
R1	3,291.3	3,289.2
PP	3,287.7	3,283.3
S1	3,284.0	3,277.5

Download as Excel Spreadsheet

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

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