Dow Jones EURO STOXX 50 Index Future March 2017

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	3,303.0	3,314.0	11.0	0.3%	3,260.0
High	3,326.0	3,320.0	-6.0	-0.2%	3,286.0
Low	3,297.0	3,292.0	-5.0	-0.2%	3,250.0
Close	3,306.0	3,304.0	-2.0	-0.1%	3,277.0
Range	29.0	28.0	-1.0	-3.4%	36.0
ATR	36.5	35.9	-0.6	-1.7%	0.0
Volume	792,383	878,646	86,263	10.9%	1,609,714

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,389.3	3,374.7	3,319.4
R3	3,361.3	3,346.7	3,311.7
R2	3,333.3	3,333.3	3,309.1
R1	3,318.7	3,318.7	3,306.6	3,312.0
PP	3,305.3	3,305.3	3,305.3	3,302.0
S1	3,290.7	3,290.7	3,301.4	3,284.0
S2	3,277.3	3,277.3	3,298.9
S3	3,249.3	3,262.7	3,296.3
S4	3,221.3	3,234.7	3,288.6

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	3,326.0	3,250.0	76.0	2.3%	33.0	1.0%	71%	False	False	703,259
10	3,326.0	3,249.0	77.0	2.3%	28.0	0.8%	71%	False	False	543,353
20	3,326.0	3,108.0	218.0	6.6%	34.0	1.0%	90%	False	False	776,591
40	3,326.0	2,868.0	458.0	13.9%	42.0	1.3%	95%	False	False	404,200
60	3,326.0	2,868.0	458.0	13.9%	38.7	1.2%	95%	False	False	273,712
80	3,326.0	2,868.0	458.0	13.9%	38.9	1.2%	95%	False	False	205,840

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	7.6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,439.0
2.618	3,393.3
1.618	3,365.3
1.000	3,348.0
0.618	3,337.3
HIGH	3,320.0
0.618	3,309.3
0.500	3,306.0
0.382	3,302.7
LOW	3,292.0
0.618	3,274.7
1.000	3,264.0
1.618	3,246.7
2.618	3,218.7
4.250	3,173.0

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	3,306.0	3,300.8
PP	3,305.3	3,297.7
S1	3,304.7	3,294.5

Download as Excel Spreadsheet

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

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