Dow Jones EURO STOXX 50 Index Future March 2017

Trading Metrics calculated at close of trading on 27-Jan-2017

Day Change Summary
	Previous	Current
	26-Jan-2017	27-Jan-2017	Change	Change %	Previous Week
Open	3,327.0	3,311.0	-16.0	-0.5%	3,273.0
High	3,340.0	3,314.0	-26.0	-0.8%	3,340.0
Low	3,300.0	3,285.0	-15.0	-0.5%	3,254.0
Close	3,308.0	3,295.0	-13.0	-0.4%	3,295.0
Range	40.0	29.0	-11.0	-27.5%	86.0
ATR	39.7	39.0	-0.8	-1.9%	0.0
Volume	809,111	1,015,441	206,330	25.5%	4,437,682

Daily Pivots for day following 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,385.0	3,369.0	3,311.0
R3	3,356.0	3,340.0	3,303.0
R2	3,327.0	3,327.0	3,300.3
R1	3,311.0	3,311.0	3,297.7	3,304.5
PP	3,298.0	3,298.0	3,298.0	3,294.8
S1	3,282.0	3,282.0	3,292.3	3,275.5
S2	3,269.0	3,269.0	3,289.7
S3	3,240.0	3,253.0	3,287.0
S4	3,211.0	3,224.0	3,279.1

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,554.3	3,510.7	3,342.3
R3	3,468.3	3,424.7	3,318.7
R2	3,382.3	3,382.3	3,310.8
R1	3,338.7	3,338.7	3,302.9	3,360.5
PP	3,296.3	3,296.3	3,296.3	3,307.3
S1	3,252.7	3,252.7	3,287.1	3,274.5
S2	3,210.3	3,210.3	3,279.2
S3	3,124.3	3,166.7	3,271.4
S4	3,038.3	3,080.7	3,247.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,340.0	3,254.0	86.0	2.6%	39.0	1.2%	48%	False	False	887,536
10	3,340.0	3,250.0	90.0	2.7%	39.3	1.2%	50%	False	False	869,196
20	3,340.0	3,250.0	90.0	2.7%	36.9	1.1%	50%	False	False	846,500
40	3,340.0	2,962.0	378.0	11.5%	38.1	1.2%	88%	False	False	747,708
60	3,340.0	2,868.0	472.0	14.3%	40.2	1.2%	90%	False	False	503,610
80	3,340.0	2,868.0	472.0	14.3%	38.4	1.2%	90%	False	False	380,419
100	3,340.0	2,868.0	472.0	14.3%	39.1	1.2%	90%	False	False	305,184

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	11.0
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3,437.3
2.618	3,389.9
1.618	3,360.9
1.000	3,343.0
0.618	3,331.9
HIGH	3,314.0
0.618	3,302.9
0.500	3,299.5
0.382	3,296.1
LOW	3,285.0
0.618	3,267.1
1.000	3,256.0
1.618	3,238.1
2.618	3,209.1
4.250	3,161.8

Fisher Pivots for day following 27-Jan-2017
Pivot	1 day	3 day
R1	3,299.5	3,312.5
PP	3,298.0	3,306.7
S1	3,296.5	3,300.8

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

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