Dow Jones EURO STOXX 50 Index Future June 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	3,560.0	3,548.0	-12.0	-0.3%	3,587.0
High	3,590.0	3,550.0	-40.0	-1.1%	3,595.0
Low	3,540.0	3,499.0	-41.0	-1.2%	3,533.0
Close	3,553.0	3,528.0	-25.0	-0.7%	3,579.0
Range	50.0	51.0	1.0	2.0%	62.0
ATR	36.8	38.0	1.2	3.3%	0.0
Volume	2,155,797	1,421,668	-734,129	-34.1%	4,606,213

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,678.7	3,654.3	3,556.1
R3	3,627.7	3,603.3	3,542.0
R2	3,576.7	3,576.7	3,537.4
R1	3,552.3	3,552.3	3,532.7	3,539.0
PP	3,525.7	3,525.7	3,525.7	3,519.0
S1	3,501.3	3,501.3	3,523.3	3,488.0
S2	3,474.7	3,474.7	3,518.7
S3	3,423.7	3,450.3	3,514.0
S4	3,372.7	3,399.3	3,500.0

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,755.0	3,729.0	3,613.1
R3	3,693.0	3,667.0	3,596.1
R2	3,631.0	3,631.0	3,590.4
R1	3,605.0	3,605.0	3,584.7	3,587.0
PP	3,569.0	3,569.0	3,569.0	3,560.0
S1	3,543.0	3,543.0	3,573.3	3,525.0
S2	3,507.0	3,507.0	3,567.6
S3	3,445.0	3,481.0	3,562.0
S4	3,383.0	3,419.0	3,544.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,595.0	3,499.0	96.0	2.7%	41.4	1.2%	30%	False	True	1,833,816
10	3,610.0	3,499.0	111.0	3.1%	36.7	1.0%	26%	False	True	1,347,345
20	3,610.0	3,499.0	111.0	3.1%	33.1	0.9%	26%	False	True	1,045,681
40	3,645.0	3,338.0	307.0	8.7%	35.9	1.0%	62%	False	False	1,053,647
60	3,645.0	3,321.0	324.0	9.2%	36.6	1.0%	64%	False	False	1,009,229
80	3,645.0	3,200.0	445.0	12.6%	35.2	1.0%	74%	False	False	886,357
100	3,645.0	3,135.0	510.0	14.5%	34.4	1.0%	77%	False	False	711,092
120	3,645.0	3,135.0	510.0	14.5%	32.6	0.9%	77%	False	False	593,417

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	7.7
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	3,766.8
2.618	3,683.5
1.618	3,632.5
1.000	3,601.0
0.618	3,581.5
HIGH	3,550.0
0.618	3,530.5
0.500	3,524.5
0.382	3,518.5
LOW	3,499.0
0.618	3,467.5
1.000	3,448.0
1.618	3,416.5
2.618	3,365.5
4.250	3,282.3

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	3,526.8	3,544.5
PP	3,525.7	3,539.0
S1	3,524.5	3,533.5

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

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