Dow Jones EURO STOXX 50 Index Future September 2017

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

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	3,465.0	3,480.0	15.0	0.4%	3,526.0
High	3,495.0	3,501.0	6.0	0.2%	3,531.0
Low	3,464.0	3,462.0	-2.0	-0.1%	3,429.0
Close	3,482.0	3,481.0	-1.0	0.0%	3,445.0
Range	31.0	39.0	8.0	25.8%	102.0
ATR	42.0	41.8	-0.2	-0.5%	0.0
Volume	678,375	794,663	116,288	17.1%	4,666,128

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,598.3	3,578.7	3,502.5
R3	3,559.3	3,539.7	3,491.7
R2	3,520.3	3,520.3	3,488.2
R1	3,500.7	3,500.7	3,484.6	3,510.5
PP	3,481.3	3,481.3	3,481.3	3,486.3
S1	3,461.7	3,461.7	3,477.4	3,471.5
S2	3,442.3	3,442.3	3,473.9
S3	3,403.3	3,422.7	3,470.3
S4	3,364.3	3,383.7	3,459.6

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,774.3	3,711.7	3,501.1
R3	3,672.3	3,609.7	3,473.1
R2	3,570.3	3,570.3	3,463.7
R1	3,507.7	3,507.7	3,454.4	3,488.0
PP	3,468.3	3,468.3	3,468.3	3,458.5
S1	3,405.7	3,405.7	3,435.7	3,386.0
S2	3,366.3	3,366.3	3,426.3
S3	3,264.3	3,303.7	3,417.0
S4	3,162.3	3,201.7	3,388.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,502.0	3,425.0	77.0	2.2%	43.8	1.3%	73%	False	False	886,674
10	3,531.0	3,425.0	106.0	3.0%	40.7	1.2%	53%	False	False	835,785
20	3,548.0	3,425.0	123.0	3.5%	42.5	1.2%	46%	False	False	831,208
40	3,601.0	3,425.0	176.0	5.1%	39.6	1.1%	32%	False	False	764,519
60	3,634.0	3,425.0	209.0	6.0%	37.4	1.1%	27%	False	False	510,603
80	3,634.0	3,319.0	315.0	9.0%	36.1	1.0%	51%	False	False	383,023
100	3,634.0	3,290.0	344.0	9.9%	34.1	1.0%	56%	False	False	306,910

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,666.8
2.618	3,603.1
1.618	3,564.1
1.000	3,540.0
0.618	3,525.1
HIGH	3,501.0
0.618	3,486.1
0.500	3,481.5
0.382	3,476.9
LOW	3,462.0
0.618	3,437.9
1.000	3,423.0
1.618	3,398.9
2.618	3,359.9
4.250	3,296.3

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	3,481.5	3,478.7
PP	3,481.3	3,476.3
S1	3,481.2	3,474.0

Download as Excel Spreadsheet

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

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