Dow Jones EURO STOXX 50 Index Future September 2017

Trading Metrics calculated at close of trading on 03-Aug-2017

Day Change Summary
	Previous	Current
	02-Aug-2017	03-Aug-2017	Change	Change %	Previous Week
Open	3,477.0	3,455.0	-22.0	-0.6%	3,450.0
High	3,479.0	3,468.0	-11.0	-0.3%	3,501.0
Low	3,445.0	3,433.0	-12.0	-0.3%	3,425.0
Close	3,453.0	3,463.0	10.0	0.3%	3,456.0
Range	34.0	35.0	1.0	2.9%	76.0
ATR	41.1	40.7	-0.4	-1.1%	0.0
Volume	741,783	764,959	23,176	3.1%	3,987,198

Daily Pivots for day following 03-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,559.7	3,546.3	3,482.3
R3	3,524.7	3,511.3	3,472.6
R2	3,489.7	3,489.7	3,469.4
R1	3,476.3	3,476.3	3,466.2	3,483.0
PP	3,454.7	3,454.7	3,454.7	3,458.0
S1	3,441.3	3,441.3	3,459.8	3,448.0
S2	3,419.7	3,419.7	3,456.6
S3	3,384.7	3,406.3	3,453.4
S4	3,349.7	3,371.3	3,443.8

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,688.7	3,648.3	3,497.8
R3	3,612.7	3,572.3	3,476.9
R2	3,536.7	3,536.7	3,469.9
R1	3,496.3	3,496.3	3,463.0	3,516.5
PP	3,460.7	3,460.7	3,460.7	3,470.8
S1	3,420.3	3,420.3	3,449.0	3,440.5
S2	3,384.7	3,384.7	3,442.1
S3	3,308.7	3,344.3	3,435.1
S4	3,232.7	3,268.3	3,414.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,486.0	3,433.0	53.0	1.5%	36.2	1.0%	57%	False	True	816,892
10	3,502.0	3,425.0	77.0	2.2%	40.0	1.2%	49%	False	False	851,783
20	3,534.0	3,425.0	109.0	3.1%	37.6	1.1%	35%	False	False	784,088
40	3,592.0	3,425.0	167.0	4.8%	40.3	1.2%	23%	False	False	858,813
60	3,616.0	3,425.0	191.0	5.5%	37.1	1.1%	20%	False	False	578,640
80	3,634.0	3,319.0	315.0	9.1%	35.9	1.0%	46%	False	False	434,068
100	3,634.0	3,303.0	331.0	9.6%	34.8	1.0%	48%	False	False	347,662

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	9.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,616.8
2.618	3,559.6
1.618	3,524.6
1.000	3,503.0
0.618	3,489.6
HIGH	3,468.0
0.618	3,454.6
0.500	3,450.5
0.382	3,446.4
LOW	3,433.0
0.618	3,411.4
1.000	3,398.0
1.618	3,376.4
2.618	3,341.4
4.250	3,284.3

Fisher Pivots for day following 03-Aug-2017
Pivot	1 day	3 day
R1	3,458.8	3,461.8
PP	3,454.7	3,460.7
S1	3,450.5	3,459.5

Download as Excel Spreadsheet

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

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