Dow Jones EURO STOXX 50 Index Future September 2017

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

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	3,455.0	3,459.0	4.0	0.1%	3,455.0
High	3,468.0	3,514.0	46.0	1.3%	3,514.0
Low	3,433.0	3,453.0	20.0	0.6%	3,433.0
Close	3,463.0	3,505.0	42.0	1.2%	3,505.0
Range	35.0	61.0	26.0	74.3%	81.0
ATR	40.7	42.2	1.4	3.6%	0.0
Volume	764,959	882,689	117,730	15.4%	4,115,225

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,673.7	3,650.3	3,538.6
R3	3,612.7	3,589.3	3,521.8
R2	3,551.7	3,551.7	3,516.2
R1	3,528.3	3,528.3	3,510.6	3,540.0
PP	3,490.7	3,490.7	3,490.7	3,496.5
S1	3,467.3	3,467.3	3,499.4	3,479.0
S2	3,429.7	3,429.7	3,493.8
S3	3,368.7	3,406.3	3,488.2
S4	3,307.7	3,345.3	3,471.5

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,727.0	3,697.0	3,549.6
R3	3,646.0	3,616.0	3,527.3
R2	3,565.0	3,565.0	3,519.9
R1	3,535.0	3,535.0	3,512.4	3,550.0
PP	3,484.0	3,484.0	3,484.0	3,491.5
S1	3,454.0	3,454.0	3,497.6	3,469.0
S2	3,403.0	3,403.0	3,490.2
S3	3,322.0	3,373.0	3,482.7
S4	3,241.0	3,292.0	3,460.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,514.0	3,433.0	81.0	2.3%	43.0	1.2%	89%	True	False	823,045
10	3,514.0	3,425.0	89.0	2.5%	38.8	1.1%	90%	True	False	810,242
20	3,534.0	3,425.0	109.0	3.1%	39.3	1.1%	73%	False	False	796,664
40	3,592.0	3,425.0	167.0	4.8%	41.2	1.2%	48%	False	False	873,781
60	3,616.0	3,425.0	191.0	5.4%	37.5	1.1%	42%	False	False	593,312
80	3,634.0	3,319.0	315.0	9.0%	36.3	1.0%	59%	False	False	445,101
100	3,634.0	3,303.0	331.0	9.4%	35.3	1.0%	61%	False	False	356,483

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	9.4
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3,773.3
2.618	3,673.7
1.618	3,612.7
1.000	3,575.0
0.618	3,551.7
HIGH	3,514.0
0.618	3,490.7
0.500	3,483.5
0.382	3,476.3
LOW	3,453.0
0.618	3,415.3
1.000	3,392.0
1.618	3,354.3
2.618	3,293.3
4.250	3,193.8

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	3,497.8	3,494.5
PP	3,490.7	3,484.0
S1	3,483.5	3,473.5

Download as Excel Spreadsheet

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

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