Dow Jones EURO STOXX 50 Index Future September 2017

Trading Metrics calculated at close of trading on 08-Aug-2017

Day Change Summary
	Previous	Current
	07-Aug-2017	08-Aug-2017	Change	Change %	Previous Week
Open	3,508.0	3,496.0	-12.0	-0.3%	3,455.0
High	3,516.0	3,523.0	7.0	0.2%	3,514.0
Low	3,494.0	3,490.0	-4.0	-0.1%	3,433.0
Close	3,501.0	3,512.0	11.0	0.3%	3,505.0
Range	22.0	33.0	11.0	50.0%	81.0
ATR	40.7	40.2	-0.6	-1.4%	0.0
Volume	474,913	648,340	173,427	36.5%	4,115,225

Daily Pivots for day following 08-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,607.3	3,592.7	3,530.2
R3	3,574.3	3,559.7	3,521.1
R2	3,541.3	3,541.3	3,518.1
R1	3,526.7	3,526.7	3,515.0	3,534.0
PP	3,508.3	3,508.3	3,508.3	3,512.0
S1	3,493.7	3,493.7	3,509.0	3,501.0
S2	3,475.3	3,475.3	3,506.0
S3	3,442.3	3,460.7	3,502.9
S4	3,409.3	3,427.7	3,493.9

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	3,523.0	3,433.0	90.0	2.6%	37.0	1.1%	88%	True	False	702,536
10	3,523.0	3,433.0	90.0	2.6%	36.7	1.0%	88%	True	False	756,344
20	3,534.0	3,425.0	109.0	3.1%	39.3	1.1%	80%	False	False	797,425
40	3,592.0	3,425.0	167.0	4.8%	40.5	1.2%	52%	False	False	861,755
60	3,616.0	3,425.0	191.0	5.4%	37.6	1.1%	46%	False	False	611,946
80	3,634.0	3,319.0	315.0	9.0%	36.2	1.0%	61%	False	False	459,139
100	3,634.0	3,313.0	321.0	9.1%	35.3	1.0%	62%	False	False	367,693

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	8.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,663.3
2.618	3,609.4
1.618	3,576.4
1.000	3,556.0
0.618	3,543.4
HIGH	3,523.0
0.618	3,510.4
0.500	3,506.5
0.382	3,502.6
LOW	3,490.0
0.618	3,469.6
1.000	3,457.0
1.618	3,436.6
2.618	3,403.6
4.250	3,349.8

Fisher Pivots for day following 08-Aug-2017
Pivot	1 day	3 day
R1	3,510.2	3,504.0
PP	3,508.3	3,496.0
S1	3,506.5	3,488.0

Download as Excel Spreadsheet

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

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