Dow Jones EURO STOXX 50 Index Future September 2017

Trading Metrics calculated at close of trading on 24-Aug-2017

Day Change Summary
	Previous	Current
	23-Aug-2017	24-Aug-2017	Change	Change %	Previous Week
Open	3,454.0	3,438.0	-16.0	-0.5%	3,418.0
High	3,466.0	3,460.0	-6.0	-0.2%	3,496.0
Low	3,429.0	3,438.0	9.0	0.3%	3,418.0
Close	3,438.0	3,445.0	7.0	0.2%	3,447.0
Range	37.0	22.0	-15.0	-40.5%	78.0
ATR	41.8	40.4	-1.4	-3.4%	0.0
Volume	702,314	608,988	-93,326	-13.3%	4,367,110

Daily Pivots for day following 24-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,513.7	3,501.3	3,457.1
R3	3,491.7	3,479.3	3,451.1
R2	3,469.7	3,469.7	3,449.0
R1	3,457.3	3,457.3	3,447.0	3,463.5
PP	3,447.7	3,447.7	3,447.7	3,450.8
S1	3,435.3	3,435.3	3,443.0	3,441.5
S2	3,425.7	3,425.7	3,441.0
S3	3,403.7	3,413.3	3,439.0
S4	3,381.7	3,391.3	3,432.9

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,687.7	3,645.3	3,489.9
R3	3,609.7	3,567.3	3,468.5
R2	3,531.7	3,531.7	3,461.3
R1	3,489.3	3,489.3	3,454.2	3,510.5
PP	3,453.7	3,453.7	3,453.7	3,464.3
S1	3,411.3	3,411.3	3,439.9	3,432.5
S2	3,375.7	3,375.7	3,432.7
S3	3,297.7	3,333.3	3,425.6
S4	3,219.7	3,255.3	3,404.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,466.0	3,408.0	58.0	1.7%	31.6	0.9%	64%	False	False	769,670
10	3,496.0	3,389.0	107.0	3.1%	33.9	1.0%	52%	False	False	824,417
20	3,523.0	3,389.0	134.0	3.9%	36.9	1.1%	42%	False	False	826,723
40	3,548.0	3,389.0	159.0	4.6%	39.7	1.2%	35%	False	False	828,966
60	3,601.0	3,389.0	212.0	6.2%	38.7	1.1%	26%	False	False	785,254
80	3,634.0	3,389.0	245.0	7.1%	37.3	1.1%	23%	False	False	589,633
100	3,634.0	3,319.0	315.0	9.1%	36.3	1.1%	40%	False	False	471,763
120	3,634.0	3,290.0	344.0	10.0%	34.6	1.0%	45%	False	False	393,546

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.4
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3,553.5
2.618	3,517.6
1.618	3,495.6
1.000	3,482.0
0.618	3,473.6
HIGH	3,460.0
0.618	3,451.6
0.500	3,449.0
0.382	3,446.4
LOW	3,438.0
0.618	3,424.4
1.000	3,416.0
1.618	3,402.4
2.618	3,380.4
4.250	3,344.5

Fisher Pivots for day following 24-Aug-2017
Pivot	1 day	3 day
R1	3,449.0	3,447.5
PP	3,447.7	3,446.7
S1	3,446.3	3,445.8

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

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