Dow Jones EURO STOXX 50 Index Future September 2017

Trading Metrics calculated at close of trading on 01-Sep-2017

Day Change Summary
	Previous	Current
	31-Aug-2017	01-Sep-2017	Change	Change %	Previous Week
Open	3,418.0	3,426.0	8.0	0.2%	3,428.0
High	3,438.0	3,455.0	17.0	0.5%	3,455.0
Low	3,413.0	3,426.0	13.0	0.4%	3,361.0
Close	3,424.0	3,444.0	20.0	0.6%	3,444.0
Range	25.0	29.0	4.0	16.0%	94.0
ATR	39.3	38.7	-0.6	-1.5%	0.0
Volume	861,680	773,139	-88,541	-10.3%	4,147,268

Daily Pivots for day following 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,528.7	3,515.3	3,460.0
R3	3,499.7	3,486.3	3,452.0
R2	3,470.7	3,470.7	3,449.3
R1	3,457.3	3,457.3	3,446.7	3,464.0
PP	3,441.7	3,441.7	3,441.7	3,445.0
S1	3,428.3	3,428.3	3,441.3	3,435.0
S2	3,412.7	3,412.7	3,438.7
S3	3,383.7	3,399.3	3,436.0
S4	3,354.7	3,370.3	3,428.1

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,702.0	3,667.0	3,495.7
R3	3,608.0	3,573.0	3,469.9
R2	3,514.0	3,514.0	3,461.2
R1	3,479.0	3,479.0	3,452.6	3,496.5
PP	3,420.0	3,420.0	3,420.0	3,428.8
S1	3,385.0	3,385.0	3,435.4	3,402.5
S2	3,326.0	3,326.0	3,426.8
S3	3,232.0	3,291.0	3,418.2
S4	3,138.0	3,197.0	3,392.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,455.0	3,361.0	94.0	2.7%	29.6	0.9%	88%	True	False	829,453
10	3,466.0	3,361.0	105.0	3.0%	30.0	0.9%	79%	False	False	747,046
20	3,523.0	3,361.0	162.0	4.7%	33.6	1.0%	51%	False	False	817,422
40	3,534.0	3,361.0	173.0	5.0%	36.5	1.1%	48%	False	False	807,043
60	3,592.0	3,361.0	231.0	6.7%	38.7	1.1%	36%	False	False	854,995
80	3,616.0	3,361.0	255.0	7.4%	36.5	1.1%	33%	False	False	649,340
100	3,634.0	3,319.0	315.0	9.1%	35.8	1.0%	40%	False	False	519,565
120	3,634.0	3,303.0	331.0	9.6%	35.0	1.0%	43%	False	False	433,306

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	6.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,578.3
2.618	3,530.9
1.618	3,501.9
1.000	3,484.0
0.618	3,472.9
HIGH	3,455.0
0.618	3,443.9
0.500	3,440.5
0.382	3,437.1
LOW	3,426.0
0.618	3,408.1
1.000	3,397.0
1.618	3,379.1
2.618	3,350.1
4.250	3,302.8

Fisher Pivots for day following 01-Sep-2017
Pivot	1 day	3 day
R1	3,442.8	3,437.7
PP	3,441.7	3,431.3
S1	3,440.5	3,425.0

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

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