Dow Jones EURO STOXX 50 Index Future September 2017

Trading Metrics calculated at close of trading on 11-Sep-2017

Day Change Summary
	Previous	Current
	08-Sep-2017	11-Sep-2017	Change	Change %	Previous Week
Open	3,438.0	3,464.0	26.0	0.8%	3,431.0
High	3,453.0	3,507.0	54.0	1.6%	3,469.0
Low	3,432.0	3,464.0	32.0	0.9%	3,394.0
Close	3,447.0	3,492.0	45.0	1.3%	3,447.0
Range	21.0	43.0	22.0	104.8%	75.0
ATR	39.2	40.7	1.5	3.8%	0.0
Volume	1,073,851	1,817,449	743,598	69.2%	4,348,236

Daily Pivots for day following 11-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,616.7	3,597.3	3,515.7
R3	3,573.7	3,554.3	3,503.8
R2	3,530.7	3,530.7	3,499.9
R1	3,511.3	3,511.3	3,495.9	3,521.0
PP	3,487.7	3,487.7	3,487.7	3,492.5
S1	3,468.3	3,468.3	3,488.1	3,478.0
S2	3,444.7	3,444.7	3,484.1
S3	3,401.7	3,425.3	3,480.2
S4	3,358.7	3,382.3	3,468.4

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,661.7	3,629.3	3,488.3
R3	3,586.7	3,554.3	3,467.6
R2	3,511.7	3,511.7	3,460.8
R1	3,479.3	3,479.3	3,453.9	3,495.5
PP	3,436.7	3,436.7	3,436.7	3,444.8
S1	3,404.3	3,404.3	3,440.1	3,420.5
S2	3,361.7	3,361.7	3,433.3
S3	3,286.7	3,329.3	3,426.4
S4	3,211.7	3,254.3	3,405.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,507.0	3,394.0	113.0	3.2%	41.6	1.2%	87%	True	False	1,233,137
10	3,507.0	3,361.0	146.0	4.2%	35.6	1.0%	90%	True	False	1,031,295
20	3,507.0	3,361.0	146.0	4.2%	34.7	1.0%	90%	True	False	900,162
40	3,531.0	3,361.0	170.0	4.9%	37.6	1.1%	77%	False	False	882,067
60	3,592.0	3,361.0	231.0	6.6%	38.7	1.1%	57%	False	False	854,943
80	3,601.0	3,361.0	240.0	6.9%	36.7	1.1%	55%	False	False	726,329
100	3,634.0	3,335.0	299.0	8.6%	36.1	1.0%	53%	False	False	581,198
120	3,634.0	3,313.0	321.0	9.2%	35.8	1.0%	56%	False	False	484,388

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	6.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,689.8
2.618	3,619.6
1.618	3,576.6
1.000	3,550.0
0.618	3,533.6
HIGH	3,507.0
0.618	3,490.6
0.500	3,485.5
0.382	3,480.4
LOW	3,464.0
0.618	3,437.4
1.000	3,421.0
1.618	3,394.4
2.618	3,351.4
4.250	3,281.3

Fisher Pivots for day following 11-Sep-2017
Pivot	1 day	3 day
R1	3,489.8	3,484.5
PP	3,487.7	3,477.0
S1	3,485.5	3,469.5

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

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