Dow Jones EURO STOXX 50 Index Future September 2017

Trading Metrics calculated at close of trading on 12-Sep-2017

Day Change Summary
	Previous	Current
	11-Sep-2017	12-Sep-2017	Change	Change %	Previous Week
Open	3,464.0	3,501.0	37.0	1.1%	3,431.0
High	3,507.0	3,522.0	15.0	0.4%	3,469.0
Low	3,464.0	3,501.0	37.0	1.1%	3,394.0
Close	3,492.0	3,512.0	20.0	0.6%	3,447.0
Range	43.0	21.0	-22.0	-51.2%	75.0
ATR	40.7	39.9	-0.8	-1.9%	0.0
Volume	1,817,449	2,223,957	406,508	22.4%	4,348,236

Daily Pivots for day following 12-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,574.7	3,564.3	3,523.6
R3	3,553.7	3,543.3	3,517.8
R2	3,532.7	3,532.7	3,515.9
R1	3,522.3	3,522.3	3,513.9	3,527.5
PP	3,511.7	3,511.7	3,511.7	3,514.3
S1	3,501.3	3,501.3	3,510.1	3,506.5
S2	3,490.7	3,490.7	3,508.2
S3	3,469.7	3,480.3	3,506.2
S4	3,448.7	3,459.3	3,500.5

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	3,522.0	3,396.0	126.0	3.6%	35.0	1.0%	92%	True	False	1,496,145
10	3,522.0	3,361.0	161.0	4.6%	34.9	1.0%	94%	True	False	1,203,182
20	3,522.0	3,361.0	161.0	4.6%	33.7	1.0%	94%	True	False	967,863
40	3,525.0	3,361.0	164.0	4.7%	37.3	1.1%	92%	False	False	922,421
60	3,592.0	3,361.0	231.0	6.6%	38.6	1.1%	65%	False	False	874,128
80	3,601.0	3,361.0	240.0	6.8%	36.7	1.0%	63%	False	False	754,063
100	3,634.0	3,343.0	291.0	8.3%	36.0	1.0%	58%	False	False	603,436
120	3,634.0	3,313.0	321.0	9.1%	35.5	1.0%	62%	False	False	502,918

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	5.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,611.3
2.618	3,577.0
1.618	3,556.0
1.000	3,543.0
0.618	3,535.0
HIGH	3,522.0
0.618	3,514.0
0.500	3,511.5
0.382	3,509.0
LOW	3,501.0
0.618	3,488.0
1.000	3,480.0
1.618	3,467.0
2.618	3,446.0
4.250	3,411.8

Fisher Pivots for day following 12-Sep-2017
Pivot	1 day	3 day
R1	3,511.8	3,500.3
PP	3,511.7	3,488.7
S1	3,511.5	3,477.0

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

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