Dow Jones EURO STOXX 50 Index Future December 2017

Trading Metrics calculated at close of trading on 20-Sep-2017

Day Change Summary
	Previous	Current
	19-Sep-2017	20-Sep-2017	Change	Change %	Previous Week
Open	3,516.0	3,514.0	-2.0	-0.1%	3,449.0
High	3,518.0	3,535.0	17.0	0.5%	3,518.0
Low	3,506.0	3,507.0	1.0	0.0%	3,449.0
Close	3,516.0	3,510.0	-6.0	-0.2%	3,499.0
Range	12.0	28.0	16.0	133.3%	69.0
ATR	32.6	32.3	-0.3	-1.0%	0.0
Volume	545,284	595,242	49,958	9.2%	6,361,064

Daily Pivots for day following 20-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,601.3	3,583.7	3,525.4
R3	3,573.3	3,555.7	3,517.7
R2	3,545.3	3,545.3	3,515.1
R1	3,527.7	3,527.7	3,512.6	3,522.5
PP	3,517.3	3,517.3	3,517.3	3,514.8
S1	3,499.7	3,499.7	3,507.4	3,494.5
S2	3,489.3	3,489.3	3,504.9
S3	3,461.3	3,471.7	3,502.3
S4	3,433.3	3,443.7	3,494.6

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,695.7	3,666.3	3,537.0
R3	3,626.7	3,597.3	3,518.0
R2	3,557.7	3,557.7	3,511.7
R1	3,528.3	3,528.3	3,505.3	3,543.0
PP	3,488.7	3,488.7	3,488.7	3,496.0
S1	3,459.3	3,459.3	3,492.7	3,474.0
S2	3,419.7	3,419.7	3,486.4
S3	3,350.7	3,390.3	3,480.0
S4	3,281.7	3,321.3	3,461.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,535.0	3,493.0	42.0	1.2%	20.2	0.6%	40%	True	False	730,085
10	3,535.0	3,419.0	116.0	3.3%	24.1	0.7%	78%	True	False	884,793
20	3,535.0	3,348.0	187.0	5.3%	28.0	0.8%	87%	True	False	456,604
40	3,535.0	3,348.0	187.0	5.3%	30.6	0.9%	87%	True	False	229,975
60	3,535.0	3,348.0	187.0	5.3%	32.8	0.9%	87%	True	False	153,843
80	3,577.0	3,348.0	229.0	6.5%	31.0	0.9%	71%	False	False	115,785

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.0
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3,654.0
2.618	3,608.3
1.618	3,580.3
1.000	3,563.0
0.618	3,552.3
HIGH	3,535.0
0.618	3,524.3
0.500	3,521.0
0.382	3,517.7
LOW	3,507.0
0.618	3,489.7
1.000	3,479.0
1.618	3,461.7
2.618	3,433.7
4.250	3,388.0

Fisher Pivots for day following 20-Sep-2017
Pivot	1 day	3 day
R1	3,521.0	3,520.5
PP	3,517.3	3,517.0
S1	3,513.7	3,513.5

Download as Excel Spreadsheet

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

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