Dow Jones EURO STOXX 50 Index Future December 2017

Trading Metrics calculated at close of trading on 26-Sep-2017

Day Change Summary
	Previous	Current
	25-Sep-2017	26-Sep-2017	Change	Change %	Previous Week
Open	3,522.0	3,521.0	-1.0	0.0%	3,514.0
High	3,536.0	3,533.0	-3.0	-0.1%	3,540.0
Low	3,515.0	3,518.0	3.0	0.1%	3,506.0
Close	3,527.0	3,520.0	-7.0	-0.2%	3,528.0
Range	21.0	15.0	-6.0	-28.6%	34.0
ATR	30.4	29.3	-1.1	-3.6%	0.0
Volume	646,360	634,337	-12,023	-1.9%	2,817,390

Daily Pivots for day following 26-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,568.7	3,559.3	3,528.3
R3	3,553.7	3,544.3	3,524.1
R2	3,538.7	3,538.7	3,522.8
R1	3,529.3	3,529.3	3,521.4	3,526.5
PP	3,523.7	3,523.7	3,523.7	3,522.3
S1	3,514.3	3,514.3	3,518.6	3,511.5
S2	3,508.7	3,508.7	3,517.3
S3	3,493.7	3,499.3	3,515.9
S4	3,478.7	3,484.3	3,511.8

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,626.7	3,611.3	3,546.7
R3	3,592.7	3,577.3	3,537.4
R2	3,558.7	3,558.7	3,534.2
R1	3,543.3	3,543.3	3,531.1	3,551.0
PP	3,524.7	3,524.7	3,524.7	3,528.5
S1	3,509.3	3,509.3	3,524.9	3,517.0
S2	3,490.7	3,490.7	3,521.8
S3	3,456.7	3,475.3	3,518.7
S4	3,422.7	3,441.3	3,509.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,540.0	3,507.0	33.0	0.9%	19.8	0.6%	39%	False	False	606,574
10	3,540.0	3,489.0	51.0	1.4%	19.9	0.6%	61%	False	False	765,290
20	3,540.0	3,348.0	192.0	5.5%	26.6	0.8%	90%	False	False	578,102
40	3,540.0	3,348.0	192.0	5.5%	29.5	0.8%	90%	False	False	290,406
60	3,540.0	3,348.0	192.0	5.5%	30.1	0.9%	90%	False	False	194,454
80	3,577.0	3,348.0	229.0	6.5%	31.1	0.9%	75%	False	False	146,248

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	5.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,596.8
2.618	3,572.3
1.618	3,557.3
1.000	3,548.0
0.618	3,542.3
HIGH	3,533.0
0.618	3,527.3
0.500	3,525.5
0.382	3,523.7
LOW	3,518.0
0.618	3,508.7
1.000	3,503.0
1.618	3,493.7
2.618	3,478.7
4.250	3,454.3

Fisher Pivots for day following 26-Sep-2017
Pivot	1 day	3 day
R1	3,525.5	3,527.5
PP	3,523.7	3,525.0
S1	3,521.8	3,522.5

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

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