Dow Jones EURO STOXX 50 Index Future September 2013

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	2,541.0	2,601.0	60.0	2.4%	2,660.0
High	2,606.0	2,631.0	25.0	1.0%	2,713.0
Low	2,533.0	2,583.0	50.0	2.0%	2,535.0
Close	2,598.0	2,619.0	21.0	0.8%	2,551.0
Range	73.0	48.0	-25.0	-34.2%	178.0
ATR	56.3	55.7	-0.6	-1.1%	0.0
Volume	965,844	1,026,719	60,875	6.3%	6,811,867

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	2,755.0	2,735.0	2,645.4
R3	2,707.0	2,687.0	2,632.2
R2	2,659.0	2,659.0	2,627.8
R1	2,639.0	2,639.0	2,623.4	2,649.0
PP	2,611.0	2,611.0	2,611.0	2,616.0
S1	2,591.0	2,591.0	2,614.6	2,601.0
S2	2,563.0	2,563.0	2,610.2
S3	2,515.0	2,543.0	2,605.8
S4	2,467.0	2,495.0	2,592.6

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	3,133.7	3,020.3	2,648.9
R3	2,955.7	2,842.3	2,600.0
R2	2,777.7	2,777.7	2,583.6
R1	2,664.3	2,664.3	2,567.3	2,632.0
PP	2,599.7	2,599.7	2,599.7	2,583.5
S1	2,486.3	2,486.3	2,534.7	2,454.0
S2	2,421.7	2,421.7	2,518.4
S3	2,243.7	2,308.3	2,502.1
S4	2,065.7	2,130.3	2,453.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,631.0	2,488.0	143.0	5.5%	60.2	2.3%	92%	True	False	1,194,877
10	2,713.0	2,488.0	225.0	8.6%	54.7	2.1%	58%	False	False	1,193,876
20	2,796.0	2,488.0	308.0	11.8%	55.5	2.1%	43%	False	False	665,020
40	2,842.0	2,488.0	354.0	13.5%	45.1	1.7%	37%	False	False	333,412
60	2,842.0	2,475.0	367.0	14.0%	43.7	1.7%	39%	False	False	223,195
80	2,842.0	2,475.0	367.0	14.0%	42.8	1.6%	39%	False	False	168,058
100	2,842.0	2,475.0	367.0	14.0%	40.2	1.5%	39%	False	False	134,463
120	2,842.0	2,475.0	367.0	14.0%	35.3	1.3%	39%	False	False	112,059

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	11.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,835.0
2.618	2,756.7
1.618	2,708.7
1.000	2,679.0
0.618	2,660.7
HIGH	2,631.0
0.618	2,612.7
0.500	2,607.0
0.382	2,601.3
LOW	2,583.0
0.618	2,553.3
1.000	2,535.0
1.618	2,505.3
2.618	2,457.3
4.250	2,379.0

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	2,615.0	2,603.3
PP	2,611.0	2,587.7
S1	2,607.0	2,572.0

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

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