Dow Jones EURO STOXX 50 Index Future June 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	3,047.0	3,049.0	2.0	0.1%	2,938.0
High	3,075.0	3,072.0	-3.0	-0.1%	3,043.0
Low	3,037.0	3,048.0	11.0	0.4%	2,936.0
Close	3,060.0	3,066.0	6.0	0.2%	3,033.0
Range	38.0	24.0	-14.0	-36.8%	107.0
ATR	53.0	51.0	-2.1	-3.9%	0.0
Volume	758,416	889,211	130,795	17.2%	5,176,143

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,134.0	3,124.0	3,079.2
R3	3,110.0	3,100.0	3,072.6
R2	3,086.0	3,086.0	3,070.4
R1	3,076.0	3,076.0	3,068.2	3,081.0
PP	3,062.0	3,062.0	3,062.0	3,064.5
S1	3,052.0	3,052.0	3,063.8	3,057.0
S2	3,038.0	3,038.0	3,061.6
S3	3,014.0	3,028.0	3,059.4
S4	2,990.0	3,004.0	3,052.8

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,325.0	3,286.0	3,091.9
R3	3,218.0	3,179.0	3,062.4
R2	3,111.0	3,111.0	3,052.6
R1	3,072.0	3,072.0	3,042.8	3,091.5
PP	3,004.0	3,004.0	3,004.0	3,013.8
S1	2,965.0	2,965.0	3,023.2	2,984.5
S2	2,897.0	2,897.0	3,013.4
S3	2,790.0	2,858.0	3,003.6
S4	2,683.0	2,751.0	2,974.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,075.0	2,970.0	105.0	3.4%	43.4	1.4%	91%	False	False	913,397
10	3,075.0	2,902.0	173.0	5.6%	52.6	1.7%	95%	False	False	905,161
20	3,092.0	2,902.0	190.0	6.2%	47.9	1.6%	86%	False	False	495,109
40	3,096.0	2,868.0	228.0	7.4%	43.6	1.4%	87%	False	False	248,643
60	3,108.0	2,868.0	240.0	7.8%	43.0	1.4%	83%	False	False	166,017
80	3,108.0	2,847.0	261.0	8.5%	38.9	1.3%	84%	False	False	124,598
100	3,108.0	2,847.0	261.0	8.5%	33.2	1.1%	84%	False	False	99,825
120	3,108.0	2,814.0	294.0	9.6%	29.6	1.0%	86%	False	False	83,189

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.4
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3,174.0
2.618	3,134.8
1.618	3,110.8
1.000	3,096.0
0.618	3,086.8
HIGH	3,072.0
0.618	3,062.8
0.500	3,060.0
0.382	3,057.2
LOW	3,048.0
0.618	3,033.2
1.000	3,024.0
1.618	3,009.2
2.618	2,985.2
4.250	2,946.0

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	3,064.0	3,052.8
PP	3,062.0	3,039.7
S1	3,060.0	3,026.5

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

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