Dow Jones EURO STOXX 50 Index Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	3,235.0	3,233.0	-2.0	-0.1%	3,301.0
High	3,245.0	3,262.0	17.0	0.5%	3,305.0
Low	3,207.0	3,231.0	24.0	0.7%	3,207.0
Close	3,232.0	3,253.0	21.0	0.6%	3,225.0
Range	38.0	31.0	-7.0	-18.4%	98.0
ATR	35.2	34.9	-0.3	-0.8%	0.0
Volume	630,914	577,379	-53,535	-8.5%	3,914,845

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,341.7	3,328.3	3,270.1
R3	3,310.7	3,297.3	3,261.5
R2	3,279.7	3,279.7	3,258.7
R1	3,266.3	3,266.3	3,255.8	3,273.0
PP	3,248.7	3,248.7	3,248.7	3,252.0
S1	3,235.3	3,235.3	3,250.2	3,242.0
S2	3,217.7	3,217.7	3,247.3
S3	3,186.7	3,204.3	3,244.5
S4	3,155.7	3,173.3	3,236.0

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,539.7	3,480.3	3,278.9
R3	3,441.7	3,382.3	3,252.0
R2	3,343.7	3,343.7	3,243.0
R1	3,284.3	3,284.3	3,234.0	3,265.0
PP	3,245.7	3,245.7	3,245.7	3,236.0
S1	3,186.3	3,186.3	3,216.0	3,167.0
S2	3,147.7	3,147.7	3,207.0
S3	3,049.7	3,088.3	3,198.1
S4	2,951.7	2,990.3	3,171.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,273.0	3,207.0	66.0	2.0%	38.0	1.2%	70%	False	False	709,440
10	3,322.0	3,207.0	115.0	3.5%	34.2	1.1%	40%	False	False	750,860
20	3,322.0	3,207.0	115.0	3.5%	33.7	1.0%	40%	False	False	610,631
40	3,322.0	3,092.0	230.0	7.1%	31.2	1.0%	70%	False	False	309,960
60	3,322.0	3,009.0	313.0	9.6%	34.8	1.1%	78%	False	False	207,206
80	3,322.0	2,910.0	412.0	12.7%	35.4	1.1%	83%	False	False	155,456
100	3,322.0	2,910.0	412.0	12.7%	31.7	1.0%	83%	False	False	124,366

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	6.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,393.8
2.618	3,343.2
1.618	3,312.2
1.000	3,293.0
0.618	3,281.2
HIGH	3,262.0
0.618	3,250.2
0.500	3,246.5
0.382	3,242.8
LOW	3,231.0
0.618	3,211.8
1.000	3,200.0
1.618	3,180.8
2.618	3,149.8
4.250	3,099.3

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	3,250.8	3,246.8
PP	3,248.7	3,240.7
S1	3,246.5	3,234.5

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

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