Dow Jones EURO STOXX 50 Index Future September 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	3,213.0	3,181.0	-32.0	-1.0%	3,167.0
High	3,222.0	3,193.0	-29.0	-0.9%	3,225.0
Low	3,164.0	3,146.0	-18.0	-0.6%	3,130.0
Close	3,173.0	3,171.0	-2.0	-0.1%	3,173.0
Range	58.0	47.0	-11.0	-19.0%	95.0
ATR	45.1	45.2	0.1	0.3%	0.0
Volume	877,008	870,041	-6,967	-0.8%	4,275,950

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,311.0	3,288.0	3,196.9
R3	3,264.0	3,241.0	3,183.9
R2	3,217.0	3,217.0	3,179.6
R1	3,194.0	3,194.0	3,175.3	3,182.0
PP	3,170.0	3,170.0	3,170.0	3,164.0
S1	3,147.0	3,147.0	3,166.7	3,135.0
S2	3,123.0	3,123.0	3,162.4
S3	3,076.0	3,100.0	3,158.1
S4	3,029.0	3,053.0	3,145.2

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,461.0	3,412.0	3,225.3
R3	3,366.0	3,317.0	3,199.1
R2	3,271.0	3,271.0	3,190.4
R1	3,222.0	3,222.0	3,181.7	3,246.5
PP	3,176.0	3,176.0	3,176.0	3,188.3
S1	3,127.0	3,127.0	3,164.3	3,151.5
S2	3,081.0	3,081.0	3,155.6
S3	2,986.0	3,032.0	3,146.9
S4	2,891.0	2,937.0	3,120.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,225.0	3,146.0	79.0	2.5%	48.0	1.5%	32%	False	True	872,950
10	3,225.0	3,130.0	95.0	3.0%	48.1	1.5%	43%	False	False	901,283
20	3,291.0	3,130.0	161.0	5.1%	44.6	1.4%	25%	False	False	844,027
40	3,322.0	3,130.0	192.0	6.1%	38.3	1.2%	21%	False	False	700,423
60	3,322.0	3,085.0	237.0	7.5%	36.0	1.1%	36%	False	False	467,858
80	3,322.0	3,009.0	313.0	9.9%	36.9	1.2%	52%	False	False	351,310
100	3,322.0	2,910.0	412.0	13.0%	36.8	1.2%	63%	False	False	281,087
120	3,322.0	2,892.0	430.0	13.6%	33.6	1.1%	65%	False	False	234,240

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	5.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,392.8
2.618	3,316.0
1.618	3,269.0
1.000	3,240.0
0.618	3,222.0
HIGH	3,193.0
0.618	3,175.0
0.500	3,169.5
0.382	3,164.0
LOW	3,146.0
0.618	3,117.0
1.000	3,099.0
1.618	3,070.0
2.618	3,023.0
4.250	2,946.3

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	3,170.5	3,185.5
PP	3,170.0	3,180.7
S1	3,169.5	3,175.8

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

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