Dow Jones EURO STOXX 50 Index Future September 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	3,035.0	3,043.0	8.0	0.3%	3,086.0
High	3,054.0	3,052.0	-2.0	-0.1%	3,099.0
Low	3,026.0	3,016.0	-10.0	-0.3%	2,973.0
Close	3,050.0	3,025.0	-25.0	-0.8%	3,006.0
Range	28.0	36.0	8.0	28.6%	126.0
ATR	52.0	50.9	-1.1	-2.2%	0.0
Volume	928,849	789,883	-138,966	-15.0%	6,484,776

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,139.0	3,118.0	3,044.8
R3	3,103.0	3,082.0	3,034.9
R2	3,067.0	3,067.0	3,031.6
R1	3,046.0	3,046.0	3,028.3	3,038.5
PP	3,031.0	3,031.0	3,031.0	3,027.3
S1	3,010.0	3,010.0	3,021.7	3,002.5
S2	2,995.0	2,995.0	3,018.4
S3	2,959.0	2,974.0	3,015.1
S4	2,923.0	2,938.0	3,005.2

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,404.0	3,331.0	3,075.3
R3	3,278.0	3,205.0	3,040.7
R2	3,152.0	3,152.0	3,029.1
R1	3,079.0	3,079.0	3,017.6	3,052.5
PP	3,026.0	3,026.0	3,026.0	3,012.8
S1	2,953.0	2,953.0	2,994.5	2,926.5
S2	2,900.0	2,900.0	2,982.9
S3	2,774.0	2,827.0	2,971.4
S4	2,648.0	2,701.0	2,936.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,064.0	2,973.0	91.0	3.0%	49.2	1.6%	57%	False	False	1,109,928
10	3,213.0	2,973.0	240.0	7.9%	54.3	1.8%	22%	False	False	1,243,338
20	3,225.0	2,973.0	252.0	8.3%	51.2	1.7%	21%	False	False	1,076,954
40	3,322.0	2,973.0	349.0	11.5%	44.6	1.5%	15%	False	False	953,504
60	3,322.0	2,973.0	349.0	11.5%	39.1	1.3%	15%	False	False	691,543
80	3,322.0	2,973.0	349.0	11.5%	38.6	1.3%	15%	False	False	519,175
100	3,322.0	2,967.0	355.0	11.7%	38.6	1.3%	16%	False	False	415,422
120	3,322.0	2,910.0	412.0	13.6%	37.4	1.2%	28%	False	False	346,188

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,205.0
2.618	3,146.2
1.618	3,110.2
1.000	3,088.0
0.618	3,074.2
HIGH	3,052.0
0.618	3,038.2
0.500	3,034.0
0.382	3,029.8
LOW	3,016.0
0.618	2,993.8
1.000	2,980.0
1.618	2,957.8
2.618	2,921.8
4.250	2,863.0

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	3,034.0	3,021.2
PP	3,031.0	3,017.3
S1	3,028.0	3,013.5

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

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