Dow Jones EURO STOXX 50 Index Future September 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	3,088.0	3,120.0	32.0	1.0%	3,073.0
High	3,125.0	3,128.0	3.0	0.1%	3,128.0
Low	3,074.0	3,081.0	7.0	0.2%	3,058.0
Close	3,123.0	3,100.0	-23.0	-0.7%	3,100.0
Range	51.0	47.0	-4.0	-7.8%	70.0
ATR	49.3	49.1	-0.2	-0.3%	0.0
Volume	874,694	661,340	-213,354	-24.4%	3,604,864

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,244.0	3,219.0	3,125.9
R3	3,197.0	3,172.0	3,112.9
R2	3,150.0	3,150.0	3,108.6
R1	3,125.0	3,125.0	3,104.3	3,114.0
PP	3,103.0	3,103.0	3,103.0	3,097.5
S1	3,078.0	3,078.0	3,095.7	3,067.0
S2	3,056.0	3,056.0	3,091.4
S3	3,009.0	3,031.0	3,087.1
S4	2,962.0	2,984.0	3,074.2

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,305.3	3,272.7	3,138.5
R3	3,235.3	3,202.7	3,119.3
R2	3,165.3	3,165.3	3,112.8
R1	3,132.7	3,132.7	3,106.4	3,149.0
PP	3,095.3	3,095.3	3,095.3	3,103.5
S1	3,062.7	3,062.7	3,093.6	3,079.0
S2	3,025.3	3,025.3	3,087.2
S3	2,955.3	2,992.7	3,080.8
S4	2,885.3	2,922.7	3,061.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,128.0	3,058.0	70.0	2.3%	34.2	1.1%	60%	True	False	720,972
10	3,128.0	3,009.0	119.0	3.8%	40.1	1.3%	76%	True	False	792,276
20	3,213.0	2,973.0	240.0	7.7%	48.6	1.6%	53%	False	False	1,025,389
40	3,291.0	2,973.0	318.0	10.3%	46.2	1.5%	40%	False	False	931,371
60	3,322.0	2,973.0	349.0	11.3%	41.3	1.3%	36%	False	False	794,327
80	3,322.0	2,973.0	349.0	11.3%	38.9	1.3%	36%	False	False	596,370
100	3,322.0	2,973.0	349.0	11.3%	39.0	1.3%	36%	False	False	477,426
120	3,322.0	2,910.0	412.0	13.3%	38.7	1.2%	46%	False	False	397,887

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	10.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,327.8
2.618	3,251.0
1.618	3,204.0
1.000	3,175.0
0.618	3,157.0
HIGH	3,128.0
0.618	3,110.0
0.500	3,104.5
0.382	3,099.0
LOW	3,081.0
0.618	3,052.0
1.000	3,034.0
1.618	3,005.0
2.618	2,958.0
4.250	2,881.3

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	3,104.5	3,098.5
PP	3,103.0	3,097.0
S1	3,101.5	3,095.5

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

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