Dow Jones EURO STOXX 50 Index Future September 2014

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

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	3,152.0	3,193.0	41.0	1.3%	3,073.0
High	3,199.0	3,204.0	5.0	0.2%	3,128.0
Low	3,151.0	3,182.0	31.0	1.0%	3,058.0
Close	3,198.0	3,194.0	-4.0	-0.1%	3,100.0
Range	48.0	22.0	-26.0	-54.2%	70.0
ATR	50.3	48.3	-2.0	-4.0%	0.0
Volume	689,857	1,037,931	348,074	50.5%	3,604,864

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,259.3	3,248.7	3,206.1
R3	3,237.3	3,226.7	3,200.1
R2	3,215.3	3,215.3	3,198.0
R1	3,204.7	3,204.7	3,196.0	3,210.0
PP	3,193.3	3,193.3	3,193.3	3,196.0
S1	3,182.7	3,182.7	3,192.0	3,188.0
S2	3,171.3	3,171.3	3,190.0
S3	3,149.3	3,160.7	3,188.0
S4	3,127.3	3,138.7	3,181.9

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	3,204.0	3,074.0	130.0	4.1%	44.0	1.4%	92%	True	False	827,897
10	3,204.0	3,009.0	195.0	6.1%	42.7	1.3%	95%	True	False	795,521
20	3,204.0	2,973.0	231.0	7.2%	47.6	1.5%	96%	True	False	982,328
40	3,291.0	2,973.0	318.0	10.0%	46.7	1.5%	69%	False	False	947,836
60	3,322.0	2,973.0	349.0	10.9%	42.4	1.3%	63%	False	False	835,434
80	3,322.0	2,973.0	349.0	10.9%	38.9	1.2%	63%	False	False	628,898
100	3,322.0	2,973.0	349.0	10.9%	39.5	1.2%	63%	False	False	503,458
120	3,322.0	2,910.0	412.0	12.9%	39.2	1.2%	69%	False	False	419,583

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	10.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,297.5
2.618	3,261.6
1.618	3,239.6
1.000	3,226.0
0.618	3,217.6
HIGH	3,204.0
0.618	3,195.6
0.500	3,193.0
0.382	3,190.4
LOW	3,182.0
0.618	3,168.4
1.000	3,160.0
1.618	3,146.4
2.618	3,124.4
4.250	3,088.5

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	3,193.7	3,182.7
PP	3,193.3	3,171.3
S1	3,193.0	3,160.0

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

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