Dow Jones EURO STOXX 50 Index Future December 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	3,167.0	3,170.0	3.0	0.1%	3,111.0
High	3,184.0	3,219.0	35.0	1.1%	3,190.0
Low	3,153.0	3,170.0	17.0	0.5%	3,111.0
Close	3,164.0	3,202.0	38.0	1.2%	3,151.0
Range	31.0	49.0	18.0	58.1%	79.0
ATR	43.8	44.6	0.8	1.8%	0.0
Volume	303,407	138,485	-164,922	-54.4%	125,270

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,344.0	3,322.0	3,229.0
R3	3,295.0	3,273.0	3,215.5
R2	3,246.0	3,246.0	3,211.0
R1	3,224.0	3,224.0	3,206.5	3,235.0
PP	3,197.0	3,197.0	3,197.0	3,202.5
S1	3,175.0	3,175.0	3,197.5	3,186.0
S2	3,148.0	3,148.0	3,193.0
S3	3,099.0	3,126.0	3,188.5
S4	3,050.0	3,077.0	3,175.1

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	3,387.7	3,348.3	3,194.5
R3	3,308.7	3,269.3	3,172.7
R2	3,229.7	3,229.7	3,165.5
R1	3,190.3	3,190.3	3,158.2	3,210.0
PP	3,150.7	3,150.7	3,150.7	3,160.5
S1	3,111.3	3,111.3	3,143.8	3,131.0
S2	3,071.7	3,071.7	3,136.5
S3	2,992.7	3,032.3	3,129.3
S4	2,913.7	2,953.3	3,107.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,219.0	3,125.0	94.0	2.9%	36.6	1.1%	82%	True	False	102,492
10	3,219.0	3,051.0	168.0	5.2%	38.4	1.2%	90%	True	False	60,913
20	3,219.0	2,960.0	259.0	8.1%	39.4	1.2%	93%	True	False	38,796
40	3,219.0	2,960.0	259.0	8.1%	41.7	1.3%	93%	True	False	20,293
60	3,306.0	2,960.0	346.0	10.8%	37.4	1.2%	70%	False	False	13,835
80	3,306.0	2,960.0	346.0	10.8%	33.7	1.1%	70%	False	False	10,616

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.8
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3,427.3
2.618	3,347.3
1.618	3,298.3
1.000	3,268.0
0.618	3,249.3
HIGH	3,219.0
0.618	3,200.3
0.500	3,194.5
0.382	3,188.7
LOW	3,170.0
0.618	3,139.7
1.000	3,121.0
1.618	3,090.7
2.618	3,041.7
4.250	2,961.8

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	3,199.5	3,192.0
PP	3,197.0	3,182.0
S1	3,194.5	3,172.0

Download as Excel Spreadsheet

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

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