Dow Jones EURO STOXX 50 Index Future March 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	3,549.0	3,566.0	17.0	0.5%	3,524.0
High	3,578.0	3,600.0	22.0	0.6%	3,600.0
Low	3,537.0	3,563.0	26.0	0.7%	3,498.0
Close	3,572.0	3,590.0	18.0	0.5%	3,590.0
Range	41.0	37.0	-4.0	-9.8%	102.0
ATR	62.4	60.6	-1.8	-2.9%	0.0
Volume	1,038,252	823,488	-214,764	-20.7%	4,422,004

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,695.3	3,679.7	3,610.4
R3	3,658.3	3,642.7	3,600.2
R2	3,621.3	3,621.3	3,596.8
R1	3,605.7	3,605.7	3,593.4	3,613.5
PP	3,584.3	3,584.3	3,584.3	3,588.3
S1	3,568.7	3,568.7	3,586.6	3,576.5
S2	3,547.3	3,547.3	3,583.2
S3	3,510.3	3,531.7	3,579.8
S4	3,473.3	3,494.7	3,569.7

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,868.7	3,831.3	3,646.1
R3	3,766.7	3,729.3	3,618.1
R2	3,664.7	3,664.7	3,608.7
R1	3,627.3	3,627.3	3,599.4	3,646.0
PP	3,562.7	3,562.7	3,562.7	3,572.0
S1	3,525.3	3,525.3	3,580.7	3,544.0
S2	3,460.7	3,460.7	3,571.3
S3	3,358.7	3,423.3	3,562.0
S4	3,256.7	3,321.3	3,533.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,600.0	3,498.0	102.0	2.8%	37.0	1.0%	90%	True	False	884,400
10	3,600.0	3,381.0	219.0	6.1%	47.4	1.3%	95%	True	False	940,295
20	3,600.0	3,321.0	279.0	7.8%	52.3	1.5%	96%	True	False	969,347
40	3,600.0	2,981.0	619.0	17.2%	68.9	1.9%	98%	True	False	1,199,913
60	3,600.0	2,913.0	687.0	19.1%	68.6	1.9%	99%	True	False	997,010
80	3,600.0	2,913.0	687.0	19.1%	64.4	1.8%	99%	True	False	752,830
100	3,600.0	2,768.0	832.0	23.2%	66.0	1.8%	99%	True	False	604,691
120	3,600.0	2,768.0	832.0	23.2%	61.3	1.7%	99%	True	False	504,243

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	10.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,757.3
2.618	3,696.9
1.618	3,659.9
1.000	3,637.0
0.618	3,622.9
HIGH	3,600.0
0.618	3,585.9
0.500	3,581.5
0.382	3,577.1
LOW	3,563.0
0.618	3,540.1
1.000	3,526.0
1.618	3,503.1
2.618	3,466.1
4.250	3,405.8

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	3,587.2	3,581.5
PP	3,584.3	3,573.0
S1	3,581.5	3,564.5

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

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