Dow Jones EURO STOXX 50 Index Future June 2015

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

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	3,588.0	3,601.0	13.0	0.4%	3,654.0
High	3,611.0	3,623.0	12.0	0.3%	3,672.0
Low	3,544.0	3,585.0	41.0	1.2%	3,544.0
Close	3,597.0	3,605.0	8.0	0.2%	3,605.0
Range	67.0	38.0	-29.0	-43.3%	128.0
ATR	57.1	55.8	-1.4	-2.4%	0.0
Volume	995,832	755,942	-239,890	-24.1%	5,197,955

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,718.3	3,699.7	3,625.9
R3	3,680.3	3,661.7	3,615.5
R2	3,642.3	3,642.3	3,612.0
R1	3,623.7	3,623.7	3,608.5	3,633.0
PP	3,604.3	3,604.3	3,604.3	3,609.0
S1	3,585.7	3,585.7	3,601.5	3,595.0
S2	3,566.3	3,566.3	3,598.0
S3	3,528.3	3,547.7	3,594.6
S4	3,490.3	3,509.7	3,584.1

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,991.0	3,926.0	3,675.4
R3	3,863.0	3,798.0	3,640.2
R2	3,735.0	3,735.0	3,628.5
R1	3,670.0	3,670.0	3,616.7	3,638.5
PP	3,607.0	3,607.0	3,607.0	3,591.3
S1	3,542.0	3,542.0	3,593.3	3,510.5
S2	3,479.0	3,479.0	3,581.5
S3	3,351.0	3,414.0	3,569.8
S4	3,223.0	3,286.0	3,534.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,672.0	3,544.0	128.0	3.6%	55.6	1.5%	48%	False	False	1,039,591
10	3,672.0	3,544.0	128.0	3.6%	56.4	1.6%	48%	False	False	1,158,891
20	3,672.0	3,457.0	215.0	6.0%	52.1	1.4%	69%	False	False	710,272
40	3,672.0	3,248.0	424.0	11.8%	49.7	1.4%	84%	False	False	358,302
60	3,672.0	2,912.0	760.0	21.1%	58.9	1.6%	91%	False	False	239,449
80	3,672.0	2,848.0	824.0	22.9%	58.0	1.6%	92%	False	False	179,753
100	3,672.0	2,848.0	824.0	22.9%	51.3	1.4%	92%	False	False	143,809
120	3,672.0	2,710.0	962.0	26.7%	49.8	1.4%	93%	False	False	119,863

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	12.9
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,784.5
2.618	3,722.5
1.618	3,684.5
1.000	3,661.0
0.618	3,646.5
HIGH	3,623.0
0.618	3,608.5
0.500	3,604.0
0.382	3,599.5
LOW	3,585.0
0.618	3,561.5
1.000	3,547.0
1.618	3,523.5
2.618	3,485.5
4.250	3,423.5

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	3,604.7	3,604.0
PP	3,604.3	3,603.0
S1	3,604.0	3,602.0

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

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