Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	3,436.0	3,518.0	82.0	2.4%	3,584.0
High	3,537.0	3,585.0	48.0	1.4%	3,612.0
Low	3,425.0	3,508.0	83.0	2.4%	3,485.0
Close	3,522.0	3,545.0	23.0	0.7%	3,505.0
Range	112.0	77.0	-35.0	-31.3%	127.0
ATR	70.7	71.2	0.4	0.6%	0.0
Volume	396,246	396,246	0	0.0%	109,966

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,777.0	3,738.0	3,587.4
R3	3,700.0	3,661.0	3,566.2
R2	3,623.0	3,623.0	3,559.1
R1	3,584.0	3,584.0	3,552.1	3,603.5
PP	3,546.0	3,546.0	3,546.0	3,555.8
S1	3,507.0	3,507.0	3,537.9	3,526.5
S2	3,469.0	3,469.0	3,530.9
S3	3,392.0	3,430.0	3,523.8
S4	3,315.0	3,353.0	3,502.7

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,915.0	3,837.0	3,574.9
R3	3,788.0	3,710.0	3,539.9
R2	3,661.0	3,661.0	3,528.3
R1	3,583.0	3,583.0	3,516.6	3,558.5
PP	3,534.0	3,534.0	3,534.0	3,521.8
S1	3,456.0	3,456.0	3,493.4	3,431.5
S2	3,407.0	3,407.0	3,481.7
S3	3,280.0	3,329.0	3,470.1
S4	3,153.0	3,202.0	3,435.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,585.0	3,403.0	182.0	5.1%	74.8	2.1%	78%	True	False	194,316
10	3,653.0	3,403.0	250.0	7.1%	74.4	2.1%	57%	False	False	103,244
20	3,678.0	3,403.0	275.0	7.8%	66.4	1.9%	52%	False	False	61,191
40	3,746.0	3,403.0	343.0	9.7%	69.5	2.0%	41%	False	False	31,840
60	3,761.0	3,403.0	358.0	10.1%	60.2	1.7%	40%	False	False	22,044
80	3,761.0	3,359.0	402.0	11.3%	48.6	1.4%	46%	False	False	16,578
100	3,761.0	3,137.0	624.0	17.6%	44.6	1.3%	65%	False	False	13,272

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	11.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,912.3
2.618	3,786.6
1.618	3,709.6
1.000	3,662.0
0.618	3,632.6
HIGH	3,585.0
0.618	3,555.6
0.500	3,546.5
0.382	3,537.4
LOW	3,508.0
0.618	3,460.4
1.000	3,431.0
1.618	3,383.4
2.618	3,306.4
4.250	3,180.8

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	3,546.5	3,528.0
PP	3,546.0	3,511.0
S1	3,545.5	3,494.0

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

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