Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 18-Jun-2015

Day Change Summary
	Previous	Current
	17-Jun-2015	18-Jun-2015	Change	Change %	Previous Week
Open	3,454.0	3,395.0	-59.0	-1.7%	3,508.0
High	3,466.0	3,535.0	69.0	2.0%	3,585.0
Low	3,392.0	3,368.0	-24.0	-0.7%	3,403.0
Close	3,423.0	3,447.0	24.0	0.7%	3,497.0
Range	74.0	167.0	93.0	125.7%	182.0
ATR	73.9	80.5	6.7	9.0%	0.0
Volume	1,294,453	1,290,250	-4,203	-0.3%	1,967,970

Daily Pivots for day following 18-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,951.0	3,866.0	3,538.9
R3	3,784.0	3,699.0	3,492.9
R2	3,617.0	3,617.0	3,477.6
R1	3,532.0	3,532.0	3,462.3	3,574.5
PP	3,450.0	3,450.0	3,450.0	3,471.3
S1	3,365.0	3,365.0	3,431.7	3,407.5
S2	3,283.0	3,283.0	3,416.4
S3	3,116.0	3,198.0	3,401.1
S4	2,949.0	3,031.0	3,355.2

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,041.0	3,951.0	3,597.1
R3	3,859.0	3,769.0	3,547.1
R2	3,677.0	3,677.0	3,530.4
R1	3,587.0	3,587.0	3,513.7	3,541.0
PP	3,495.0	3,495.0	3,495.0	3,472.0
S1	3,405.0	3,405.0	3,480.3	3,359.0
S2	3,313.0	3,313.0	3,463.6
S3	3,131.0	3,223.0	3,447.0
S4	2,949.0	3,041.0	3,396.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,552.0	3,368.0	184.0	5.3%	94.8	2.8%	43%	False	True	1,308,089
10	3,585.0	3,368.0	217.0	6.3%	84.8	2.5%	36%	False	True	751,202
20	3,678.0	3,368.0	310.0	9.0%	73.4	2.1%	25%	False	True	379,748
40	3,718.0	3,368.0	350.0	10.2%	74.5	2.2%	23%	False	True	195,265
60	3,761.0	3,368.0	393.0	11.4%	64.8	1.9%	20%	False	True	131,036
80	3,761.0	3,368.0	393.0	11.4%	54.0	1.6%	20%	False	True	98,332
100	3,761.0	3,243.0	518.0	15.0%	47.1	1.4%	39%	False	False	78,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.0
Widest range in 115 trading days

Fibonacci Retracements and Extensions
4.250	4,244.8
2.618	3,972.2
1.618	3,805.2
1.000	3,702.0
0.618	3,638.2
HIGH	3,535.0
0.618	3,471.2
0.500	3,451.5
0.382	3,431.8
LOW	3,368.0
0.618	3,264.8
1.000	3,201.0
1.618	3,097.8
2.618	2,930.8
4.250	2,658.3

Fisher Pivots for day following 18-Jun-2015
Pivot	1 day	3 day
R1	3,451.5	3,451.5
PP	3,450.0	3,450.0
S1	3,448.5	3,448.5

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

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