Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	3,599.0	3,577.0	-22.0	-0.6%	3,506.0
High	3,651.0	3,641.0	-10.0	-0.3%	3,651.0
Low	3,567.0	3,564.0	-3.0	-0.1%	3,506.0
Close	3,608.0	3,623.0	15.0	0.4%	3,623.0
Range	84.0	77.0	-7.0	-8.3%	145.0
ATR	81.0	80.7	-0.3	-0.4%	0.0
Volume	1,097,975	1,813,674	715,699	65.2%	6,836,349

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,840.3	3,808.7	3,665.4
R3	3,763.3	3,731.7	3,644.2
R2	3,686.3	3,686.3	3,637.1
R1	3,654.7	3,654.7	3,630.1	3,670.5
PP	3,609.3	3,609.3	3,609.3	3,617.3
S1	3,577.7	3,577.7	3,615.9	3,593.5
S2	3,532.3	3,532.3	3,608.9
S3	3,455.3	3,500.7	3,601.8
S4	3,378.3	3,423.7	3,580.7

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,028.3	3,970.7	3,702.8
R3	3,883.3	3,825.7	3,662.9
R2	3,738.3	3,738.3	3,649.6
R1	3,680.7	3,680.7	3,636.3	3,709.5
PP	3,593.3	3,593.3	3,593.3	3,607.8
S1	3,535.7	3,535.7	3,609.7	3,564.5
S2	3,448.3	3,448.3	3,596.4
S3	3,303.3	3,390.7	3,583.1
S4	3,158.3	3,245.7	3,543.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,651.0	3,506.0	145.0	4.0%	72.8	2.0%	81%	False	False	1,367,269
10	3,651.0	3,368.0	283.0	7.8%	80.6	2.2%	90%	False	False	1,397,509
20	3,651.0	3,368.0	283.0	7.8%	77.2	2.1%	90%	False	False	802,651
40	3,678.0	3,368.0	310.0	8.6%	72.7	2.0%	82%	False	False	406,614
60	3,761.0	3,368.0	393.0	10.8%	67.4	1.9%	65%	False	False	271,940
80	3,761.0	3,368.0	393.0	10.8%	58.4	1.6%	65%	False	False	204,390
100	3,761.0	3,263.0	498.0	13.7%	48.7	1.3%	72%	False	False	163,519
120	3,761.0	2,926.0	835.0	23.0%	47.9	1.3%	83%	False	False	136,276

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,968.3
2.618	3,842.6
1.618	3,765.6
1.000	3,718.0
0.618	3,688.6
HIGH	3,641.0
0.618	3,611.6
0.500	3,602.5
0.382	3,593.4
LOW	3,564.0
0.618	3,516.4
1.000	3,487.0
1.618	3,439.4
2.618	3,362.4
4.250	3,236.8

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	3,616.2	3,617.8
PP	3,609.3	3,612.7
S1	3,602.5	3,607.5

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

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