Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	3,680.0	3,680.0	0.0	0.0%	3,520.0
High	3,694.0	3,714.0	20.0	0.5%	3,696.0
Low	3,660.0	3,677.0	17.0	0.5%	3,492.0
Close	3,672.0	3,689.0	17.0	0.5%	3,672.0
Range	34.0	37.0	3.0	8.8%	204.0
ATR	85.4	82.3	-3.1	-3.6%	0.0
Volume	651,435	792,432	140,997	21.6%	4,739,391

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,804.3	3,783.7	3,709.4
R3	3,767.3	3,746.7	3,699.2
R2	3,730.3	3,730.3	3,695.8
R1	3,709.7	3,709.7	3,692.4	3,720.0
PP	3,693.3	3,693.3	3,693.3	3,698.5
S1	3,672.7	3,672.7	3,685.6	3,683.0
S2	3,656.3	3,656.3	3,682.2
S3	3,619.3	3,635.7	3,678.8
S4	3,582.3	3,598.7	3,668.7

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,232.0	4,156.0	3,784.2
R3	4,028.0	3,952.0	3,728.1
R2	3,824.0	3,824.0	3,709.4
R1	3,748.0	3,748.0	3,690.7	3,786.0
PP	3,620.0	3,620.0	3,620.0	3,639.0
S1	3,544.0	3,544.0	3,653.3	3,582.0
S2	3,416.0	3,416.0	3,634.6
S3	3,212.0	3,340.0	3,615.9
S4	3,008.0	3,136.0	3,559.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,714.0	3,569.0	145.0	3.9%	43.0	1.2%	83%	True	False	934,899
10	3,714.0	3,280.0	434.0	11.8%	67.2	1.8%	94%	True	False	1,180,350
20	3,714.0	3,280.0	434.0	11.8%	76.9	2.1%	94%	True	False	1,293,675
40	3,714.0	3,280.0	434.0	11.8%	75.7	2.1%	94%	True	False	877,517
60	3,718.0	3,280.0	438.0	11.9%	75.2	2.0%	93%	False	False	588,788
80	3,761.0	3,280.0	481.0	13.0%	68.2	1.8%	85%	False	False	442,305
100	3,761.0	3,280.0	481.0	13.0%	59.1	1.6%	85%	False	False	353,889
120	3,761.0	3,243.0	518.0	14.0%	52.4	1.4%	86%	False	False	294,912

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,871.3
2.618	3,810.9
1.618	3,773.9
1.000	3,751.0
0.618	3,736.9
HIGH	3,714.0
0.618	3,699.9
0.500	3,695.5
0.382	3,691.1
LOW	3,677.0
0.618	3,654.1
1.000	3,640.0
1.618	3,617.1
2.618	3,580.1
4.250	3,519.8

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	3,695.5	3,685.0
PP	3,693.3	3,681.0
S1	3,691.2	3,677.0

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

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