Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	3,680.0	3,695.0	15.0	0.4%	3,520.0
High	3,714.0	3,696.0	-18.0	-0.5%	3,696.0
Low	3,677.0	3,635.0	-42.0	-1.1%	3,492.0
Close	3,689.0	3,646.0	-43.0	-1.2%	3,672.0
Range	37.0	61.0	24.0	64.9%	204.0
ATR	82.3	80.8	-1.5	-1.9%	0.0
Volume	792,432	717,675	-74,757	-9.4%	4,739,391

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,842.0	3,805.0	3,679.6
R3	3,781.0	3,744.0	3,662.8
R2	3,720.0	3,720.0	3,657.2
R1	3,683.0	3,683.0	3,651.6	3,671.0
PP	3,659.0	3,659.0	3,659.0	3,653.0
S1	3,622.0	3,622.0	3,640.4	3,610.0
S2	3,598.0	3,598.0	3,634.8
S3	3,537.0	3,561.0	3,629.2
S4	3,476.0	3,500.0	3,612.5

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	3,594.0	120.0	3.3%	45.4	1.2%	43%	False	False	893,279
10	3,714.0	3,280.0	434.0	11.9%	64.0	1.8%	84%	False	False	1,076,429
20	3,714.0	3,280.0	434.0	11.9%	75.2	2.1%	84%	False	False	1,267,688
40	3,714.0	3,280.0	434.0	11.9%	76.7	2.1%	84%	False	False	895,436
60	3,718.0	3,280.0	438.0	12.0%	75.1	2.1%	84%	False	False	600,353
80	3,761.0	3,280.0	481.0	13.2%	68.2	1.9%	76%	False	False	451,274
100	3,761.0	3,280.0	481.0	13.2%	59.3	1.6%	76%	False	False	361,065
120	3,761.0	3,243.0	518.0	14.2%	52.5	1.4%	78%	False	False	300,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.4
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,955.3
2.618	3,855.7
1.618	3,794.7
1.000	3,757.0
0.618	3,733.7
HIGH	3,696.0
0.618	3,672.7
0.500	3,665.5
0.382	3,658.3
LOW	3,635.0
0.618	3,597.3
1.000	3,574.0
1.618	3,536.3
2.618	3,475.3
4.250	3,375.8

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	3,665.5	3,674.5
PP	3,659.0	3,665.0
S1	3,652.5	3,655.5

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

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