Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	3,695.0	3,636.0	-59.0	-1.6%	3,520.0
High	3,696.0	3,648.0	-48.0	-1.3%	3,696.0
Low	3,635.0	3,614.0	-21.0	-0.6%	3,492.0
Close	3,646.0	3,633.0	-13.0	-0.4%	3,672.0
Range	61.0	34.0	-27.0	-44.3%	204.0
ATR	80.8	77.5	-3.3	-4.1%	0.0
Volume	717,675	654,934	-62,741	-8.7%	4,739,391

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,733.7	3,717.3	3,651.7
R3	3,699.7	3,683.3	3,642.4
R2	3,665.7	3,665.7	3,639.2
R1	3,649.3	3,649.3	3,636.1	3,640.5
PP	3,631.7	3,631.7	3,631.7	3,627.3
S1	3,615.3	3,615.3	3,629.9	3,606.5
S2	3,597.7	3,597.7	3,626.8
S3	3,563.7	3,581.3	3,623.7
S4	3,529.7	3,547.3	3,614.3

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	3,614.0	100.0	2.8%	44.4	1.2%	19%	False	True	765,531
10	3,714.0	3,332.0	382.0	10.5%	61.1	1.7%	79%	False	False	1,003,234
20	3,714.0	3,280.0	434.0	11.9%	74.9	2.1%	81%	False	False	1,231,515
40	3,714.0	3,280.0	434.0	11.9%	75.8	2.1%	81%	False	False	911,762
60	3,718.0	3,280.0	438.0	12.1%	74.9	2.1%	81%	False	False	611,263
80	3,761.0	3,280.0	481.0	13.2%	67.9	1.9%	73%	False	False	459,456
100	3,761.0	3,280.0	481.0	13.2%	59.6	1.6%	73%	False	False	367,614
120	3,761.0	3,250.0	511.0	14.1%	52.2	1.4%	75%	False	False	306,350

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	11.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,792.5
2.618	3,737.0
1.618	3,703.0
1.000	3,682.0
0.618	3,669.0
HIGH	3,648.0
0.618	3,635.0
0.500	3,631.0
0.382	3,627.0
LOW	3,614.0
0.618	3,593.0
1.000	3,580.0
1.618	3,559.0
2.618	3,525.0
4.250	3,469.5

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	3,632.3	3,664.0
PP	3,631.7	3,653.7
S1	3,631.0	3,643.3

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

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