Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	3,527.0	3,555.0	28.0	0.8%	3,680.0
High	3,568.0	3,597.0	29.0	0.8%	3,714.0
Low	3,520.0	3,543.0	23.0	0.7%	3,575.0
Close	3,549.0	3,572.0	23.0	0.6%	3,599.0
Range	48.0	54.0	6.0	12.5%	139.0
ATR	75.8	74.3	-1.6	-2.1%	0.0
Volume	773,399	814,053	40,654	5.3%	4,288,943

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,732.7	3,706.3	3,601.7
R3	3,678.7	3,652.3	3,586.9
R2	3,624.7	3,624.7	3,581.9
R1	3,598.3	3,598.3	3,577.0	3,611.5
PP	3,570.7	3,570.7	3,570.7	3,577.3
S1	3,544.3	3,544.3	3,567.1	3,557.5
S2	3,516.7	3,516.7	3,562.1
S3	3,462.7	3,490.3	3,557.2
S4	3,408.7	3,436.3	3,542.3

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,046.3	3,961.7	3,675.5
R3	3,907.3	3,822.7	3,637.2
R2	3,768.3	3,768.3	3,624.5
R1	3,683.7	3,683.7	3,611.7	3,656.5
PP	3,629.3	3,629.3	3,629.3	3,615.8
S1	3,544.7	3,544.7	3,586.3	3,517.5
S2	3,490.3	3,490.3	3,573.5
S3	3,351.3	3,405.7	3,560.8
S4	3,212.3	3,266.7	3,522.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,666.0	3,502.0	164.0	4.6%	65.4	1.8%	43%	False	False	921,572
10	3,714.0	3,502.0	212.0	5.9%	54.9	1.5%	33%	False	False	843,552
20	3,714.0	3,280.0	434.0	12.2%	67.6	1.9%	67%	False	False	1,060,850
40	3,714.0	3,280.0	434.0	12.2%	75.6	2.1%	67%	False	False	1,026,276
60	3,714.0	3,280.0	434.0	12.2%	72.9	2.0%	67%	False	False	687,850
80	3,761.0	3,280.0	481.0	13.5%	69.0	1.9%	61%	False	False	516,631
100	3,761.0	3,280.0	481.0	13.5%	62.4	1.7%	61%	False	False	413,687
120	3,761.0	3,263.0	498.0	13.9%	53.7	1.5%	62%	False	False	344,746

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,826.5
2.618	3,738.4
1.618	3,684.4
1.000	3,651.0
0.618	3,630.4
HIGH	3,597.0
0.618	3,576.4
0.500	3,570.0
0.382	3,563.6
LOW	3,543.0
0.618	3,509.6
1.000	3,489.0
1.618	3,455.6
2.618	3,401.6
4.250	3,313.5

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	3,571.3	3,564.5
PP	3,570.7	3,557.0
S1	3,570.0	3,549.5

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

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