Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	3,585.0	3,590.0	5.0	0.1%	3,589.0
High	3,601.0	3,605.0	4.0	0.1%	3,605.0
Low	3,551.0	3,554.0	3.0	0.1%	3,502.0
Close	3,578.0	3,598.0	20.0	0.6%	3,598.0
Range	50.0	51.0	1.0	2.0%	103.0
ATR	72.5	71.0	-1.5	-2.1%	0.0
Volume	822,498	866,176	43,678	5.3%	4,172,636

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,738.7	3,719.3	3,626.1
R3	3,687.7	3,668.3	3,612.0
R2	3,636.7	3,636.7	3,607.4
R1	3,617.3	3,617.3	3,602.7	3,627.0
PP	3,585.7	3,585.7	3,585.7	3,590.5
S1	3,566.3	3,566.3	3,593.3	3,576.0
S2	3,534.7	3,534.7	3,588.7
S3	3,483.7	3,515.3	3,584.0
S4	3,432.7	3,464.3	3,570.0

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,877.3	3,840.7	3,654.7
R3	3,774.3	3,737.7	3,626.3
R2	3,671.3	3,671.3	3,616.9
R1	3,634.7	3,634.7	3,607.4	3,653.0
PP	3,568.3	3,568.3	3,568.3	3,577.5
S1	3,531.7	3,531.7	3,588.6	3,550.0
S2	3,465.3	3,465.3	3,579.1
S3	3,362.3	3,428.7	3,569.7
S4	3,259.3	3,325.7	3,541.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,605.0	3,502.0	103.0	2.9%	58.2	1.6%	93%	True	False	834,527
10	3,714.0	3,502.0	212.0	5.9%	56.0	1.6%	45%	False	False	846,157
20	3,714.0	3,280.0	434.0	12.1%	64.6	1.8%	73%	False	False	1,061,477
40	3,714.0	3,280.0	434.0	12.1%	74.3	2.1%	73%	False	False	1,067,587
60	3,714.0	3,280.0	434.0	12.1%	71.5	2.0%	73%	False	False	715,965
80	3,761.0	3,280.0	481.0	13.4%	69.5	1.9%	66%	False	False	537,721
100	3,761.0	3,280.0	481.0	13.4%	62.9	1.7%	66%	False	False	430,548
120	3,761.0	3,263.0	498.0	13.8%	54.5	1.5%	67%	False	False	358,818

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	11.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,821.8
2.618	3,738.5
1.618	3,687.5
1.000	3,656.0
0.618	3,636.5
HIGH	3,605.0
0.618	3,585.5
0.500	3,579.5
0.382	3,573.5
LOW	3,554.0
0.618	3,522.5
1.000	3,503.0
1.618	3,471.5
2.618	3,420.5
4.250	3,337.3

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	3,591.8	3,590.0
PP	3,585.7	3,582.0
S1	3,579.5	3,574.0

Download as Excel Spreadsheet

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

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