Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	3,591.0	3,627.0	36.0	1.0%	3,589.0
High	3,642.0	3,632.0	-10.0	-0.3%	3,605.0
Low	3,587.0	3,601.0	14.0	0.4%	3,502.0
Close	3,634.0	3,618.0	-16.0	-0.4%	3,598.0
Range	55.0	31.0	-24.0	-43.6%	103.0
ATR	69.9	67.2	-2.6	-3.8%	0.0
Volume	666,020	861,339	195,319	29.3%	4,172,636

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,710.0	3,695.0	3,635.1
R3	3,679.0	3,664.0	3,626.5
R2	3,648.0	3,648.0	3,623.7
R1	3,633.0	3,633.0	3,620.8	3,625.0
PP	3,617.0	3,617.0	3,617.0	3,613.0
S1	3,602.0	3,602.0	3,615.2	3,594.0
S2	3,586.0	3,586.0	3,612.3
S3	3,555.0	3,571.0	3,609.5
S4	3,524.0	3,540.0	3,601.0

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	3,642.0	3,543.0	99.0	2.7%	48.2	1.3%	76%	False	False	806,017
10	3,666.0	3,502.0	164.0	4.5%	54.8	1.5%	71%	False	False	847,883
20	3,714.0	3,280.0	434.0	12.0%	59.4	1.6%	78%	False	False	962,156
40	3,714.0	3,280.0	434.0	12.0%	73.4	2.0%	78%	False	False	1,102,856
60	3,714.0	3,280.0	434.0	12.0%	69.9	1.9%	78%	False	False	741,397
80	3,761.0	3,280.0	481.0	13.3%	69.7	1.9%	70%	False	False	556,725
100	3,761.0	3,280.0	481.0	13.3%	63.6	1.8%	70%	False	False	445,821
120	3,761.0	3,280.0	481.0	13.3%	54.8	1.5%	70%	False	False	371,546

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.7
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	3,763.8
2.618	3,713.2
1.618	3,682.2
1.000	3,663.0
0.618	3,651.2
HIGH	3,632.0
0.618	3,620.2
0.500	3,616.5
0.382	3,612.8
LOW	3,601.0
0.618	3,581.8
1.000	3,570.0
1.618	3,550.8
2.618	3,519.8
4.250	3,469.3

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	3,617.5	3,611.3
PP	3,617.0	3,604.7
S1	3,616.5	3,598.0

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

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