Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	3,668.0	3,657.0	-11.0	-0.3%	3,591.0
High	3,671.0	3,682.0	11.0	0.3%	3,688.0
Low	3,635.0	3,623.0	-12.0	-0.3%	3,587.0
Close	3,640.0	3,675.0	35.0	1.0%	3,640.0
Range	36.0	59.0	23.0	63.9%	101.0
ATR	63.1	62.8	-0.3	-0.5%	0.0
Volume	671,007	994,198	323,191	48.2%	3,516,311

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,837.0	3,815.0	3,707.5
R3	3,778.0	3,756.0	3,691.2
R2	3,719.0	3,719.0	3,685.8
R1	3,697.0	3,697.0	3,680.4	3,708.0
PP	3,660.0	3,660.0	3,660.0	3,665.5
S1	3,638.0	3,638.0	3,669.6	3,649.0
S2	3,601.0	3,601.0	3,664.2
S3	3,542.0	3,579.0	3,658.8
S4	3,483.0	3,520.0	3,642.6

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,941.3	3,891.7	3,695.6
R3	3,840.3	3,790.7	3,667.8
R2	3,739.3	3,739.3	3,658.5
R1	3,689.7	3,689.7	3,649.3	3,714.5
PP	3,638.3	3,638.3	3,638.3	3,650.8
S1	3,588.7	3,588.7	3,630.7	3,613.5
S2	3,537.3	3,537.3	3,621.5
S3	3,436.3	3,487.7	3,612.2
S4	3,335.3	3,386.7	3,584.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,688.0	3,601.0	87.0	2.4%	45.0	1.2%	85%	False	False	768,897
10	3,688.0	3,520.0	168.0	4.6%	48.3	1.3%	92%	False	False	778,663
20	3,714.0	3,502.0	212.0	5.8%	50.9	1.4%	82%	False	False	842,707
40	3,714.0	3,280.0	434.0	11.8%	69.6	1.9%	91%	False	False	1,129,797
60	3,714.0	3,280.0	434.0	11.8%	68.4	1.9%	91%	False	False	789,697
80	3,731.0	3,280.0	451.0	12.3%	70.3	1.9%	88%	False	False	593,947
100	3,761.0	3,280.0	481.0	13.1%	64.6	1.8%	82%	False	False	475,650
120	3,761.0	3,280.0	481.0	13.1%	56.2	1.5%	82%	False	False	396,405

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	10.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,932.8
2.618	3,836.5
1.618	3,777.5
1.000	3,741.0
0.618	3,718.5
HIGH	3,682.0
0.618	3,659.5
0.500	3,652.5
0.382	3,645.5
LOW	3,623.0
0.618	3,586.5
1.000	3,564.0
1.618	3,527.5
2.618	3,468.5
4.250	3,372.3

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	3,667.5	3,668.5
PP	3,660.0	3,662.0
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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