Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	3,506.0	3,511.0	5.0	0.1%	3,657.0
High	3,541.0	3,540.0	-1.0	0.0%	3,682.0
Low	3,476.0	3,454.0	-22.0	-0.6%	3,472.0
Close	3,495.0	3,503.0	8.0	0.2%	3,495.0
Range	65.0	86.0	21.0	32.3%	210.0
ATR	68.3	69.6	1.3	1.8%	0.0
Volume	975,939	707,546	-268,393	-27.5%	4,900,657

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,757.0	3,716.0	3,550.3
R3	3,671.0	3,630.0	3,526.7
R2	3,585.0	3,585.0	3,518.8
R1	3,544.0	3,544.0	3,510.9	3,521.5
PP	3,499.0	3,499.0	3,499.0	3,487.8
S1	3,458.0	3,458.0	3,495.1	3,435.5
S2	3,413.0	3,413.0	3,487.2
S3	3,327.0	3,372.0	3,479.4
S4	3,241.0	3,286.0	3,455.7

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,179.7	4,047.3	3,610.5
R3	3,969.7	3,837.3	3,552.8
R2	3,759.7	3,759.7	3,533.5
R1	3,627.3	3,627.3	3,514.3	3,588.5
PP	3,549.7	3,549.7	3,549.7	3,530.3
S1	3,417.3	3,417.3	3,475.8	3,378.5
S2	3,339.7	3,339.7	3,456.5
S3	3,129.7	3,207.3	3,437.3
S4	2,919.7	2,997.3	3,379.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,670.0	3,454.0	216.0	6.2%	77.6	2.2%	23%	False	True	922,801
10	3,688.0	3,454.0	234.0	6.7%	61.3	1.7%	21%	False	True	845,849
20	3,696.0	3,454.0	242.0	6.9%	59.6	1.7%	20%	False	True	839,683
40	3,714.0	3,280.0	434.0	12.4%	68.2	1.9%	51%	False	False	1,066,679
60	3,714.0	3,280.0	434.0	12.4%	70.3	2.0%	51%	False	False	864,905
80	3,718.0	3,280.0	438.0	12.5%	71.3	2.0%	51%	False	False	651,511
100	3,761.0	3,280.0	481.0	13.7%	66.5	1.9%	46%	False	False	521,780
120	3,761.0	3,280.0	481.0	13.7%	59.2	1.7%	46%	False	False	434,854

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	13.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,905.5
2.618	3,765.1
1.618	3,679.1
1.000	3,626.0
0.618	3,593.1
HIGH	3,540.0
0.618	3,507.1
0.500	3,497.0
0.382	3,486.9
LOW	3,454.0
0.618	3,400.9
1.000	3,368.0
1.618	3,314.9
2.618	3,228.9
4.250	3,088.5

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	3,501.0	3,507.0
PP	3,499.0	3,505.7
S1	3,497.0	3,504.3

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

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