Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	3,088.0	3,180.0	92.0	3.0%	3,511.0
High	3,239.0	3,235.0	-4.0	-0.1%	3,540.0
Low	3,088.0	3,122.0	34.0	1.1%	3,208.0
Close	3,228.0	3,182.0	-46.0	-1.4%	3,256.0
Range	151.0	113.0	-38.0	-25.2%	332.0
ATR	98.4	99.4	1.0	1.1%	0.0
Volume	2,142,886	1,758,338	-384,548	-17.9%	8,922,207

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,518.7	3,463.3	3,244.2
R3	3,405.7	3,350.3	3,213.1
R2	3,292.7	3,292.7	3,202.7
R1	3,237.3	3,237.3	3,192.4	3,265.0
PP	3,179.7	3,179.7	3,179.7	3,193.5
S1	3,124.3	3,124.3	3,171.6	3,152.0
S2	3,066.7	3,066.7	3,161.3
S3	2,953.7	3,011.3	3,150.9
S4	2,840.7	2,898.3	3,119.9

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,330.7	4,125.3	3,438.6
R3	3,998.7	3,793.3	3,347.3
R2	3,666.7	3,666.7	3,316.9
R1	3,461.3	3,461.3	3,286.4	3,398.0
PP	3,334.7	3,334.7	3,334.7	3,303.0
S1	3,129.3	3,129.3	3,225.6	3,066.0
S2	3,002.7	3,002.7	3,195.1
S3	2,670.7	2,797.3	3,164.7
S4	2,338.7	2,465.3	3,073.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,428.0	2,951.0	477.0	15.0%	151.6	4.8%	48%	False	False	2,403,360
10	3,560.0	2,951.0	609.0	19.1%	105.2	3.3%	38%	False	False	1,727,041
20	3,688.0	2,951.0	737.0	23.2%	80.9	2.5%	31%	False	False	1,277,037
40	3,714.0	2,951.0	763.0	24.0%	74.2	2.3%	30%	False	False	1,168,943
60	3,714.0	2,951.0	763.0	24.0%	77.3	2.4%	30%	False	False	1,109,863
80	3,714.0	2,951.0	763.0	24.0%	74.9	2.4%	30%	False	False	835,146
100	3,761.0	2,951.0	810.0	25.5%	71.4	2.2%	29%	False	False	668,712
120	3,761.0	2,951.0	810.0	25.5%	65.5	2.1%	29%	False	False	557,578

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	26.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,715.3
2.618	3,530.8
1.618	3,417.8
1.000	3,348.0
0.618	3,304.8
HIGH	3,235.0
0.618	3,191.8
0.500	3,178.5
0.382	3,165.2
LOW	3,122.0
0.618	3,052.2
1.000	3,009.0
1.618	2,939.2
2.618	2,826.2
4.250	2,641.8

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	3,180.8	3,153.0
PP	3,179.7	3,124.0
S1	3,178.5	3,095.0

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

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