Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	3,235.0	3,286.0	51.0	1.6%	3,137.0
High	3,302.0	3,296.0	-6.0	-0.2%	3,302.0
Low	3,223.0	3,249.0	26.0	0.8%	2,951.0
Close	3,286.0	3,279.0	-7.0	-0.2%	3,279.0
Range	79.0	47.0	-32.0	-40.5%	351.0
ATR	100.9	97.0	-3.8	-3.8%	0.0
Volume	1,056,247	836,405	-219,842	-20.8%	8,405,549

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,415.7	3,394.3	3,304.9
R3	3,368.7	3,347.3	3,291.9
R2	3,321.7	3,321.7	3,287.6
R1	3,300.3	3,300.3	3,283.3	3,287.5
PP	3,274.7	3,274.7	3,274.7	3,268.3
S1	3,253.3	3,253.3	3,274.7	3,240.5
S2	3,227.7	3,227.7	3,270.4
S3	3,180.7	3,206.3	3,266.1
S4	3,133.7	3,159.3	3,253.2

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,230.3	4,105.7	3,472.1
R3	3,879.3	3,754.7	3,375.5
R2	3,528.3	3,528.3	3,343.4
R1	3,403.7	3,403.7	3,311.2	3,466.0
PP	3,177.3	3,177.3	3,177.3	3,208.5
S1	3,052.7	3,052.7	3,246.8	3,115.0
S2	2,826.3	2,826.3	3,214.7
S3	2,475.3	2,701.7	3,182.5
S4	2,124.3	2,350.7	3,086.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,302.0	2,951.0	351.0	10.7%	125.4	3.8%	93%	False	False	1,681,109
10	3,540.0	2,951.0	589.0	18.0%	106.0	3.2%	56%	False	False	1,732,775
20	3,688.0	2,951.0	737.0	22.5%	82.1	2.5%	45%	False	False	1,287,236
40	3,714.0	2,951.0	763.0	23.3%	73.4	2.2%	43%	False	False	1,174,356
60	3,714.0	2,951.0	763.0	23.3%	76.9	2.3%	43%	False	False	1,140,803
80	3,714.0	2,951.0	763.0	23.3%	74.1	2.3%	43%	False	False	858,783
100	3,761.0	2,951.0	810.0	24.7%	72.1	2.2%	40%	False	False	687,624
120	3,761.0	2,951.0	810.0	24.7%	66.1	2.0%	40%	False	False	573,329

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	23.9
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,495.8
2.618	3,419.0
1.618	3,372.0
1.000	3,343.0
0.618	3,325.0
HIGH	3,296.0
0.618	3,278.0
0.500	3,272.5
0.382	3,267.0
LOW	3,249.0
0.618	3,220.0
1.000	3,202.0
1.618	3,173.0
2.618	3,126.0
4.250	3,049.3

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	3,276.8	3,256.7
PP	3,274.7	3,234.3
S1	3,272.5	3,212.0

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

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