Dow Jones EURO STOXX 50 Index Future September 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	3,243.0	3,235.0	-8.0	-0.2%	3,206.0
High	3,268.0	3,241.0	-27.0	-0.8%	3,328.0
Low	3,208.0	3,181.0	-27.0	-0.8%	3,181.0
Close	3,224.0	3,194.0	-30.0	-0.9%	3,194.0
Range	60.0	60.0	0.0	0.0%	147.0
ATR	94.1	91.6	-2.4	-2.6%	0.0
Volume	1,789,003	1,985,019	196,016	11.0%	7,054,301

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,385.3	3,349.7	3,227.0
R3	3,325.3	3,289.7	3,210.5
R2	3,265.3	3,265.3	3,205.0
R1	3,229.7	3,229.7	3,199.5	3,217.5
PP	3,205.3	3,205.3	3,205.3	3,199.3
S1	3,169.7	3,169.7	3,188.5	3,157.5
S2	3,145.3	3,145.3	3,183.0
S3	3,085.3	3,109.7	3,177.5
S4	3,025.3	3,049.7	3,161.0

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,675.3	3,581.7	3,274.9
R3	3,528.3	3,434.7	3,234.4
R2	3,381.3	3,381.3	3,221.0
R1	3,287.7	3,287.7	3,207.5	3,261.0
PP	3,234.3	3,234.3	3,234.3	3,221.0
S1	3,140.7	3,140.7	3,180.5	3,114.0
S2	3,087.3	3,087.3	3,167.1
S3	2,940.3	2,993.7	3,153.6
S4	2,793.3	2,846.7	3,113.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,328.0	3,152.0	176.0	5.5%	80.6	2.5%	24%	False	False	1,524,091
10	3,328.0	3,143.0	185.0	5.8%	73.2	2.3%	28%	False	False	1,420,214
20	3,541.0	2,951.0	590.0	18.5%	90.5	2.8%	41%	False	False	1,583,471
40	3,714.0	2,951.0	763.0	23.9%	73.0	2.3%	32%	False	False	1,205,587
60	3,714.0	2,951.0	763.0	23.9%	77.0	2.4%	32%	False	False	1,259,870
80	3,714.0	2,951.0	763.0	23.9%	74.4	2.3%	32%	False	False	1,024,510
100	3,718.0	2,951.0	767.0	24.0%	74.8	2.3%	32%	False	False	821,137
120	3,761.0	2,951.0	810.0	25.4%	70.0	2.2%	30%	False	False	684,705

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	18.9

Fibonacci Retracements and Extensions
4.250	3,496.0
2.618	3,398.1
1.618	3,338.1
1.000	3,301.0
0.618	3,278.1
HIGH	3,241.0
0.618	3,218.1
0.500	3,211.0
0.382	3,203.9
LOW	3,181.0
0.618	3,143.9
1.000	3,121.0
1.618	3,083.9
2.618	3,023.9
4.250	2,926.0

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	3,211.0	3,254.5
PP	3,205.3	3,234.3
S1	3,199.7	3,214.2

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

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