Dow Jones EURO STOXX 50 Index Future December 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	3,503.0	3,490.0	-13.0	-0.4%	3,647.0
High	3,527.0	3,501.0	-26.0	-0.7%	3,669.0
Low	3,448.0	3,469.0	21.0	0.6%	3,466.0
Close	3,492.0	3,487.0	-5.0	-0.1%	3,484.0
Range	79.0	32.0	-47.0	-59.5%	203.0
ATR	65.5	63.1	-2.4	-3.7%	0.0
Volume	745	141	-604	-81.1%	2,058

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,581.7	3,566.3	3,504.6
R3	3,549.7	3,534.3	3,495.8
R2	3,517.7	3,517.7	3,492.9
R1	3,502.3	3,502.3	3,489.9	3,494.0
PP	3,485.7	3,485.7	3,485.7	3,481.5
S1	3,470.3	3,470.3	3,484.1	3,462.0
S2	3,453.7	3,453.7	3,481.1
S3	3,421.7	3,438.3	3,478.2
S4	3,389.7	3,406.3	3,469.4

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,148.7	4,019.3	3,595.7
R3	3,945.7	3,816.3	3,539.8
R2	3,742.7	3,742.7	3,521.2
R1	3,613.3	3,613.3	3,502.6	3,576.5
PP	3,539.7	3,539.7	3,539.7	3,521.3
S1	3,410.3	3,410.3	3,465.4	3,373.5
S2	3,336.7	3,336.7	3,446.8
S3	3,133.7	3,207.3	3,428.2
S4	2,930.7	3,004.3	3,372.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,601.0	3,448.0	153.0	4.4%	71.8	2.1%	25%	False	False	471
10	3,677.0	3,448.0	229.0	6.6%	60.3	1.7%	17%	False	False	343
20	3,677.0	3,448.0	229.0	6.6%	55.8	1.6%	17%	False	False	994
40	3,699.0	3,272.0	427.0	12.2%	62.7	1.8%	50%	False	False	1,496
60	3,699.0	3,272.0	427.0	12.2%	62.4	1.8%	50%	False	False	2,068
80	3,706.0	3,272.0	434.0	12.4%	59.0	1.7%	50%	False	False	1,620
100	3,740.0	3,272.0	468.0	13.4%	52.0	1.5%	46%	False	False	1,307

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	12.2
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3,637.0
2.618	3,584.8
1.618	3,552.8
1.000	3,533.0
0.618	3,520.8
HIGH	3,501.0
0.618	3,488.8
0.500	3,485.0
0.382	3,481.2
LOW	3,469.0
0.618	3,449.2
1.000	3,437.0
1.618	3,417.2
2.618	3,385.2
4.250	3,333.0

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	3,486.3	3,488.5
PP	3,485.7	3,488.0
S1	3,485.0	3,487.5

Download as Excel Spreadsheet

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

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