Dow Jones EURO STOXX 50 Index Future December 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	3,416.0	3,269.0	-147.0	-4.3%	3,503.0
High	3,416.0	3,340.0	-76.0	-2.2%	3,527.0
Low	3,311.0	3,200.0	-111.0	-3.4%	3,200.0
Close	3,346.0	3,245.0	-101.0	-3.0%	3,245.0
Range	105.0	140.0	35.0	33.3%	327.0
ATR	67.2	72.8	5.6	8.4%	0.0
Volume	1,280	3,343	2,063	161.2%	6,660

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,681.7	3,603.3	3,322.0
R3	3,541.7	3,463.3	3,283.5
R2	3,401.7	3,401.7	3,270.7
R1	3,323.3	3,323.3	3,257.8	3,292.5
PP	3,261.7	3,261.7	3,261.7	3,246.3
S1	3,183.3	3,183.3	3,232.2	3,152.5
S2	3,121.7	3,121.7	3,219.3
S3	2,981.7	3,043.3	3,206.5
S4	2,841.7	2,903.3	3,168.0

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,305.0	4,102.0	3,424.9
R3	3,978.0	3,775.0	3,334.9
R2	3,651.0	3,651.0	3,305.0
R1	3,448.0	3,448.0	3,275.0	3,386.0
PP	3,324.0	3,324.0	3,324.0	3,293.0
S1	3,121.0	3,121.0	3,215.0	3,059.0
S2	2,997.0	2,997.0	3,185.1
S3	2,670.0	2,794.0	3,155.1
S4	2,343.0	2,467.0	3,065.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,527.0	3,200.0	327.0	10.1%	82.0	2.5%	14%	False	True	1,332
10	3,669.0	3,200.0	469.0	14.5%	77.9	2.4%	10%	False	True	871
20	3,677.0	3,200.0	477.0	14.7%	62.6	1.9%	9%	False	True	638
40	3,699.0	3,200.0	499.0	15.4%	65.0	2.0%	9%	False	True	1,583
60	3,699.0	3,200.0	499.0	15.4%	64.3	2.0%	9%	False	True	2,160
80	3,699.0	3,200.0	499.0	15.4%	60.5	1.9%	9%	False	True	1,691
100	3,740.0	3,200.0	540.0	16.6%	54.0	1.7%	8%	False	True	1,364

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.3
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	3,935.0
2.618	3,706.5
1.618	3,566.5
1.000	3,480.0
0.618	3,426.5
HIGH	3,340.0
0.618	3,286.5
0.500	3,270.0
0.382	3,253.5
LOW	3,200.0
0.618	3,113.5
1.000	3,060.0
1.618	2,973.5
2.618	2,833.5
4.250	2,605.0

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	3,270.0	3,334.5
PP	3,261.7	3,304.7
S1	3,253.3	3,274.8

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

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