Dow Jones EURO STOXX 50 Index Future December 2015

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	3,182.0	3,049.0	-133.0	-4.2%	3,200.0
High	3,189.0	3,115.0	-74.0	-2.3%	3,286.0
Low	3,055.0	3,036.0	-19.0	-0.6%	3,126.0
Close	3,063.0	3,071.0	8.0	0.3%	3,142.0
Range	134.0	79.0	-55.0	-41.0%	160.0
ATR	86.1	85.6	-0.5	-0.6%	0.0
Volume	1,079,638	1,729,602	649,964	60.2%	7,107,245

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,311.0	3,270.0	3,114.5
R3	3,232.0	3,191.0	3,092.7
R2	3,153.0	3,153.0	3,085.5
R1	3,112.0	3,112.0	3,078.2	3,132.5
PP	3,074.0	3,074.0	3,074.0	3,084.3
S1	3,033.0	3,033.0	3,063.8	3,053.5
S2	2,995.0	2,995.0	3,056.5
S3	2,916.0	2,954.0	3,049.3
S4	2,837.0	2,875.0	3,027.6

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,664.7	3,563.3	3,230.0
R3	3,504.7	3,403.3	3,186.0
R2	3,344.7	3,344.7	3,171.3
R1	3,243.3	3,243.3	3,156.7	3,214.0
PP	3,184.7	3,184.7	3,184.7	3,170.0
S1	3,083.3	3,083.3	3,127.3	3,054.0
S2	3,024.7	3,024.7	3,112.7
S3	2,864.7	2,923.3	3,098.0
S4	2,704.7	2,763.3	3,054.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,286.0	3,036.0	250.0	8.1%	89.6	2.9%	14%	False	True	1,447,744
10	3,286.0	3,036.0	250.0	8.1%	73.3	2.4%	14%	False	True	1,323,843
20	3,315.0	3,036.0	279.0	9.1%	75.2	2.4%	13%	False	True	698,941
40	3,677.0	2,950.0	727.0	23.7%	75.0	2.4%	17%	False	False	351,883
60	3,699.0	2,950.0	749.0	24.4%	70.7	2.3%	16%	False	False	235,226
80	3,699.0	2,950.0	749.0	24.4%	71.0	2.3%	16%	False	False	177,415
100	3,699.0	2,950.0	749.0	24.4%	66.3	2.2%	16%	False	False	141,989
120	3,740.0	2,950.0	790.0	25.7%	60.4	2.0%	15%	False	False	118,334

Crabel Price Patterns
NR	True
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	True
Bull Hook	False
Stretch	13.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,450.8
2.618	3,321.8
1.618	3,242.8
1.000	3,194.0
0.618	3,163.8
HIGH	3,115.0
0.618	3,084.8
0.500	3,075.5
0.382	3,066.2
LOW	3,036.0
0.618	2,987.2
1.000	2,957.0
1.618	2,908.2
2.618	2,829.2
4.250	2,700.3

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	3,075.5	3,112.5
PP	3,074.0	3,098.7
S1	3,072.5	3,084.8

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

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