Dow Jones EURO STOXX 50 Index Future December 2015

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	3,062.0	3,128.0	66.0	2.2%	3,142.0
High	3,109.0	3,141.0	32.0	1.0%	3,189.0
Low	3,060.0	3,042.0	-18.0	-0.6%	2,984.0
Close	3,091.0	3,061.0	-30.0	-1.0%	3,107.0
Range	49.0	99.0	50.0	102.0%	205.0
ATR	88.6	89.3	0.7	0.8%	0.0
Volume	1,286,209	1,415,062	128,853	10.0%	6,943,111

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,378.3	3,318.7	3,115.5
R3	3,279.3	3,219.7	3,088.2
R2	3,180.3	3,180.3	3,079.2
R1	3,120.7	3,120.7	3,070.1	3,101.0
PP	3,081.3	3,081.3	3,081.3	3,071.5
S1	3,021.7	3,021.7	3,051.9	3,002.0
S2	2,982.3	2,982.3	3,042.9
S3	2,883.3	2,922.7	3,033.8
S4	2,784.3	2,823.7	3,006.6

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,708.3	3,612.7	3,219.8
R3	3,503.3	3,407.7	3,163.4
R2	3,298.3	3,298.3	3,144.6
R1	3,202.7	3,202.7	3,125.8	3,148.0
PP	3,093.3	3,093.3	3,093.3	3,066.0
S1	2,997.7	2,997.7	3,088.2	2,943.0
S2	2,888.3	2,888.3	3,069.4
S3	2,683.3	2,792.7	3,050.6
S4	2,478.3	2,587.7	2,994.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,141.0	2,970.0	171.0	5.6%	78.8	2.6%	53%	True	False	1,333,978
10	3,236.0	2,970.0	266.0	8.7%	88.2	2.9%	34%	False	False	1,334,455
20	3,315.0	2,970.0	345.0	11.3%	79.5	2.6%	26%	False	False	1,105,828
40	3,677.0	2,950.0	727.0	23.8%	80.5	2.6%	15%	False	False	556,193
60	3,699.0	2,950.0	749.0	24.5%	71.9	2.3%	15%	False	False	371,152
80	3,699.0	2,950.0	749.0	24.5%	73.2	2.4%	15%	False	False	279,600
100	3,699.0	2,950.0	749.0	24.5%	67.7	2.2%	15%	False	False	223,735
120	3,740.0	2,950.0	790.0	25.8%	64.0	2.1%	14%	False	False	186,456

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,561.8
2.618	3,400.2
1.618	3,301.2
1.000	3,240.0
0.618	3,202.2
HIGH	3,141.0
0.618	3,103.2
0.500	3,091.5
0.382	3,079.8
LOW	3,042.0
0.618	2,980.8
1.000	2,943.0
1.618	2,881.8
2.618	2,782.8
4.250	2,621.3

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	3,091.5	3,059.2
PP	3,081.3	3,057.3
S1	3,071.2	3,055.5

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

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