Dow Jones EURO STOXX 50 Index Future December 2015

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	3,434.0	3,438.0	4.0	0.1%	3,385.0
High	3,466.0	3,458.0	-8.0	-0.2%	3,482.0
Low	3,422.0	3,358.0	-64.0	-1.9%	3,373.0
Close	3,445.0	3,386.0	-59.0	-1.7%	3,462.0
Range	44.0	100.0	56.0	127.3%	109.0
ATR	60.7	63.5	2.8	4.6%	0.0
Volume	1,278,327	1,430,377	152,050	11.9%	5,152,125

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,700.7	3,643.3	3,441.0
R3	3,600.7	3,543.3	3,413.5
R2	3,500.7	3,500.7	3,404.3
R1	3,443.3	3,443.3	3,395.2	3,422.0
PP	3,400.7	3,400.7	3,400.7	3,390.0
S1	3,343.3	3,343.3	3,376.8	3,322.0
S2	3,300.7	3,300.7	3,367.7
S3	3,200.7	3,243.3	3,358.5
S4	3,100.7	3,143.3	3,331.0

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,766.0	3,723.0	3,522.0
R3	3,657.0	3,614.0	3,492.0
R2	3,548.0	3,548.0	3,482.0
R1	3,505.0	3,505.0	3,472.0	3,526.5
PP	3,439.0	3,439.0	3,439.0	3,449.8
S1	3,396.0	3,396.0	3,452.0	3,417.5
S2	3,330.0	3,330.0	3,442.0
S3	3,221.0	3,287.0	3,432.0
S4	3,112.0	3,178.0	3,402.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,482.0	3,358.0	124.0	3.7%	64.4	1.9%	23%	False	True	1,100,409
10	3,482.0	3,358.0	124.0	3.7%	57.6	1.7%	23%	False	True	1,056,695
20	3,482.0	3,231.0	251.0	7.4%	57.0	1.7%	62%	False	False	1,054,386
40	3,482.0	2,970.0	512.0	15.1%	65.9	1.9%	81%	False	False	1,126,211
60	3,482.0	2,950.0	532.0	15.7%	72.9	2.2%	82%	False	False	899,120
80	3,677.0	2,950.0	727.0	21.5%	68.9	2.0%	60%	False	False	674,514
100	3,699.0	2,950.0	749.0	22.1%	68.8	2.0%	58%	False	False	540,072
120	3,699.0	2,950.0	749.0	22.1%	67.5	2.0%	58%	False	False	450,603

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	15.2
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3,883.0
2.618	3,719.8
1.618	3,619.8
1.000	3,558.0
0.618	3,519.8
HIGH	3,458.0
0.618	3,419.8
0.500	3,408.0
0.382	3,396.2
LOW	3,358.0
0.618	3,296.2
1.000	3,258.0
1.618	3,196.2
2.618	3,096.2
4.250	2,933.0

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	3,408.0	3,412.0
PP	3,400.7	3,403.3
S1	3,393.3	3,394.7

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

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