Dow Jones EURO STOXX 50 Index Future December 2015

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	3,292.0	3,402.0	110.0	3.3%	3,469.0
High	3,400.0	3,454.0	54.0	1.6%	3,474.0
Low	3,283.0	3,382.0	99.0	3.0%	3,323.0
Close	3,353.0	3,447.0	94.0	2.8%	3,354.0
Range	117.0	72.0	-45.0	-38.5%	151.0
ATR	67.6	70.0	2.4	3.5%	0.0
Volume	1,259,997	1,010,757	-249,240	-19.8%	5,997,399

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,643.7	3,617.3	3,486.6
R3	3,571.7	3,545.3	3,466.8
R2	3,499.7	3,499.7	3,460.2
R1	3,473.3	3,473.3	3,453.6	3,486.5
PP	3,427.7	3,427.7	3,427.7	3,434.3
S1	3,401.3	3,401.3	3,440.4	3,414.5
S2	3,355.7	3,355.7	3,433.8
S3	3,283.7	3,329.3	3,427.2
S4	3,211.7	3,257.3	3,407.4

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,836.7	3,746.3	3,437.1
R3	3,685.7	3,595.3	3,395.5
R2	3,534.7	3,534.7	3,381.7
R1	3,444.3	3,444.3	3,367.8	3,414.0
PP	3,383.7	3,383.7	3,383.7	3,368.5
S1	3,293.3	3,293.3	3,340.2	3,263.0
S2	3,232.7	3,232.7	3,326.3
S3	3,081.7	3,142.3	3,312.5
S4	2,930.7	2,991.3	3,271.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,466.0	3,283.0	183.0	5.3%	80.2	2.3%	90%	False	False	1,281,967
10	3,482.0	3,283.0	199.0	5.8%	67.9	2.0%	82%	False	False	1,160,055
20	3,482.0	3,231.0	251.0	7.3%	64.2	1.9%	86%	False	False	1,117,265
40	3,482.0	2,970.0	512.0	14.9%	64.8	1.9%	93%	False	False	1,132,741
60	3,482.0	2,970.0	512.0	14.9%	69.4	2.0%	93%	False	False	960,533
80	3,677.0	2,950.0	727.0	21.1%	69.4	2.0%	68%	False	False	720,699
100	3,699.0	2,950.0	749.0	21.7%	68.4	2.0%	66%	False	False	577,051
120	3,699.0	2,950.0	749.0	21.7%	68.5	2.0%	66%	False	False	481,444

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	False
Bull Hook	False
Stretch	17.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,760.0
2.618	3,642.5
1.618	3,570.5
1.000	3,526.0
0.618	3,498.5
HIGH	3,454.0
0.618	3,426.5
0.500	3,418.0
0.382	3,409.5
LOW	3,382.0
0.618	3,337.5
1.000	3,310.0
1.618	3,265.5
2.618	3,193.5
4.250	3,076.0

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	3,437.3	3,420.8
PP	3,427.7	3,394.7
S1	3,418.0	3,368.5

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

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