Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	3,449.0	3,435.0	-14.0	-0.4%	3,279.0
High	3,468.0	3,461.0	-7.0	-0.2%	3,468.0
Low	3,429.0	3,420.0	-9.0	-0.3%	3,277.0
Close	3,443.0	3,447.0	4.0	0.1%	3,447.0
Range	39.0	41.0	2.0	5.1%	191.0
ATR	61.2	59.8	-1.4	-2.4%	0.0
Volume	549	61,525	60,976	11,106.7%	87,309

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,565.7	3,547.3	3,469.6
R3	3,524.7	3,506.3	3,458.3
R2	3,483.7	3,483.7	3,454.5
R1	3,465.3	3,465.3	3,450.8	3,474.5
PP	3,442.7	3,442.7	3,442.7	3,447.3
S1	3,424.3	3,424.3	3,443.2	3,433.5
S2	3,401.7	3,401.7	3,439.5
S3	3,360.7	3,383.3	3,435.7
S4	3,319.7	3,342.3	3,424.5

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,970.3	3,899.7	3,552.1
R3	3,779.3	3,708.7	3,499.5
R2	3,588.3	3,588.3	3,482.0
R1	3,517.7	3,517.7	3,464.5	3,553.0
PP	3,397.3	3,397.3	3,397.3	3,415.0
S1	3,326.7	3,326.7	3,429.5	3,362.0
S2	3,206.3	3,206.3	3,412.0
S3	3,015.3	3,135.7	3,394.5
S4	2,824.3	2,944.7	3,342.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,468.0	3,277.0	191.0	5.5%	60.2	1.7%	89%	False	False	17,461
10	3,468.0	3,277.0	191.0	5.5%	59.4	1.7%	89%	False	False	9,985
20	3,474.0	3,277.0	197.0	5.7%	52.0	1.5%	86%	False	False	7,773
40	3,474.0	2,969.0	505.0	14.7%	55.1	1.6%	95%	False	False	7,462
60	3,474.0	2,969.0	505.0	14.7%	54.7	1.6%	95%	False	False	7,066
80	3,664.0	2,969.0	695.0	20.2%	50.4	1.5%	69%	False	False	5,303
100	3,679.0	2,969.0	710.0	20.6%	42.1	1.2%	67%	False	False	4,264

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,635.3
2.618	3,568.3
1.618	3,527.3
1.000	3,502.0
0.618	3,486.3
HIGH	3,461.0
0.618	3,445.3
0.500	3,440.5
0.382	3,435.7
LOW	3,420.0
0.618	3,394.7
1.000	3,379.0
1.618	3,353.7
2.618	3,312.7
4.250	3,245.8

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	3,444.8	3,443.8
PP	3,442.7	3,440.7
S1	3,440.5	3,437.5

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

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