Dow Jones EURO STOXX 50 Index Future March 2016

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

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	3,477.0	3,511.0	34.0	1.0%	3,442.0
High	3,516.0	3,513.0	-3.0	-0.1%	3,504.0
Low	3,465.0	3,458.0	-7.0	-0.2%	3,366.0
Close	3,497.0	3,474.0	-23.0	-0.7%	3,479.0
Range	51.0	55.0	4.0	7.8%	138.0
ATR	57.5	57.3	-0.2	-0.3%	0.0
Volume	2,271	116,193	113,922	5,016.4%	228,304

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,646.7	3,615.3	3,504.3
R3	3,591.7	3,560.3	3,489.1
R2	3,536.7	3,536.7	3,484.1
R1	3,505.3	3,505.3	3,479.0	3,493.5
PP	3,481.7	3,481.7	3,481.7	3,475.8
S1	3,450.3	3,450.3	3,469.0	3,438.5
S2	3,426.7	3,426.7	3,463.9
S3	3,371.7	3,395.3	3,458.9
S4	3,316.7	3,340.3	3,443.8

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,863.7	3,809.3	3,554.9
R3	3,725.7	3,671.3	3,517.0
R2	3,587.7	3,587.7	3,504.3
R1	3,533.3	3,533.3	3,491.7	3,560.5
PP	3,449.7	3,449.7	3,449.7	3,463.3
S1	3,395.3	3,395.3	3,466.4	3,422.5
S2	3,311.7	3,311.7	3,453.7
S3	3,173.7	3,257.3	3,441.1
S4	3,035.7	3,119.3	3,403.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,516.0	3,395.0	121.0	3.5%	53.0	1.5%	65%	False	False	50,319
10	3,516.0	3,366.0	150.0	4.3%	48.7	1.4%	72%	False	False	40,884
20	3,516.0	3,277.0	239.0	6.9%	55.4	1.6%	82%	False	False	24,613
40	3,516.0	3,167.0	349.0	10.0%	50.6	1.5%	88%	False	False	16,014
60	3,516.0	2,969.0	547.0	15.7%	55.4	1.6%	92%	False	False	12,805
80	3,580.0	2,969.0	611.0	17.6%	54.4	1.6%	83%	False	False	9,635
100	3,679.0	2,969.0	710.0	20.4%	44.7	1.3%	71%	False	False	7,732

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	9.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,746.8
2.618	3,657.0
1.618	3,602.0
1.000	3,568.0
0.618	3,547.0
HIGH	3,513.0
0.618	3,492.0
0.500	3,485.5
0.382	3,479.0
LOW	3,458.0
0.618	3,424.0
1.000	3,403.0
1.618	3,369.0
2.618	3,314.0
4.250	3,224.3

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	3,485.5	3,487.0
PP	3,481.7	3,482.7
S1	3,477.8	3,478.3

Download as Excel Spreadsheet

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

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