Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	3,293.0	3,236.0	-57.0	-1.7%	3,477.0
High	3,308.0	3,280.0	-28.0	-0.8%	3,525.0
Low	3,221.0	3,236.0	15.0	0.5%	3,285.0
Close	3,275.0	3,267.0	-8.0	-0.2%	3,323.0
Range	87.0	44.0	-43.0	-49.4%	240.0
ATR	72.4	70.4	-2.0	-2.8%	0.0
Volume	422,176	653,674	231,498	54.8%	345,556

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,393.0	3,374.0	3,291.2
R3	3,349.0	3,330.0	3,279.1
R2	3,305.0	3,305.0	3,275.1
R1	3,286.0	3,286.0	3,271.0	3,295.5
PP	3,261.0	3,261.0	3,261.0	3,265.8
S1	3,242.0	3,242.0	3,263.0	3,251.5
S2	3,217.0	3,217.0	3,258.9
S3	3,173.0	3,198.0	3,254.9
S4	3,129.0	3,154.0	3,242.8

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,097.7	3,950.3	3,455.0
R3	3,857.7	3,710.3	3,389.0
R2	3,617.7	3,617.7	3,367.0
R1	3,470.3	3,470.3	3,345.0	3,424.0
PP	3,377.7	3,377.7	3,377.7	3,354.5
S1	3,230.3	3,230.3	3,301.0	3,184.0
S2	3,137.7	3,137.7	3,279.0
S3	2,897.7	2,990.3	3,257.0
S4	2,657.7	2,750.3	3,191.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,387.0	3,221.0	166.0	5.1%	67.0	2.1%	28%	False	False	360,889
10	3,525.0	3,221.0	304.0	9.3%	78.9	2.4%	15%	False	False	209,991
20	3,525.0	3,221.0	304.0	9.3%	68.4	2.1%	15%	False	False	120,337
40	3,525.0	3,221.0	304.0	9.3%	59.2	1.8%	15%	False	False	64,581
60	3,525.0	2,969.0	556.0	17.0%	62.1	1.9%	54%	False	False	44,420
80	3,525.0	2,969.0	556.0	17.0%	59.7	1.8%	54%	False	False	34,294
100	3,664.0	2,969.0	695.0	21.3%	50.3	1.5%	43%	False	False	27,458
120	3,679.0	2,969.0	710.0	21.7%	44.2	1.4%	42%	False	False	22,882

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.9
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3,467.0
2.618	3,395.2
1.618	3,351.2
1.000	3,324.0
0.618	3,307.2
HIGH	3,280.0
0.618	3,263.2
0.500	3,258.0
0.382	3,252.8
LOW	3,236.0
0.618	3,208.8
1.000	3,192.0
1.618	3,164.8
2.618	3,120.8
4.250	3,049.0

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	3,264.0	3,285.5
PP	3,261.0	3,279.3
S1	3,258.0	3,273.2

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

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