Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	3,237.0	3,233.0	-4.0	-0.1%	3,191.0
High	3,245.0	3,296.0	51.0	1.6%	3,338.0
Low	3,180.0	3,233.0	53.0	1.7%	3,123.0
Close	3,204.0	3,281.0	77.0	2.4%	3,253.0
Range	65.0	63.0	-2.0	-3.1%	215.0
ATR	79.6	80.4	0.9	1.1%	0.0
Volume	642,753	331,784	-310,969	-48.4%	6,619,403

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,459.0	3,433.0	3,315.7
R3	3,396.0	3,370.0	3,298.3
R2	3,333.0	3,333.0	3,292.6
R1	3,307.0	3,307.0	3,286.8	3,320.0
PP	3,270.0	3,270.0	3,270.0	3,276.5
S1	3,244.0	3,244.0	3,275.2	3,257.0
S2	3,207.0	3,207.0	3,269.5
S3	3,144.0	3,181.0	3,263.7
S4	3,081.0	3,118.0	3,246.4

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,883.0	3,783.0	3,371.3
R3	3,668.0	3,568.0	3,312.1
R2	3,453.0	3,453.0	3,292.4
R1	3,353.0	3,353.0	3,272.7	3,403.0
PP	3,238.0	3,238.0	3,238.0	3,263.0
S1	3,138.0	3,138.0	3,233.3	3,188.0
S2	3,023.0	3,023.0	3,213.6
S3	2,808.0	2,923.0	3,193.9
S4	2,593.0	2,708.0	3,134.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,338.0	3,180.0	158.0	4.8%	69.6	2.1%	64%	False	False	825,084
10	3,338.0	3,123.0	215.0	6.6%	76.9	2.3%	73%	False	False	1,066,948
20	3,525.0	3,123.0	402.0	12.3%	78.2	2.4%	39%	False	False	607,759
40	3,525.0	3,123.0	402.0	12.3%	66.3	2.0%	39%	False	False	312,253
60	3,525.0	3,019.0	506.0	15.4%	62.2	1.9%	52%	False	False	210,558
80	3,525.0	2,969.0	556.0	16.9%	61.4	1.9%	56%	False	False	159,490
100	3,659.0	2,969.0	690.0	21.0%	57.3	1.7%	45%	False	False	127,594
120	3,679.0	2,969.0	710.0	21.6%	48.8	1.5%	44%	False	False	106,347

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	16.0
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3,563.8
2.618	3,460.9
1.618	3,397.9
1.000	3,359.0
0.618	3,334.9
HIGH	3,296.0
0.618	3,271.9
0.500	3,264.5
0.382	3,257.1
LOW	3,233.0
0.618	3,194.1
1.000	3,170.0
1.618	3,131.1
2.618	3,068.1
4.250	2,965.3

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	3,275.5	3,266.7
PP	3,270.0	3,252.3
S1	3,264.5	3,238.0

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

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