Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	3,233.0	3,280.0	47.0	1.5%	3,230.0
High	3,296.0	3,288.0	-8.0	-0.2%	3,296.0
Low	3,233.0	3,243.0	10.0	0.3%	3,180.0
Close	3,281.0	3,248.0	-33.0	-1.0%	3,281.0
Range	63.0	45.0	-18.0	-28.6%	116.0
ATR	80.4	77.9	-2.5	-3.1%	0.0
Volume	331,784	450,666	118,882	35.8%	1,815,009

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,394.7	3,366.3	3,272.8
R3	3,349.7	3,321.3	3,260.4
R2	3,304.7	3,304.7	3,256.3
R1	3,276.3	3,276.3	3,252.1	3,268.0
PP	3,259.7	3,259.7	3,259.7	3,255.5
S1	3,231.3	3,231.3	3,243.9	3,223.0
S2	3,214.7	3,214.7	3,239.8
S3	3,169.7	3,186.3	3,235.6
S4	3,124.7	3,141.3	3,223.3

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,600.3	3,556.7	3,344.8
R3	3,484.3	3,440.7	3,312.9
R2	3,368.3	3,368.3	3,302.3
R1	3,324.7	3,324.7	3,291.6	3,346.5
PP	3,252.3	3,252.3	3,252.3	3,263.3
S1	3,208.7	3,208.7	3,270.4	3,230.5
S2	3,136.3	3,136.3	3,259.7
S3	3,020.3	3,092.7	3,249.1
S4	2,904.3	2,976.7	3,217.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,296.0	3,180.0	116.0	3.6%	65.8	2.0%	59%	False	False	620,222
10	3,338.0	3,123.0	215.0	6.6%	77.0	2.4%	58%	False	False	1,046,647
20	3,525.0	3,123.0	402.0	12.4%	78.0	2.4%	31%	False	False	628,319
40	3,525.0	3,123.0	402.0	12.4%	66.4	2.0%	31%	False	False	323,520
60	3,525.0	3,019.0	506.0	15.6%	61.4	1.9%	45%	False	False	218,069
80	3,525.0	2,969.0	556.0	17.1%	61.1	1.9%	50%	False	False	165,123
100	3,659.0	2,969.0	690.0	21.2%	57.7	1.8%	40%	False	False	132,101
120	3,679.0	2,969.0	710.0	21.9%	49.2	1.5%	39%	False	False	110,103

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	16.8
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3,479.3
2.618	3,405.8
1.618	3,360.8
1.000	3,333.0
0.618	3,315.8
HIGH	3,288.0
0.618	3,270.8
0.500	3,265.5
0.382	3,260.2
LOW	3,243.0
0.618	3,215.2
1.000	3,198.0
1.618	3,170.2
2.618	3,125.2
4.250	3,051.8

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	3,265.5	3,244.7
PP	3,259.7	3,241.3
S1	3,253.8	3,238.0

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

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