Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	3,280.0	3,274.0	-6.0	-0.2%	3,230.0
High	3,288.0	3,310.0	22.0	0.7%	3,296.0
Low	3,243.0	3,270.0	27.0	0.8%	3,180.0
Close	3,248.0	3,299.0	51.0	1.6%	3,281.0
Range	45.0	40.0	-5.0	-11.1%	116.0
ATR	77.9	76.8	-1.1	-1.5%	0.0
Volume	450,666	505,346	54,680	12.1%	1,815,009

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	3,413.0	3,396.0	3,321.0
R3	3,373.0	3,356.0	3,310.0
R2	3,333.0	3,333.0	3,306.3
R1	3,316.0	3,316.0	3,302.7	3,324.5
PP	3,293.0	3,293.0	3,293.0	3,297.3
S1	3,276.0	3,276.0	3,295.3	3,284.5
S2	3,253.0	3,253.0	3,291.7
S3	3,213.0	3,236.0	3,288.0
S4	3,173.0	3,196.0	3,277.0

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	3,310.0	3,180.0	130.0	3.9%	59.6	1.8%	92%	True	False	554,204
10	3,338.0	3,123.0	215.0	6.5%	71.9	2.2%	82%	False	False	939,042
20	3,525.0	3,123.0	402.0	12.2%	77.9	2.4%	44%	False	False	653,148
40	3,525.0	3,123.0	402.0	12.2%	66.5	2.0%	44%	False	False	336,154
60	3,525.0	3,116.0	409.0	12.4%	60.4	1.8%	45%	False	False	226,427
80	3,525.0	2,969.0	556.0	16.9%	61.0	1.8%	59%	False	False	171,440
100	3,659.0	2,969.0	690.0	20.9%	58.1	1.8%	48%	False	False	137,154
120	3,679.0	2,969.0	710.0	21.5%	49.4	1.5%	46%	False	False	114,314

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	17.1
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	3,480.0
2.618	3,414.7
1.618	3,374.7
1.000	3,350.0
0.618	3,334.7
HIGH	3,310.0
0.618	3,294.7
0.500	3,290.0
0.382	3,285.3
LOW	3,270.0
0.618	3,245.3
1.000	3,230.0
1.618	3,205.3
2.618	3,165.3
4.250	3,100.0

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	3,296.0	3,289.8
PP	3,293.0	3,280.7
S1	3,290.0	3,271.5

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

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