Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	3,192.0	3,150.0	-42.0	-1.3%	3,280.0
High	3,195.0	3,165.0	-30.0	-0.9%	3,310.0
Low	3,127.0	3,096.0	-31.0	-1.0%	3,243.0
Close	3,161.0	3,131.0	-30.0	-0.9%	3,282.0
Range	68.0	69.0	1.0	1.5%	67.0
ATR	78.5	77.8	-0.7	-0.9%	0.0
Volume	1,242,908	1,855,957	613,049	49.3%	2,411,679

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,337.7	3,303.3	3,169.0
R3	3,268.7	3,234.3	3,150.0
R2	3,199.7	3,199.7	3,143.7
R1	3,165.3	3,165.3	3,137.3	3,148.0
PP	3,130.7	3,130.7	3,130.7	3,122.0
S1	3,096.3	3,096.3	3,124.7	3,079.0
S2	3,061.7	3,061.7	3,118.4
S3	2,992.7	3,027.3	3,112.0
S4	2,923.7	2,958.3	3,093.1

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,479.3	3,447.7	3,318.9
R3	3,412.3	3,380.7	3,300.4
R2	3,345.3	3,345.3	3,294.3
R1	3,313.7	3,313.7	3,288.1	3,329.5
PP	3,278.3	3,278.3	3,278.3	3,286.3
S1	3,246.7	3,246.7	3,275.9	3,262.5
S2	3,211.3	3,211.3	3,269.7
S3	3,144.3	3,179.7	3,263.6
S4	3,077.3	3,112.7	3,245.2

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	3,096.0	214.0	6.8%	59.0	1.9%	16%	False	True	1,231,834
10	3,310.0	3,096.0	214.0	6.8%	62.4	2.0%	16%	False	True	926,028
20	3,387.0	3,096.0	291.0	9.3%	70.0	2.2%	12%	False	True	921,504
40	3,525.0	3,096.0	429.0	13.7%	68.1	2.2%	8%	False	True	476,758
60	3,525.0	3,096.0	429.0	13.7%	60.5	1.9%	8%	False	True	320,644
80	3,525.0	2,969.0	556.0	17.8%	61.8	2.0%	29%	False	False	242,061
100	3,525.0	2,969.0	556.0	17.8%	59.4	1.9%	29%	False	False	193,691
120	3,679.0	2,969.0	710.0	22.7%	51.4	1.6%	23%	False	False	161,429

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	8.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,458.3
2.618	3,345.6
1.618	3,276.6
1.000	3,234.0
0.618	3,207.6
HIGH	3,165.0
0.618	3,138.6
0.500	3,130.5
0.382	3,122.4
LOW	3,096.0
0.618	3,053.4
1.000	3,027.0
1.618	2,984.4
2.618	2,915.4
4.250	2,802.8

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	3,130.8	3,155.0
PP	3,130.7	3,147.0
S1	3,130.5	3,139.0

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

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