Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	3,060.0	3,072.0	12.0	0.4%	3,210.0
High	3,094.0	3,108.0	14.0	0.5%	3,214.0
Low	3,016.0	2,994.0	-22.0	-0.7%	2,994.0
Close	3,075.0	3,029.0	-46.0	-1.5%	3,029.0
Range	78.0	114.0	36.0	46.2%	220.0
ATR	80.4	82.8	2.4	3.0%	0.0
Volume	1,590,240	1,600,205	9,965	0.6%	7,388,604

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,385.7	3,321.3	3,091.7
R3	3,271.7	3,207.3	3,060.4
R2	3,157.7	3,157.7	3,049.9
R1	3,093.3	3,093.3	3,039.5	3,068.5
PP	3,043.7	3,043.7	3,043.7	3,031.3
S1	2,979.3	2,979.3	3,018.6	2,954.5
S2	2,929.7	2,929.7	3,008.1
S3	2,815.7	2,865.3	2,997.7
S4	2,701.7	2,751.3	2,966.3

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,739.0	3,604.0	3,150.0
R3	3,519.0	3,384.0	3,089.5
R2	3,299.0	3,299.0	3,069.3
R1	3,164.0	3,164.0	3,049.2	3,121.5
PP	3,079.0	3,079.0	3,079.0	3,057.8
S1	2,944.0	2,944.0	3,008.8	2,901.5
S2	2,859.0	2,859.0	2,988.7
S3	2,639.0	2,724.0	2,968.5
S4	2,419.0	2,504.0	2,908.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,214.0	2,994.0	220.0	7.3%	81.0	2.7%	16%	False	True	1,477,720
10	3,310.0	2,994.0	316.0	10.4%	66.0	2.2%	11%	False	True	1,077,482
20	3,350.0	2,994.0	356.0	11.8%	73.2	2.4%	10%	False	True	1,061,345
40	3,525.0	2,994.0	531.0	17.5%	69.8	2.3%	7%	False	True	555,884
60	3,525.0	2,994.0	531.0	17.5%	62.6	2.1%	7%	False	True	373,761
80	3,525.0	2,969.0	556.0	18.4%	63.9	2.1%	11%	False	False	281,941
100	3,525.0	2,969.0	556.0	18.4%	61.4	2.0%	11%	False	False	225,596
120	3,664.0	2,969.0	695.0	22.9%	52.8	1.7%	9%	False	False	188,016

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.2
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	3,592.5
2.618	3,406.5
1.618	3,292.5
1.000	3,222.0
0.618	3,178.5
HIGH	3,108.0
0.618	3,064.5
0.500	3,051.0
0.382	3,037.5
LOW	2,994.0
0.618	2,923.5
1.000	2,880.0
1.618	2,809.5
2.618	2,695.5
4.250	2,509.5

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	3,051.0	3,079.5
PP	3,043.7	3,062.7
S1	3,036.3	3,045.8

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

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