Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	3,072.0	2,988.0	-84.0	-2.7%	3,210.0
High	3,108.0	3,068.0	-40.0	-1.3%	3,214.0
Low	2,994.0	2,983.0	-11.0	-0.4%	2,994.0
Close	3,029.0	3,031.0	2.0	0.1%	3,029.0
Range	114.0	85.0	-29.0	-25.4%	220.0
ATR	82.8	83.0	0.2	0.2%	0.0
Volume	1,600,205	1,347,099	-253,106	-15.8%	7,388,604

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,282.3	3,241.7	3,077.8
R3	3,197.3	3,156.7	3,054.4
R2	3,112.3	3,112.3	3,046.6
R1	3,071.7	3,071.7	3,038.8	3,092.0
PP	3,027.3	3,027.3	3,027.3	3,037.5
S1	2,986.7	2,986.7	3,023.2	3,007.0
S2	2,942.3	2,942.3	3,015.4
S3	2,857.3	2,901.7	3,007.6
S4	2,772.3	2,816.7	2,984.3

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	3,195.0	2,983.0	212.0	7.0%	82.8	2.7%	23%	False	True	1,527,281
10	3,310.0	2,983.0	327.0	10.8%	68.0	2.2%	15%	False	True	1,147,916
20	3,338.0	2,983.0	355.0	11.7%	73.7	2.4%	14%	False	True	1,111,952
40	3,525.0	2,983.0	542.0	17.9%	70.8	2.3%	9%	False	True	589,559
60	3,525.0	2,983.0	542.0	17.9%	63.4	2.1%	9%	False	True	396,213
80	3,525.0	2,969.0	556.0	18.3%	64.1	2.1%	11%	False	False	298,778
100	3,525.0	2,969.0	556.0	18.3%	62.2	2.1%	11%	False	False	239,067
120	3,664.0	2,969.0	695.0	22.9%	53.2	1.8%	9%	False	False	199,242

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	10.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,429.3
2.618	3,290.5
1.618	3,205.5
1.000	3,153.0
0.618	3,120.5
HIGH	3,068.0
0.618	3,035.5
0.500	3,025.5
0.382	3,015.5
LOW	2,983.0
0.618	2,930.5
1.000	2,898.0
1.618	2,845.5
2.618	2,760.5
4.250	2,621.8

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	3,029.2	3,045.5
PP	3,027.3	3,040.7
S1	3,025.5	3,035.8

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

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