Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	3,013.0	3,093.0	80.0	2.7%	3,210.0
High	3,094.0	3,120.0	26.0	0.8%	3,214.0
Low	3,006.0	2,994.0	-12.0	-0.4%	2,994.0
Close	3,061.0	3,063.0	2.0	0.1%	3,029.0
Range	88.0	126.0	38.0	43.2%	220.0
ATR	83.4	86.4	3.0	3.7%	0.0
Volume	1,456,231	2,146,827	690,596	47.4%	7,388,604

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,437.0	3,376.0	3,132.3
R3	3,311.0	3,250.0	3,097.7
R2	3,185.0	3,185.0	3,086.1
R1	3,124.0	3,124.0	3,074.6	3,091.5
PP	3,059.0	3,059.0	3,059.0	3,042.8
S1	2,998.0	2,998.0	3,051.5	2,965.5
S2	2,933.0	2,933.0	3,039.9
S3	2,807.0	2,872.0	3,028.4
S4	2,681.0	2,746.0	2,993.7

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	3,120.0	2,983.0	137.0	4.5%	98.2	3.2%	58%	True	False	1,628,120
10	3,310.0	2,983.0	327.0	10.7%	78.6	2.6%	24%	False	False	1,429,977
20	3,338.0	2,983.0	355.0	11.6%	77.8	2.5%	23%	False	False	1,238,312
40	3,525.0	2,983.0	542.0	17.7%	73.1	2.4%	15%	False	False	679,325
60	3,525.0	2,983.0	542.0	17.7%	65.4	2.1%	15%	False	False	455,825
80	3,525.0	2,969.0	556.0	18.2%	66.0	2.2%	17%	False	False	342,893
100	3,525.0	2,969.0	556.0	18.2%	63.3	2.1%	17%	False	False	275,097
120	3,664.0	2,969.0	695.0	22.7%	54.9	1.8%	14%	False	False	229,267

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	13.5
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	3,655.5
2.618	3,449.9
1.618	3,323.9
1.000	3,246.0
0.618	3,197.9
HIGH	3,120.0
0.618	3,071.9
0.500	3,057.0
0.382	3,042.1
LOW	2,994.0
0.618	2,916.1
1.000	2,868.0
1.618	2,790.1
2.618	2,664.1
4.250	2,458.5

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	3,061.0	3,059.2
PP	3,059.0	3,055.3
S1	3,057.0	3,051.5

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

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