Dow Jones EURO STOXX 50 Index Future March 2016

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	2,881.0	2,978.0	97.0	3.4%	2,973.0
High	2,964.0	3,041.0	77.0	2.6%	3,041.0
Low	2,857.0	2,971.0	114.0	4.0%	2,832.0
Close	2,934.0	3,025.0	91.0	3.1%	3,025.0
Range	107.0	70.0	-37.0	-34.6%	209.0
ATR	94.1	95.0	0.9	1.0%	0.0
Volume	1,771,160	1,188,470	-582,690	-32.9%	7,528,121

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,222.3	3,193.7	3,063.5
R3	3,152.3	3,123.7	3,044.3
R2	3,082.3	3,082.3	3,037.8
R1	3,053.7	3,053.7	3,031.4	3,068.0
PP	3,012.3	3,012.3	3,012.3	3,019.5
S1	2,983.7	2,983.7	3,018.6	2,998.0
S2	2,942.3	2,942.3	3,012.2
S3	2,872.3	2,913.7	3,005.8
S4	2,802.3	2,843.7	2,986.5

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,593.0	3,518.0	3,140.0
R3	3,384.0	3,309.0	3,082.5
R2	3,175.0	3,175.0	3,063.3
R1	3,100.0	3,100.0	3,044.2	3,137.5
PP	2,966.0	2,966.0	2,966.0	2,984.8
S1	2,891.0	2,891.0	3,005.8	2,928.5
S2	2,757.0	2,757.0	2,986.7
S3	2,548.0	2,682.0	2,967.5
S4	2,339.0	2,473.0	2,910.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,041.0	2,832.0	209.0	6.9%	92.8	3.1%	92%	True	False	1,732,369
10	3,120.0	2,832.0	288.0	9.5%	98.0	3.2%	67%	False	False	1,750,337
20	3,310.0	2,832.0	478.0	15.8%	80.6	2.7%	40%	False	False	1,375,923
40	3,525.0	2,832.0	693.0	22.9%	78.2	2.6%	28%	False	False	950,967
60	3,525.0	2,832.0	693.0	22.9%	69.4	2.3%	28%	False	False	636,569
80	3,525.0	2,832.0	693.0	22.9%	66.7	2.2%	28%	False	False	479,215
100	3,525.0	2,832.0	693.0	22.9%	64.1	2.1%	28%	False	False	384,627
120	3,664.0	2,832.0	832.0	27.5%	59.6	2.0%	23%	False	False	320,524

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	21.7
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,338.5
2.618	3,224.3
1.618	3,154.3
1.000	3,111.0
0.618	3,084.3
HIGH	3,041.0
0.618	3,014.3
0.500	3,006.0
0.382	2,997.7
LOW	2,971.0
0.618	2,927.7
1.000	2,901.0
1.618	2,857.7
2.618	2,787.7
4.250	2,673.5

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	3,018.7	2,995.5
PP	3,012.3	2,966.0
S1	3,006.0	2,936.5

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

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