Dow Jones EURO STOXX 50 Index Future June 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	2,933.0	2,942.0	9.0	0.3%	2,826.0
High	2,969.0	3,052.0	83.0	2.8%	2,977.0
Low	2,923.0	2,857.0	-66.0	-2.3%	2,801.0
Close	2,940.0	2,901.0	-39.0	-1.3%	2,957.0
Range	46.0	195.0	149.0	323.9%	176.0
ATR	67.6	76.7	9.1	13.5%	0.0
Volume	468,348	715,883	247,535	52.9%	322,735

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,521.7	3,406.3	3,008.3
R3	3,326.7	3,211.3	2,954.6
R2	3,131.7	3,131.7	2,936.8
R1	3,016.3	3,016.3	2,918.9	2,976.5
PP	2,936.7	2,936.7	2,936.7	2,916.8
S1	2,821.3	2,821.3	2,883.1	2,781.5
S2	2,741.7	2,741.7	2,865.3
S3	2,546.7	2,626.3	2,847.4
S4	2,351.7	2,431.3	2,793.8

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,439.7	3,374.3	3,053.8
R3	3,263.7	3,198.3	3,005.4
R2	3,087.7	3,087.7	2,989.3
R1	3,022.3	3,022.3	2,973.1	3,055.0
PP	2,911.7	2,911.7	2,911.7	2,928.0
S1	2,846.3	2,846.3	2,940.9	2,879.0
S2	2,735.7	2,735.7	2,924.7
S3	2,559.7	2,670.3	2,908.6
S4	2,383.7	2,494.3	2,860.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,052.0	2,857.0	195.0	6.7%	76.6	2.6%	23%	True	True	343,713
10	3,052.0	2,801.0	251.0	8.7%	66.6	2.3%	40%	True	False	194,121
20	3,052.0	2,621.0	431.0	14.9%	63.3	2.2%	65%	True	False	110,186
40	3,052.0	2,594.0	458.0	15.8%	73.7	2.5%	67%	True	False	59,662
60	3,260.0	2,594.0	666.0	23.0%	71.4	2.5%	46%	False	False	40,580
80	3,439.0	2,594.0	845.0	29.1%	62.9	2.2%	36%	False	False	30,556
100	3,439.0	2,594.0	845.0	29.1%	55.3	1.9%	36%	False	False	24,470

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	16.9
Widest range in 118 trading days

Fibonacci Retracements and Extensions
4.250	3,880.8
2.618	3,562.5
1.618	3,367.5
1.000	3,247.0
0.618	3,172.5
HIGH	3,052.0
0.618	2,977.5
0.500	2,954.5
0.382	2,931.5
LOW	2,857.0
0.618	2,736.5
1.000	2,662.0
1.618	2,541.5
2.618	2,346.5
4.250	2,028.3

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	2,954.5	2,954.5
PP	2,936.7	2,936.7
S1	2,918.8	2,918.8

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

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