Dow Jones EURO STOXX 50 Index Future June 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	2,970.0	2,949.0	-21.0	-0.7%	3,010.0
High	3,000.0	2,953.0	-47.0	-1.6%	3,039.0
Low	2,947.0	2,906.0	-41.0	-1.4%	2,908.0
Close	2,967.0	2,916.0	-51.0	-1.7%	2,982.0
Range	53.0	47.0	-6.0	-11.3%	131.0
ATR	69.5	68.9	-0.6	-0.9%	0.0
Volume	1,109,534	917,566	-191,968	-17.3%	7,324,892

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,066.0	3,038.0	2,941.9
R3	3,019.0	2,991.0	2,928.9
R2	2,972.0	2,972.0	2,924.6
R1	2,944.0	2,944.0	2,920.3	2,934.5
PP	2,925.0	2,925.0	2,925.0	2,920.3
S1	2,897.0	2,897.0	2,911.7	2,887.5
S2	2,878.0	2,878.0	2,907.4
S3	2,831.0	2,850.0	2,903.1
S4	2,784.0	2,803.0	2,890.2

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,369.3	3,306.7	3,054.1
R3	3,238.3	3,175.7	3,018.0
R2	3,107.3	3,107.3	3,006.0
R1	3,044.7	3,044.7	2,994.0	3,010.5
PP	2,976.3	2,976.3	2,976.3	2,959.3
S1	2,913.7	2,913.7	2,970.0	2,879.5
S2	2,845.3	2,845.3	2,958.0
S3	2,714.3	2,782.7	2,946.0
S4	2,583.3	2,651.7	2,910.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,012.0	2,906.0	106.0	3.6%	54.2	1.9%	9%	False	True	1,103,308
10	3,039.0	2,906.0	133.0	4.6%	56.2	1.9%	8%	False	True	1,304,464
20	3,052.0	2,801.0	251.0	8.6%	61.4	2.1%	46%	False	False	749,292
40	3,052.0	2,594.0	458.0	15.7%	67.0	2.3%	70%	False	False	383,031
60	3,230.0	2,594.0	636.0	21.8%	71.2	2.4%	51%	False	False	257,874
80	3,439.0	2,594.0	845.0	29.0%	67.5	2.3%	38%	False	False	193,604
100	3,439.0	2,594.0	845.0	29.0%	59.1	2.0%	38%	False	False	154,900
120	3,439.0	2,594.0	845.0	29.0%	53.0	1.8%	38%	False	False	129,097

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,152.8
2.618	3,076.0
1.618	3,029.0
1.000	3,000.0
0.618	2,982.0
HIGH	2,953.0
0.618	2,935.0
0.500	2,929.5
0.382	2,924.0
LOW	2,906.0
0.618	2,877.0
1.000	2,859.0
1.618	2,830.0
2.618	2,783.0
4.250	2,706.3

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	2,929.5	2,953.0
PP	2,925.0	2,940.7
S1	2,920.5	2,928.3

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

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