Dow Jones EURO STOXX 50 Index Future June 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	2,949.0	2,929.0	-20.0	-0.7%	2,970.0
High	2,953.0	2,948.0	-5.0	-0.2%	3,012.0
Low	2,906.0	2,906.0	0.0	0.0%	2,906.0
Close	2,916.0	2,927.0	11.0	0.4%	2,916.0
Range	47.0	42.0	-5.0	-10.6%	106.0
ATR	68.9	67.0	-1.9	-2.8%	0.0
Volume	917,566	1,131,834	214,268	23.4%	4,498,905

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,053.0	3,032.0	2,950.1
R3	3,011.0	2,990.0	2,938.6
R2	2,969.0	2,969.0	2,934.7
R1	2,948.0	2,948.0	2,930.9	2,937.5
PP	2,927.0	2,927.0	2,927.0	2,921.8
S1	2,906.0	2,906.0	2,923.2	2,895.5
S2	2,885.0	2,885.0	2,919.3
S3	2,843.0	2,864.0	2,915.5
S4	2,801.0	2,822.0	2,903.9

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,262.7	3,195.3	2,974.3
R3	3,156.7	3,089.3	2,945.2
R2	3,050.7	3,050.7	2,935.4
R1	2,983.3	2,983.3	2,925.7	2,964.0
PP	2,944.7	2,944.7	2,944.7	2,935.0
S1	2,877.3	2,877.3	2,906.3	2,858.0
S2	2,838.7	2,838.7	2,896.6
S3	2,732.7	2,771.3	2,886.9
S4	2,626.7	2,665.3	2,857.7

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%	53.0	1.8%	20%	False	True	1,126,147
10	3,039.0	2,906.0	133.0	4.5%	53.3	1.8%	16%	False	True	1,295,563
20	3,052.0	2,801.0	251.0	8.6%	61.1	2.1%	50%	False	False	805,529
40	3,052.0	2,594.0	458.0	15.6%	66.4	2.3%	73%	False	False	411,274
60	3,136.0	2,594.0	542.0	18.5%	71.3	2.4%	61%	False	False	276,733
80	3,439.0	2,594.0	845.0	28.9%	67.6	2.3%	39%	False	False	207,751
100	3,439.0	2,594.0	845.0	28.9%	59.1	2.0%	39%	False	False	166,213
120	3,439.0	2,594.0	845.0	28.9%	52.9	1.8%	39%	False	False	138,529

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	True
Bear Hook	False
Bull Hook	False
Stretch	12.6
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,126.5
2.618	3,058.0
1.618	3,016.0
1.000	2,990.0
0.618	2,974.0
HIGH	2,948.0
0.618	2,932.0
0.500	2,927.0
0.382	2,922.0
LOW	2,906.0
0.618	2,880.0
1.000	2,864.0
1.618	2,838.0
2.618	2,796.0
4.250	2,727.5

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	2,927.0	2,953.0
PP	2,927.0	2,944.3
S1	2,927.0	2,935.7

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

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