Dow Jones EURO STOXX 50 Index Future June 2016

Trading Metrics calculated at close of trading on 01-Apr-2016

Day Change Summary
	Previous	Current
	31-Mar-2016	01-Apr-2016	Change	Change %	Previous Week
Open	2,958.0	2,904.0	-54.0	-1.8%	2,929.0
High	2,958.0	2,905.0	-53.0	-1.8%	2,988.0
Low	2,921.0	2,840.0	-81.0	-2.8%	2,840.0
Close	2,931.0	2,878.0	-53.0	-1.8%	2,878.0
Range	37.0	65.0	28.0	75.7%	148.0
ATR	65.1	67.0	1.8	2.8%	0.0
Volume	1,838,138	1,154,379	-683,759	-37.2%	5,390,725

Daily Pivots for day following 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,069.3	3,038.7	2,913.8
R3	3,004.3	2,973.7	2,895.9
R2	2,939.3	2,939.3	2,889.9
R1	2,908.7	2,908.7	2,884.0	2,891.5
PP	2,874.3	2,874.3	2,874.3	2,865.8
S1	2,843.7	2,843.7	2,872.0	2,826.5
S2	2,809.3	2,809.3	2,866.1
S3	2,744.3	2,778.7	2,860.1
S4	2,679.3	2,713.7	2,842.3

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,346.0	3,260.0	2,959.4
R3	3,198.0	3,112.0	2,918.7
R2	3,050.0	3,050.0	2,905.1
R1	2,964.0	2,964.0	2,891.6	2,933.0
PP	2,902.0	2,902.0	2,902.0	2,886.5
S1	2,816.0	2,816.0	2,864.4	2,785.0
S2	2,754.0	2,754.0	2,850.9
S3	2,606.0	2,668.0	2,837.3
S4	2,458.0	2,520.0	2,796.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,988.0	2,840.0	148.0	5.1%	48.0	1.7%	26%	False	True	1,261,658
10	3,015.0	2,840.0	175.0	6.1%	57.1	2.0%	22%	False	True	1,220,289
20	3,052.0	2,840.0	212.0	7.4%	58.7	2.0%	18%	False	True	1,014,255
40	3,052.0	2,594.0	458.0	15.9%	64.0	2.2%	62%	False	False	517,458
60	3,052.0	2,594.0	458.0	15.9%	70.7	2.5%	62%	False	False	347,317
80	3,310.0	2,594.0	716.0	24.9%	66.0	2.3%	40%	False	False	260,905
100	3,439.0	2,594.0	845.0	29.4%	60.0	2.1%	34%	False	False	208,800
120	3,439.0	2,594.0	845.0	29.4%	53.1	1.8%	34%	False	False	174,020

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.6
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3,181.3
2.618	3,075.2
1.618	3,010.2
1.000	2,970.0
0.618	2,945.2
HIGH	2,905.0
0.618	2,880.2
0.500	2,872.5
0.382	2,864.8
LOW	2,840.0
0.618	2,799.8
1.000	2,775.0
1.618	2,734.8
2.618	2,669.8
4.250	2,563.8

Fisher Pivots for day following 01-Apr-2016
Pivot	1 day	3 day
R1	2,876.2	2,914.0
PP	2,874.3	2,902.0
S1	2,872.5	2,890.0

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

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