Dow Jones EURO STOXX 50 Index Future June 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	3,037.0	3,060.0	23.0	0.8%	2,939.0
High	3,064.0	3,073.0	9.0	0.3%	3,073.0
Low	3,036.0	3,049.0	13.0	0.4%	2,901.0
Close	3,061.0	3,065.0	4.0	0.1%	3,065.0
Range	28.0	24.0	-4.0	-14.3%	172.0
ATR	55.5	53.2	-2.2	-4.1%	0.0
Volume	851,119	318,990	-532,129	-62.5%	5,515,298

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,134.3	3,123.7	3,078.2
R3	3,110.3	3,099.7	3,071.6
R2	3,086.3	3,086.3	3,069.4
R1	3,075.7	3,075.7	3,067.2	3,081.0
PP	3,062.3	3,062.3	3,062.3	3,065.0
S1	3,051.7	3,051.7	3,062.8	3,057.0
S2	3,038.3	3,038.3	3,060.6
S3	3,014.3	3,027.7	3,058.4
S4	2,990.3	3,003.7	3,051.8

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,529.0	3,469.0	3,159.6
R3	3,357.0	3,297.0	3,112.3
R2	3,185.0	3,185.0	3,096.5
R1	3,125.0	3,125.0	3,080.8	3,155.0
PP	3,013.0	3,013.0	3,013.0	3,028.0
S1	2,953.0	2,953.0	3,049.2	2,983.0
S2	2,841.0	2,841.0	3,033.5
S3	2,669.0	2,781.0	3,017.7
S4	2,497.0	2,609.0	2,970.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,073.0	2,901.0	172.0	5.6%	50.4	1.6%	95%	True	False	1,103,059
10	3,073.0	2,887.0	186.0	6.1%	48.6	1.6%	96%	True	False	1,229,200
20	3,073.0	2,855.0	218.0	7.1%	49.7	1.6%	96%	True	False	1,237,426
40	3,094.0	2,775.0	319.0	10.4%	51.0	1.7%	91%	False	False	1,246,433
60	3,094.0	2,775.0	319.0	10.4%	53.5	1.7%	91%	False	False	1,169,040
80	3,094.0	2,594.0	500.0	16.3%	57.5	1.9%	94%	False	False	881,946
100	3,094.0	2,594.0	500.0	16.3%	62.8	2.0%	94%	False	False	706,963
120	3,310.0	2,594.0	716.0	23.4%	61.0	2.0%	66%	False	False	589,414

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.2
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	3,175.0
2.618	3,135.8
1.618	3,111.8
1.000	3,097.0
0.618	3,087.8
HIGH	3,073.0
0.618	3,063.8
0.500	3,061.0
0.382	3,058.2
LOW	3,049.0
0.618	3,034.2
1.000	3,025.0
1.618	3,010.2
2.618	2,986.2
4.250	2,947.0

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	3,063.7	3,057.5
PP	3,062.3	3,050.0
S1	3,061.0	3,042.5

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

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