Dow Jones EURO STOXX 50 Index Future June 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	3,060.0	3,088.0	28.0	0.9%	2,939.0
High	3,073.0	3,089.0	16.0	0.5%	3,073.0
Low	3,049.0	3,041.0	-8.0	-0.3%	2,901.0
Close	3,065.0	3,053.0	-12.0	-0.4%	3,065.0
Range	24.0	48.0	24.0	100.0%	172.0
ATR	53.2	52.9	-0.4	-0.7%	0.0
Volume	318,990	1,454,202	1,135,212	355.9%	5,515,298

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	3,205.0	3,177.0	3,079.4
R3	3,157.0	3,129.0	3,066.2
R2	3,109.0	3,109.0	3,061.8
R1	3,081.0	3,081.0	3,057.4	3,071.0
PP	3,061.0	3,061.0	3,061.0	3,056.0
S1	3,033.0	3,033.0	3,048.6	3,023.0
S2	3,013.0	3,013.0	3,044.2
S3	2,965.0	2,985.0	3,039.8
S4	2,917.0	2,937.0	3,026.6

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	3,089.0	2,901.0	188.0	6.2%	51.0	1.7%	81%	True	False	1,061,154
10	3,089.0	2,887.0	202.0	6.6%	48.8	1.6%	82%	True	False	1,221,412
20	3,089.0	2,855.0	234.0	7.7%	50.8	1.7%	85%	True	False	1,231,179
40	3,094.0	2,775.0	319.0	10.4%	50.5	1.7%	87%	False	False	1,245,888
60	3,094.0	2,775.0	319.0	10.4%	53.7	1.8%	87%	False	False	1,191,091
80	3,094.0	2,594.0	500.0	16.4%	57.1	1.9%	92%	False	False	900,097
100	3,094.0	2,594.0	500.0	16.4%	62.6	2.1%	92%	False	False	721,412
120	3,310.0	2,594.0	716.0	23.5%	61.1	2.0%	64%	False	False	601,532

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,293.0
2.618	3,214.7
1.618	3,166.7
1.000	3,137.0
0.618	3,118.7
HIGH	3,089.0
0.618	3,070.7
0.500	3,065.0
0.382	3,059.3
LOW	3,041.0
0.618	3,011.3
1.000	2,993.0
1.618	2,963.3
2.618	2,915.3
4.250	2,837.0

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	3,065.0	3,062.5
PP	3,061.0	3,059.3
S1	3,057.0	3,056.2

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

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