Dow Jones EURO STOXX 50 Index Future March 2010

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	15-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	2,895.0	2,889.0	-6.0	-0.2%	2,895.0
High	2,895.0	2,947.0	52.0	1.8%	2,903.0
Low	2,853.0	2,885.0	32.0	1.1%	2,795.0
Close	2,884.0	2,922.0	38.0	1.3%	2,858.0
Range	42.0	62.0	20.0	47.6%	108.0
ATR	55.0	55.6	0.6	1.0%	0.0
Volume	1,065,640	1,046,188	-19,452	-1.8%	552,533

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,104.0	3,075.0	2,956.1
R3	3,042.0	3,013.0	2,939.1
R2	2,980.0	2,980.0	2,933.4
R1	2,951.0	2,951.0	2,927.7	2,965.5
PP	2,918.0	2,918.0	2,918.0	2,925.3
S1	2,889.0	2,889.0	2,916.3	2,903.5
S2	2,856.0	2,856.0	2,910.6
S3	2,794.0	2,827.0	2,905.0
S4	2,732.0	2,765.0	2,887.9

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,176.0	3,125.0	2,917.4
R3	3,068.0	3,017.0	2,887.7
R2	2,960.0	2,960.0	2,877.8
R1	2,909.0	2,909.0	2,867.9	2,880.5
PP	2,852.0	2,852.0	2,852.0	2,837.8
S1	2,801.0	2,801.0	2,848.1	2,772.5
S2	2,744.0	2,744.0	2,838.2
S3	2,636.0	2,693.0	2,828.3
S4	2,528.0	2,585.0	2,798.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,947.0	2,806.0	141.0	4.8%	43.6	1.5%	82%	True	False	579,402
10	2,947.0	2,795.0	152.0	5.2%	51.3	1.8%	84%	True	False	321,950
20	2,947.0	2,729.0	218.0	7.5%	54.5	1.9%	89%	True	False	161,558
40	2,947.0	2,679.0	268.0	9.2%	53.5	1.8%	91%	True	False	83,374
60	2,948.0	2,679.0	269.0	9.2%	53.3	1.8%	90%	False	False	55,781
80	2,948.0	2,668.0	280.0	9.6%	49.1	1.7%	91%	False	False	43,489
100	2,948.0	2,570.0	378.0	12.9%	47.3	1.6%	93%	False	False	34,844
120	2,948.0	2,250.0	698.0	23.9%	44.6	1.5%	96%	False	False	29,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.9
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3,210.5
2.618	3,109.3
1.618	3,047.3
1.000	3,009.0
0.618	2,985.3
HIGH	2,947.0
0.618	2,923.3
0.500	2,916.0
0.382	2,908.7
LOW	2,885.0
0.618	2,846.7
1.000	2,823.0
1.618	2,784.7
2.618	2,722.7
4.250	2,621.5

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	2,920.0	2,914.7
PP	2,918.0	2,907.3
S1	2,916.0	2,900.0

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

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