Dow Jones EURO STOXX 50 Index Future December 2009

Trading Metrics calculated at close of trading on 28-Oct-2009

Day Change Summary
	Previous	Current
	27-Oct-2009	28-Oct-2009	Change	Change %	Previous Week
Open	2,828.0	2,812.0	-16.0	-0.6%	2,892.0
High	2,844.0	2,817.0	-27.0	-0.9%	2,953.0
Low	2,803.0	2,742.0	-61.0	-2.2%	2,863.0
Close	2,825.0	2,772.0	-53.0	-1.9%	2,879.0
Range	41.0	75.0	34.0	82.9%	90.0
ATR	59.0	60.7	1.7	2.9%	0.0
Volume	1,392,505	1,545,245	152,740	11.0%	5,743,920

Daily Pivots for day following 28-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,002.0	2,962.0	2,813.3
R3	2,927.0	2,887.0	2,792.6
R2	2,852.0	2,852.0	2,785.8
R1	2,812.0	2,812.0	2,778.9	2,794.5
PP	2,777.0	2,777.0	2,777.0	2,768.3
S1	2,737.0	2,737.0	2,765.1	2,719.5
S2	2,702.0	2,702.0	2,758.3
S3	2,627.0	2,662.0	2,751.4
S4	2,552.0	2,587.0	2,730.8

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,168.3	3,113.7	2,928.5
R3	3,078.3	3,023.7	2,903.8
R2	2,988.3	2,988.3	2,895.5
R1	2,933.7	2,933.7	2,887.3	2,916.0
PP	2,898.3	2,898.3	2,898.3	2,889.5
S1	2,843.7	2,843.7	2,870.8	2,826.0
S2	2,808.3	2,808.3	2,862.5
S3	2,718.3	2,753.7	2,854.3
S4	2,628.3	2,663.7	2,829.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,935.0	2,742.0	193.0	7.0%	65.0	2.3%	16%	False	True	1,307,787
10	2,953.0	2,742.0	211.0	7.6%	61.1	2.2%	14%	False	True	1,251,608
20	2,953.0	2,728.0	225.0	8.1%	57.4	2.1%	20%	False	False	1,201,290
40	2,953.0	2,660.0	293.0	10.6%	52.7	1.9%	38%	False	False	965,961
60	2,953.0	2,570.0	383.0	13.8%	53.2	1.9%	53%	False	False	645,921
80	2,953.0	2,241.0	712.0	25.7%	52.6	1.9%	75%	False	False	484,747
100	2,953.0	2,241.0	712.0	25.7%	53.0	1.9%	75%	False	False	389,983
120	2,953.0	2,241.0	712.0	25.7%	52.9	1.9%	75%	False	False	325,769

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,135.8
2.618	3,013.4
1.618	2,938.4
1.000	2,892.0
0.618	2,863.4
HIGH	2,817.0
0.618	2,788.4
0.500	2,779.5
0.382	2,770.7
LOW	2,742.0
0.618	2,695.7
1.000	2,667.0
1.618	2,620.7
2.618	2,545.7
4.250	2,423.3

Fisher Pivots for day following 28-Oct-2009
Pivot	1 day	3 day
R1	2,779.5	2,819.5
PP	2,777.0	2,803.7
S1	2,774.5	2,787.8

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

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