Dow Jones EURO STOXX 50 Index Future December 2009

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	2,728.0	2,724.0	-4.0	-0.1%	2,889.0
High	2,774.0	2,728.0	-46.0	-1.7%	2,897.0
Low	2,701.0	2,680.0	-21.0	-0.8%	2,712.0
Close	2,750.0	2,704.0	-46.0	-1.7%	2,726.0
Range	73.0	48.0	-25.0	-34.2%	185.0
ATR	66.5	66.7	0.3	0.4%	0.0
Volume	1,515,620	1,598,071	82,451	5.4%	7,492,555

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,848.0	2,824.0	2,730.4
R3	2,800.0	2,776.0	2,717.2
R2	2,752.0	2,752.0	2,712.8
R1	2,728.0	2,728.0	2,708.4	2,716.0
PP	2,704.0	2,704.0	2,704.0	2,698.0
S1	2,680.0	2,680.0	2,699.6	2,668.0
S2	2,656.0	2,656.0	2,695.2
S3	2,608.0	2,632.0	2,690.8
S4	2,560.0	2,584.0	2,677.6

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,333.3	3,214.7	2,827.8
R3	3,148.3	3,029.7	2,776.9
R2	2,963.3	2,963.3	2,759.9
R1	2,844.7	2,844.7	2,743.0	2,811.5
PP	2,778.3	2,778.3	2,778.3	2,761.8
S1	2,659.7	2,659.7	2,709.0	2,626.5
S2	2,593.3	2,593.3	2,692.1
S3	2,408.3	2,474.7	2,675.1
S4	2,223.3	2,289.7	2,624.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,830.0	2,680.0	150.0	5.5%	78.6	2.9%	16%	False	True	1,586,007
10	2,940.0	2,680.0	260.0	9.6%	71.0	2.6%	9%	False	True	1,427,231
20	2,953.0	2,680.0	273.0	10.1%	58.9	2.2%	9%	False	True	1,245,325
40	2,953.0	2,680.0	273.0	10.1%	56.6	2.1%	9%	False	True	1,122,072
60	2,953.0	2,570.0	383.0	14.2%	55.2	2.0%	35%	False	False	752,320
80	2,953.0	2,330.0	623.0	23.0%	53.8	2.0%	60%	False	False	564,492
100	2,953.0	2,241.0	712.0	26.3%	54.1	2.0%	65%	False	False	453,513
120	2,953.0	2,241.0	712.0	26.3%	53.4	2.0%	65%	False	False	378,921

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	12.8
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,932.0
2.618	2,853.7
1.618	2,805.7
1.000	2,776.0
0.618	2,757.7
HIGH	2,728.0
0.618	2,709.7
0.500	2,704.0
0.382	2,698.3
LOW	2,680.0
0.618	2,650.3
1.000	2,632.0
1.618	2,602.3
2.618	2,554.3
4.250	2,476.0

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	2,704.0	2,752.0
PP	2,704.0	2,736.0
S1	2,704.0	2,720.0

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

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