Dow Jones EURO STOXX 50 Index Future December 2009

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	2,903.0	2,765.0	-138.0	-4.8%	2,854.0
High	2,910.0	2,849.0	-61.0	-2.1%	2,910.0
Low	2,873.0	2,732.0	-141.0	-4.9%	2,732.0
Close	2,897.0	2,833.0	-64.0	-2.2%	2,833.0
Range	37.0	117.0	80.0	216.2%	178.0
ATR	55.8	63.6	7.8	14.0%	0.0
Volume	954,213	1,768,474	814,261	85.3%	4,759,285

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,155.7	3,111.3	2,897.4
R3	3,038.7	2,994.3	2,865.2
R2	2,921.7	2,921.7	2,854.5
R1	2,877.3	2,877.3	2,843.7	2,899.5
PP	2,804.7	2,804.7	2,804.7	2,815.8
S1	2,760.3	2,760.3	2,822.3	2,782.5
S2	2,687.7	2,687.7	2,811.6
S3	2,570.7	2,643.3	2,800.8
S4	2,453.7	2,526.3	2,768.7

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,359.0	3,274.0	2,930.9
R3	3,181.0	3,096.0	2,882.0
R2	3,003.0	3,003.0	2,865.6
R1	2,918.0	2,918.0	2,849.3	2,871.5
PP	2,825.0	2,825.0	2,825.0	2,801.8
S1	2,740.0	2,740.0	2,816.7	2,693.5
S2	2,647.0	2,647.0	2,800.4
S3	2,469.0	2,562.0	2,784.1
S4	2,291.0	2,384.0	2,735.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,910.0	2,732.0	178.0	6.3%	61.0	2.2%	57%	False	True	1,182,920
10	2,933.0	2,732.0	201.0	7.1%	50.1	1.8%	50%	False	True	1,091,487
20	2,933.0	2,680.0	253.0	8.9%	54.9	1.9%	60%	False	False	1,214,327
40	2,953.0	2,680.0	273.0	9.6%	55.8	2.0%	56%	False	False	1,207,022
60	2,953.0	2,673.0	280.0	9.9%	54.2	1.9%	57%	False	False	1,072,752
80	2,953.0	2,570.0	383.0	13.5%	54.0	1.9%	69%	False	False	806,246
100	2,953.0	2,241.0	712.0	25.1%	53.5	1.9%	83%	False	False	645,238
120	2,953.0	2,241.0	712.0	25.1%	53.5	1.9%	83%	False	False	539,414

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.1
Widest range in 175 trading days

Fibonacci Retracements and Extensions
4.250	3,346.3
2.618	3,155.3
1.618	3,038.3
1.000	2,966.0
0.618	2,921.3
HIGH	2,849.0
0.618	2,804.3
0.500	2,790.5
0.382	2,776.7
LOW	2,732.0
0.618	2,659.7
1.000	2,615.0
1.618	2,542.7
2.618	2,425.7
4.250	2,234.8

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	2,818.8	2,829.0
PP	2,804.7	2,825.0
S1	2,790.5	2,821.0

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

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