Dow Jones EURO STOXX 50 Index Future December 2009

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	2,862.0	2,896.0	34.0	1.2%	2,826.0
High	2,931.0	2,908.0	-23.0	-0.8%	2,931.0
Low	2,853.0	2,874.0	21.0	0.7%	2,788.0
Close	2,909.0	2,896.0	-13.0	-0.4%	2,909.0
Range	78.0	34.0	-44.0	-56.4%	143.0
ATR	63.4	61.4	-2.0	-3.2%	0.0
Volume	1,425,899	944,301	-481,598	-33.8%	6,137,570

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	2,994.7	2,979.3	2,914.7
R3	2,960.7	2,945.3	2,905.4
R2	2,926.7	2,926.7	2,902.2
R1	2,911.3	2,911.3	2,899.1	2,913.0
PP	2,892.7	2,892.7	2,892.7	2,893.5
S1	2,877.3	2,877.3	2,892.9	2,879.0
S2	2,858.7	2,858.7	2,889.8
S3	2,824.7	2,843.3	2,886.7
S4	2,790.7	2,809.3	2,877.3

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,305.0	3,250.0	2,987.7
R3	3,162.0	3,107.0	2,948.3
R2	3,019.0	3,019.0	2,935.2
R1	2,964.0	2,964.0	2,922.1	2,991.5
PP	2,876.0	2,876.0	2,876.0	2,889.8
S1	2,821.0	2,821.0	2,895.9	2,848.5
S2	2,733.0	2,733.0	2,882.8
S3	2,590.0	2,678.0	2,869.7
S4	2,447.0	2,535.0	2,830.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,931.0	2,816.0	115.0	4.0%	55.0	1.9%	70%	False	False	1,128,439
10	2,931.0	2,732.0	199.0	6.9%	57.9	2.0%	82%	False	False	1,184,115
20	2,933.0	2,732.0	201.0	6.9%	50.0	1.7%	82%	False	False	1,109,299
40	2,953.0	2,680.0	273.0	9.4%	56.6	2.0%	79%	False	False	1,212,731
60	2,953.0	2,680.0	273.0	9.4%	55.4	1.9%	79%	False	False	1,180,297
80	2,953.0	2,570.0	383.0	13.2%	54.0	1.9%	85%	False	False	894,572
100	2,953.0	2,441.0	512.0	17.7%	53.3	1.8%	89%	False	False	715,996
120	2,953.0	2,241.0	712.0	24.6%	53.7	1.9%	92%	False	False	597,009

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.5
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3,052.5
2.618	2,997.0
1.618	2,963.0
1.000	2,942.0
0.618	2,929.0
HIGH	2,908.0
0.618	2,895.0
0.500	2,891.0
0.382	2,887.0
LOW	2,874.0
0.618	2,853.0
1.000	2,840.0
1.618	2,819.0
2.618	2,785.0
4.250	2,729.5

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	2,894.3	2,894.5
PP	2,892.7	2,893.0
S1	2,891.0	2,891.5

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

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