Dow Jones EURO STOXX 50 Index Future March 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	3,000.0	3,000.0	0.0	0.0%	2,877.0
High	3,000.0	3,003.0	3.0	0.1%	2,982.0
Low	2,975.0	2,984.0	9.0	0.3%	2,871.0
Close	2,986.0	2,987.0	1.0	0.0%	2,951.0
Range	25.0	19.0	-6.0	-24.0%	111.0
ATR	53.7	51.2	-2.5	-4.6%	0.0
Volume	230,829	416,283	185,454	80.3%	1,776,803

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,048.3	3,036.7	2,997.5
R3	3,029.3	3,017.7	2,992.2
R2	3,010.3	3,010.3	2,990.5
R1	2,998.7	2,998.7	2,988.7	2,995.0
PP	2,991.3	2,991.3	2,991.3	2,989.5
S1	2,979.7	2,979.7	2,985.3	2,976.0
S2	2,972.3	2,972.3	2,983.5
S3	2,953.3	2,960.7	2,981.8
S4	2,934.3	2,941.7	2,976.6

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,267.7	3,220.3	3,012.1
R3	3,156.7	3,109.3	2,981.5
R2	3,045.7	3,045.7	2,971.4
R1	2,998.3	2,998.3	2,961.2	3,022.0
PP	2,934.7	2,934.7	2,934.7	2,946.5
S1	2,887.3	2,887.3	2,940.8	2,911.0
S2	2,823.7	2,823.7	2,930.7
S3	2,712.7	2,776.3	2,920.5
S4	2,601.7	2,665.3	2,890.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,003.0	2,871.0	132.0	4.4%	35.4	1.2%	88%	True	False	484,783
10	3,003.0	2,853.0	150.0	5.0%	41.6	1.4%	89%	True	False	735,335
20	3,003.0	2,786.0	217.0	7.3%	47.0	1.6%	93%	True	False	397,012
40	3,003.0	2,679.0	324.0	10.8%	48.3	1.6%	95%	True	False	201,088
60	3,003.0	2,679.0	324.0	10.8%	50.5	1.7%	95%	True	False	134,297
80	3,003.0	2,679.0	324.0	10.8%	49.5	1.7%	95%	True	False	102,454
100	3,003.0	2,570.0	433.0	14.5%	47.4	1.6%	96%	True	False	81,997
120	3,003.0	2,250.0	753.0	25.2%	44.9	1.5%	98%	True	False	68,364

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.8
Narrowest range in 78 trading days

Fibonacci Retracements and Extensions
4.250	3,083.8
2.618	3,052.7
1.618	3,033.7
1.000	3,022.0
0.618	3,014.7
HIGH	3,003.0
0.618	2,995.7
0.500	2,993.5
0.382	2,991.3
LOW	2,984.0
0.618	2,972.3
1.000	2,965.0
1.618	2,953.3
2.618	2,934.3
4.250	2,903.3

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	2,993.5	2,982.5
PP	2,991.3	2,978.0
S1	2,989.2	2,973.5

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

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