Dow Jones EURO STOXX 50 Index Future March 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	3,000.0	2,990.0	-10.0	-0.3%	2,877.0
High	3,003.0	2,996.0	-7.0	-0.2%	2,982.0
Low	2,984.0	2,964.0	-20.0	-0.7%	2,871.0
Close	2,987.0	2,972.0	-15.0	-0.5%	2,951.0
Range	19.0	32.0	13.0	68.4%	111.0
ATR	51.2	49.8	-1.4	-2.7%	0.0
Volume	416,283	314,584	-101,699	-24.4%	1,776,803

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,073.3	3,054.7	2,989.6
R3	3,041.3	3,022.7	2,980.8
R2	3,009.3	3,009.3	2,977.9
R1	2,990.7	2,990.7	2,974.9	2,984.0
PP	2,977.3	2,977.3	2,977.3	2,974.0
S1	2,958.7	2,958.7	2,969.1	2,952.0
S2	2,945.3	2,945.3	2,966.1
S3	2,913.3	2,926.7	2,963.2
S4	2,881.3	2,894.7	2,954.4

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	2,928.0	75.0	2.5%	29.4	1.0%	59%	False	False	406,823
10	3,003.0	2,853.0	150.0	5.0%	41.6	1.4%	79%	False	False	714,448
20	3,003.0	2,795.0	208.0	7.0%	45.9	1.5%	85%	False	False	412,718
40	3,003.0	2,679.0	324.0	10.9%	47.4	1.6%	90%	False	False	208,861
60	3,003.0	2,679.0	324.0	10.9%	50.0	1.7%	90%	False	False	139,538
80	3,003.0	2,679.0	324.0	10.9%	49.6	1.7%	90%	False	False	106,379
100	3,003.0	2,570.0	433.0	14.6%	47.6	1.6%	93%	False	False	85,143
120	3,003.0	2,333.0	670.0	22.5%	44.8	1.5%	95%	False	False	70,986

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,132.0
2.618	3,079.8
1.618	3,047.8
1.000	3,028.0
0.618	3,015.8
HIGH	2,996.0
0.618	2,983.8
0.500	2,980.0
0.382	2,976.2
LOW	2,964.0
0.618	2,944.2
1.000	2,932.0
1.618	2,912.2
2.618	2,880.2
4.250	2,828.0

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	2,980.0	2,983.5
PP	2,977.3	2,979.7
S1	2,974.7	2,975.8

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

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