Dow Jones EURO STOXX 50 Index Future December 2010

Trading Metrics calculated at close of trading on 15-Dec-2010

Day Change Summary
	Previous	Current
	14-Dec-2010	15-Dec-2010	Change	Change %	Previous Week
Open	2,859.0	2,848.0	-11.0	-0.4%	2,790.0
High	2,869.0	2,852.0	-17.0	-0.6%	2,859.0
Low	2,842.0	2,825.0	-17.0	-0.6%	2,755.0
Close	2,860.0	2,845.0	-15.0	-0.5%	2,839.0
Range	27.0	27.0	0.0	0.0%	104.0
ATR	52.2	51.0	-1.2	-2.4%	0.0
Volume	1,719,253	1,948,922	229,669	13.4%	4,613,012

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	2,921.7	2,910.3	2,859.9
R3	2,894.7	2,883.3	2,852.4
R2	2,867.7	2,867.7	2,850.0
R1	2,856.3	2,856.3	2,847.5	2,848.5
PP	2,840.7	2,840.7	2,840.7	2,836.8
S1	2,829.3	2,829.3	2,842.5	2,821.5
S2	2,813.7	2,813.7	2,840.1
S3	2,786.7	2,802.3	2,837.6
S4	2,759.7	2,775.3	2,830.2

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,129.7	3,088.3	2,896.2
R3	3,025.7	2,984.3	2,867.6
R2	2,921.7	2,921.7	2,858.1
R1	2,880.3	2,880.3	2,848.5	2,901.0
PP	2,817.7	2,817.7	2,817.7	2,828.0
S1	2,776.3	2,776.3	2,829.5	2,797.0
S2	2,713.7	2,713.7	2,819.9
S3	2,609.7	2,672.3	2,810.4
S4	2,505.7	2,568.3	2,781.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,869.0	2,825.0	44.0	1.5%	26.8	0.9%	45%	False	True	1,422,752
10	2,869.0	2,703.0	166.0	5.8%	42.2	1.5%	86%	False	False	1,088,320
20	2,894.0	2,633.0	261.0	9.2%	52.7	1.9%	81%	False	False	1,165,433
40	2,898.0	2,633.0	265.0	9.3%	50.0	1.8%	80%	False	False	1,047,484
60	2,898.0	2,633.0	265.0	9.3%	51.5	1.8%	80%	False	False	990,345
80	2,898.0	2,537.0	361.0	12.7%	50.6	1.8%	85%	False	False	848,375
100	2,898.0	2,537.0	361.0	12.7%	50.7	1.8%	85%	False	False	679,003
120	2,898.0	2,481.0	417.0	14.7%	52.2	1.8%	87%	False	False	566,180

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7

Fibonacci Retracements and Extensions
4.250	2,966.8
2.618	2,922.7
1.618	2,895.7
1.000	2,879.0
0.618	2,868.7
HIGH	2,852.0
0.618	2,841.7
0.500	2,838.5
0.382	2,835.3
LOW	2,825.0
0.618	2,808.3
1.000	2,798.0
1.618	2,781.3
2.618	2,754.3
4.250	2,710.3

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	2,842.8	2,847.0
PP	2,840.7	2,846.3
S1	2,838.5	2,845.7

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

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