Dow Jones EURO STOXX 50 Index Future March 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	2,826.0	2,795.0	-31.0	-1.1%	2,815.0
High	2,836.0	2,796.0	-40.0	-1.4%	2,866.0
Low	2,786.0	2,751.0	-35.0	-1.3%	2,783.0
Close	2,803.0	2,761.0	-42.0	-1.5%	2,803.0
Range	50.0	45.0	-5.0	-10.0%	83.0
ATR	46.3	46.7	0.4	0.9%	0.0
Volume	1,385,905	1,289,023	-96,882	-7.0%	5,252,697

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,904.3	2,877.7	2,785.8
R3	2,859.3	2,832.7	2,773.4
R2	2,814.3	2,814.3	2,769.3
R1	2,787.7	2,787.7	2,765.1	2,778.5
PP	2,769.3	2,769.3	2,769.3	2,764.8
S1	2,742.7	2,742.7	2,756.9	2,733.5
S2	2,724.3	2,724.3	2,752.8
S3	2,679.3	2,697.7	2,748.6
S4	2,634.3	2,652.7	2,736.3

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,066.3	3,017.7	2,848.7
R3	2,983.3	2,934.7	2,825.8
R2	2,900.3	2,900.3	2,818.2
R1	2,851.7	2,851.7	2,810.6	2,834.5
PP	2,817.3	2,817.3	2,817.3	2,808.8
S1	2,768.7	2,768.7	2,795.4	2,751.5
S2	2,734.3	2,734.3	2,787.8
S3	2,651.3	2,685.7	2,780.2
S4	2,568.3	2,602.7	2,757.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,866.0	2,751.0	115.0	4.2%	49.8	1.8%	9%	False	True	1,176,914
10	2,866.0	2,751.0	115.0	4.2%	46.9	1.7%	9%	False	True	783,656
20	2,882.0	2,751.0	131.0	4.7%	38.6	1.4%	8%	False	True	748,059
40	2,882.0	2,631.0	251.0	9.1%	47.3	1.7%	52%	False	False	398,575
60	2,916.0	2,631.0	285.0	10.3%	45.7	1.7%	46%	False	False	275,287
80	2,916.0	2,631.0	285.0	10.3%	47.0	1.7%	46%	False	False	206,813
100	2,916.0	2,535.0	381.0	13.8%	45.1	1.6%	59%	False	False	166,319
120	2,916.0	2,535.0	381.0	13.8%	43.5	1.6%	59%	False	False	138,650

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,987.3
2.618	2,913.8
1.618	2,868.8
1.000	2,841.0
0.618	2,823.8
HIGH	2,796.0
0.618	2,778.8
0.500	2,773.5
0.382	2,768.2
LOW	2,751.0
0.618	2,723.2
1.000	2,706.0
1.618	2,678.2
2.618	2,633.2
4.250	2,559.8

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	2,773.5	2,807.5
PP	2,769.3	2,792.0
S1	2,765.2	2,776.5

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

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