Dow Jones EURO STOXX 50 Index Future March 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	2,991.0	2,977.0	-14.0	-0.5%	2,915.0
High	2,999.0	2,995.0	-4.0	-0.1%	3,000.0
Low	2,952.0	2,966.0	14.0	0.5%	2,908.0
Close	2,955.0	2,967.0	12.0	0.4%	2,970.0
Range	47.0	29.0	-18.0	-38.3%	92.0
ATR	48.9	48.3	-0.6	-1.3%	0.0
Volume	1,117,866	929,117	-188,749	-16.9%	2,364,935

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,063.0	3,044.0	2,983.0
R3	3,034.0	3,015.0	2,975.0
R2	3,005.0	3,005.0	2,972.3
R1	2,986.0	2,986.0	2,969.7	2,981.0
PP	2,976.0	2,976.0	2,976.0	2,973.5
S1	2,957.0	2,957.0	2,964.3	2,952.0
S2	2,947.0	2,947.0	2,961.7
S3	2,918.0	2,928.0	2,959.0
S4	2,889.0	2,899.0	2,951.1

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,235.3	3,194.7	3,020.6
R3	3,143.3	3,102.7	2,995.3
R2	3,051.3	3,051.3	2,986.9
R1	3,010.7	3,010.7	2,978.4	3,031.0
PP	2,959.3	2,959.3	2,959.3	2,969.5
S1	2,918.7	2,918.7	2,961.6	2,939.0
S2	2,867.3	2,867.3	2,953.1
S3	2,775.3	2,826.7	2,944.7
S4	2,683.3	2,734.7	2,919.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,000.0	2,908.0	92.0	3.1%	44.6	1.5%	64%	False	False	608,961
10	3,000.0	2,792.0	208.0	7.0%	48.8	1.6%	84%	False	False	936,993
20	3,000.0	2,751.0	249.0	8.4%	46.1	1.6%	87%	False	False	897,441
40	3,000.0	2,631.0	369.0	12.4%	45.9	1.5%	91%	False	False	657,247
60	3,000.0	2,631.0	369.0	12.4%	46.8	1.6%	91%	False	False	445,526
80	3,000.0	2,631.0	369.0	12.4%	45.6	1.5%	91%	False	False	336,922
100	3,000.0	2,631.0	369.0	12.4%	45.4	1.5%	91%	False	False	270,599
120	3,000.0	2,535.0	465.0	15.7%	44.8	1.5%	93%	False	False	225,589

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.6
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	3,118.3
2.618	3,070.9
1.618	3,041.9
1.000	3,024.0
0.618	3,012.9
HIGH	2,995.0
0.618	2,983.9
0.500	2,980.5
0.382	2,977.1
LOW	2,966.0
0.618	2,948.1
1.000	2,937.0
1.618	2,919.1
2.618	2,890.1
4.250	2,842.8

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	2,980.5	2,975.5
PP	2,976.0	2,972.7
S1	2,971.5	2,969.8

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

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