Dow Jones EURO STOXX 50 Index Future March 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	2,973.0	2,995.0	22.0	0.7%	2,983.0
High	3,008.0	3,007.0	-1.0	0.0%	3,008.0
Low	2,953.0	2,934.0	-19.0	-0.6%	2,934.0
Close	2,993.0	2,958.0	-35.0	-1.2%	2,958.0
Range	55.0	73.0	18.0	32.7%	74.0
ATR	48.7	50.5	1.7	3.6%	0.0
Volume	1,267,103	1,446,293	179,190	14.1%	5,758,205

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,185.3	3,144.7	2,998.2
R3	3,112.3	3,071.7	2,978.1
R2	3,039.3	3,039.3	2,971.4
R1	2,998.7	2,998.7	2,964.7	2,982.5
PP	2,966.3	2,966.3	2,966.3	2,958.3
S1	2,925.7	2,925.7	2,951.3	2,909.5
S2	2,893.3	2,893.3	2,944.6
S3	2,820.3	2,852.7	2,937.9
S4	2,747.3	2,779.7	2,917.9

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,188.7	3,147.3	2,998.7
R3	3,114.7	3,073.3	2,978.4
R2	3,040.7	3,040.7	2,971.6
R1	2,999.3	2,999.3	2,964.8	2,983.0
PP	2,966.7	2,966.7	2,966.7	2,958.5
S1	2,925.3	2,925.3	2,951.2	2,909.0
S2	2,892.7	2,892.7	2,944.4
S3	2,818.7	2,851.3	2,937.7
S4	2,744.7	2,777.3	2,917.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,008.0	2,934.0	74.0	2.5%	49.2	1.7%	32%	False	True	1,151,641
10	3,008.0	2,886.0	122.0	4.1%	48.9	1.7%	59%	False	False	919,714
20	3,008.0	2,751.0	257.0	8.7%	50.2	1.7%	81%	False	False	1,006,507
40	3,008.0	2,659.0	349.0	11.8%	45.0	1.5%	86%	False	False	717,882
60	3,008.0	2,631.0	377.0	12.7%	47.2	1.6%	87%	False	False	490,742
80	3,008.0	2,631.0	377.0	12.7%	45.5	1.5%	87%	False	False	370,834
100	3,008.0	2,631.0	377.0	12.7%	46.4	1.6%	87%	False	False	297,708
120	3,008.0	2,535.0	473.0	16.0%	45.5	1.5%	89%	False	False	248,201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.3
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3,317.3
2.618	3,198.1
1.618	3,125.1
1.000	3,080.0
0.618	3,052.1
HIGH	3,007.0
0.618	2,979.1
0.500	2,970.5
0.382	2,961.9
LOW	2,934.0
0.618	2,888.9
1.000	2,861.0
1.618	2,815.9
2.618	2,742.9
4.250	2,623.8

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	2,970.5	2,971.0
PP	2,966.3	2,966.7
S1	2,962.2	2,962.3

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

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