Dow Jones EURO STOXX 50 Index Future March 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	2,971.0	2,955.0	-16.0	-0.5%	3,047.0
High	2,994.0	2,960.0	-34.0	-1.1%	3,080.0
Low	2,935.0	2,923.0	-12.0	-0.4%	3,010.0
Close	2,959.0	2,951.0	-8.0	-0.3%	3,067.0
Range	59.0	37.0	-22.0	-37.3%	70.0
ATR	48.5	47.7	-0.8	-1.7%	0.0
Volume	1,622,536	1,498,051	-124,485	-7.7%	4,355,438

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,055.7	3,040.3	2,971.4
R3	3,018.7	3,003.3	2,961.2
R2	2,981.7	2,981.7	2,957.8
R1	2,966.3	2,966.3	2,954.4	2,955.5
PP	2,944.7	2,944.7	2,944.7	2,939.3
S1	2,929.3	2,929.3	2,947.6	2,918.5
S2	2,907.7	2,907.7	2,944.2
S3	2,870.7	2,892.3	2,940.8
S4	2,833.7	2,855.3	2,930.7

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,262.3	3,234.7	3,105.5
R3	3,192.3	3,164.7	3,086.3
R2	3,122.3	3,122.3	3,079.8
R1	3,094.7	3,094.7	3,073.4	3,108.5
PP	3,052.3	3,052.3	3,052.3	3,059.3
S1	3,024.7	3,024.7	3,060.6	3,038.5
S2	2,982.3	2,982.3	3,054.2
S3	2,912.3	2,954.7	3,047.8
S4	2,842.3	2,884.7	3,028.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,080.0	2,923.0	157.0	5.3%	42.0	1.4%	18%	False	True	1,213,056
10	3,080.0	2,923.0	157.0	5.3%	42.5	1.4%	18%	False	True	1,176,154
20	3,080.0	2,919.0	161.0	5.5%	43.1	1.5%	20%	False	False	1,167,877
40	3,080.0	2,751.0	329.0	11.1%	44.6	1.5%	61%	False	False	1,032,659
60	3,080.0	2,631.0	449.0	15.2%	45.0	1.5%	71%	False	False	827,457
80	3,080.0	2,631.0	449.0	15.2%	45.9	1.6%	71%	False	False	626,113
100	3,080.0	2,631.0	449.0	15.2%	45.1	1.5%	71%	False	False	503,113
120	3,080.0	2,631.0	449.0	15.2%	45.0	1.5%	71%	False	False	420,145

Crabel Price Patterns
NR	True
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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,117.3
2.618	3,056.9
1.618	3,019.9
1.000	2,997.0
0.618	2,982.9
HIGH	2,960.0
0.618	2,945.9
0.500	2,941.5
0.382	2,937.1
LOW	2,923.0
0.618	2,900.1
1.000	2,886.0
1.618	2,863.1
2.618	2,826.1
4.250	2,765.8

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	2,947.8	2,964.5
PP	2,944.7	2,960.0
S1	2,941.5	2,955.5

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

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