Dow Jones EURO STOXX 50 Index Future March 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	2,983.0	3,034.0	51.0	1.7%	3,003.0
High	3,032.0	3,043.0	11.0	0.4%	3,006.0
Low	2,967.0	2,957.0	-10.0	-0.3%	2,923.0
Close	3,013.0	2,983.0	-30.0	-1.0%	2,983.0
Range	65.0	86.0	21.0	32.3%	83.0
ATR	48.8	51.5	2.7	5.4%	0.0
Volume	1,230,137	1,646,565	416,428	33.9%	6,073,663

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,252.3	3,203.7	3,030.3
R3	3,166.3	3,117.7	3,006.7
R2	3,080.3	3,080.3	2,998.8
R1	3,031.7	3,031.7	2,990.9	3,013.0
PP	2,994.3	2,994.3	2,994.3	2,985.0
S1	2,945.7	2,945.7	2,975.1	2,927.0
S2	2,908.3	2,908.3	2,967.2
S3	2,822.3	2,859.7	2,959.4
S4	2,736.3	2,773.7	2,935.7

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,219.7	3,184.3	3,028.7
R3	3,136.7	3,101.3	3,005.8
R2	3,053.7	3,053.7	2,998.2
R1	3,018.3	3,018.3	2,990.6	2,994.5
PP	2,970.7	2,970.7	2,970.7	2,958.8
S1	2,935.3	2,935.3	2,975.4	2,911.5
S2	2,887.7	2,887.7	2,967.8
S3	2,804.7	2,852.3	2,960.2
S4	2,721.7	2,769.3	2,937.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,043.0	2,923.0	120.0	4.0%	58.2	2.0%	50%	True	False	1,430,502
10	3,080.0	2,923.0	157.0	5.3%	47.8	1.6%	38%	False	False	1,237,679
20	3,080.0	2,923.0	157.0	5.3%	43.7	1.5%	38%	False	False	1,169,287
40	3,080.0	2,751.0	329.0	11.0%	46.8	1.6%	71%	False	False	1,109,160
60	3,080.0	2,701.0	379.0	12.7%	44.2	1.5%	74%	False	False	889,695
80	3,080.0	2,631.0	449.0	15.1%	46.3	1.6%	78%	False	False	676,494
100	3,080.0	2,631.0	449.0	15.1%	45.4	1.5%	78%	False	False	543,427
120	3,080.0	2,631.0	449.0	15.1%	46.0	1.5%	78%	False	False	453,710

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	3,408.5
2.618	3,268.1
1.618	3,182.1
1.000	3,129.0
0.618	3,096.1
HIGH	3,043.0
0.618	3,010.1
0.500	3,000.0
0.382	2,989.9
LOW	2,957.0
0.618	2,903.9
1.000	2,871.0
1.618	2,817.9
2.618	2,731.9
4.250	2,591.5

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	3,000.0	2,998.0
PP	2,994.3	2,993.0
S1	2,988.7	2,988.0

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

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