Dow Jones EURO STOXX 50 Index Future June 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	2,730.0	2,693.0	-37.0	-1.4%	2,853.0
High	2,730.0	2,733.0	3.0	0.1%	2,897.0
Low	2,648.0	2,590.0	-58.0	-2.2%	2,795.0
Close	2,716.0	2,651.0	-65.0	-2.4%	2,807.0
Range	82.0	143.0	61.0	74.4%	102.0
ATR	53.3	59.7	6.4	12.0%	0.0
Volume	1,339,136	1,912,439	573,303	42.8%	589,985

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,087.0	3,012.0	2,729.7
R3	2,944.0	2,869.0	2,690.3
R2	2,801.0	2,801.0	2,677.2
R1	2,726.0	2,726.0	2,664.1	2,692.0
PP	2,658.0	2,658.0	2,658.0	2,641.0
S1	2,583.0	2,583.0	2,637.9	2,549.0
S2	2,515.0	2,515.0	2,624.8
S3	2,372.0	2,440.0	2,611.7
S4	2,229.0	2,297.0	2,572.4

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,139.0	3,075.0	2,863.1
R3	3,037.0	2,973.0	2,835.1
R2	2,935.0	2,935.0	2,825.7
R1	2,871.0	2,871.0	2,816.4	2,852.0
PP	2,833.0	2,833.0	2,833.0	2,823.5
S1	2,769.0	2,769.0	2,797.7	2,750.0
S2	2,731.0	2,731.0	2,788.3
S3	2,629.0	2,667.0	2,779.0
S4	2,527.0	2,565.0	2,750.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,846.0	2,590.0	256.0	9.7%	68.4	2.6%	24%	False	True	845,241
10	2,927.0	2,590.0	337.0	12.7%	60.8	2.3%	18%	False	True	447,624
20	2,998.0	2,590.0	408.0	15.4%	54.4	2.1%	15%	False	True	227,324
40	2,998.0	2,590.0	408.0	15.4%	47.2	1.8%	15%	False	True	114,888
60	2,998.0	2,590.0	408.0	15.4%	44.3	1.7%	15%	False	True	77,011
80	2,998.0	2,561.0	437.0	16.5%	43.7	1.6%	21%	False	False	59,254
100	2,998.0	2,561.0	437.0	16.5%	41.7	1.6%	21%	False	False	47,555
120	2,998.0	2,561.0	437.0	16.5%	39.4	1.5%	21%	False	False	39,672

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	14.4
Widest range in 125 trading days

Fibonacci Retracements and Extensions
4.250	3,340.8
2.618	3,107.4
1.618	2,964.4
1.000	2,876.0
0.618	2,821.4
HIGH	2,733.0
0.618	2,678.4
0.500	2,661.5
0.382	2,644.6
LOW	2,590.0
0.618	2,501.6
1.000	2,447.0
1.618	2,358.6
2.618	2,215.6
4.250	1,982.3

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	2,661.5	2,704.5
PP	2,658.0	2,686.7
S1	2,654.5	2,668.8

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

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