Dow Jones EURO STOXX 50 Index Future September 2011

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	01-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	2,858.0	2,871.0	13.0	0.5%	2,710.0
High	2,893.0	2,872.0	-21.0	-0.7%	2,893.0
Low	2,839.0	2,847.0	8.0	0.3%	2,698.0
Close	2,888.0	2,855.0	-33.0	-1.1%	2,888.0
Range	54.0	25.0	-29.0	-53.7%	195.0
ATR	54.5	53.6	-1.0	-1.8%	0.0
Volume	1,230,927	838,703	-392,224	-31.9%	6,357,112

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,933.0	2,919.0	2,868.8
R3	2,908.0	2,894.0	2,861.9
R2	2,883.0	2,883.0	2,859.6
R1	2,869.0	2,869.0	2,857.3	2,863.5
PP	2,858.0	2,858.0	2,858.0	2,855.3
S1	2,844.0	2,844.0	2,852.7	2,838.5
S2	2,833.0	2,833.0	2,850.4
S3	2,808.0	2,819.0	2,848.1
S4	2,783.0	2,794.0	2,841.3

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,411.3	3,344.7	2,995.3
R3	3,216.3	3,149.7	2,941.6
R2	3,021.3	3,021.3	2,923.8
R1	2,954.7	2,954.7	2,905.9	2,988.0
PP	2,826.3	2,826.3	2,826.3	2,843.0
S1	2,759.7	2,759.7	2,870.1	2,793.0
S2	2,631.3	2,631.3	2,852.3
S3	2,436.3	2,564.7	2,834.4
S4	2,241.3	2,369.7	2,780.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,893.0	2,715.0	178.0	6.2%	49.2	1.7%	79%	False	False	1,231,181
10	2,893.0	2,698.0	195.0	6.8%	51.0	1.8%	81%	False	False	1,241,571
20	2,893.0	2,693.0	200.0	7.0%	51.2	1.8%	81%	False	False	1,087,029
40	2,933.0	2,693.0	240.0	8.4%	48.4	1.7%	68%	False	False	547,439
60	2,975.0	2,693.0	282.0	9.9%	44.6	1.6%	57%	False	False	377,290
80	2,975.0	2,591.0	384.0	13.5%	45.0	1.6%	69%	False	False	286,430
100	2,999.0	2,591.0	408.0	14.3%	43.9	1.5%	65%	False	False	229,463
120	2,999.0	2,591.0	408.0	14.3%	41.8	1.5%	65%	False	False	191,262

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.3
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	2,978.3
2.618	2,937.5
1.618	2,912.5
1.000	2,897.0
0.618	2,887.5
HIGH	2,872.0
0.618	2,862.5
0.500	2,859.5
0.382	2,856.6
LOW	2,847.0
0.618	2,831.6
1.000	2,822.0
1.618	2,806.6
2.618	2,781.6
4.250	2,740.8

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	2,859.5	2,852.7
PP	2,858.0	2,850.3
S1	2,856.5	2,848.0

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

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