Dow Jones EURO STOXX 50 Index Future September 2011

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

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	2,520.0	2,355.0	-165.0	-6.5%	2,700.0
High	2,544.0	2,457.0	-87.0	-3.4%	2,712.0
Low	2,353.0	2,321.0	-32.0	-1.4%	2,321.0
Close	2,359.0	2,380.0	21.0	0.9%	2,380.0
Range	191.0	136.0	-55.0	-28.8%	391.0
ATR	74.6	79.0	4.4	5.9%	0.0
Volume	3,662,762	4,195,588	532,826	14.5%	14,367,176

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,794.0	2,723.0	2,454.8
R3	2,658.0	2,587.0	2,417.4
R2	2,522.0	2,522.0	2,404.9
R1	2,451.0	2,451.0	2,392.5	2,486.5
PP	2,386.0	2,386.0	2,386.0	2,403.8
S1	2,315.0	2,315.0	2,367.5	2,350.5
S2	2,250.0	2,250.0	2,355.1
S3	2,114.0	2,179.0	2,342.6
S4	1,978.0	2,043.0	2,305.2

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	3,644.0	3,403.0	2,595.1
R3	3,253.0	3,012.0	2,487.5
R2	2,862.0	2,862.0	2,451.7
R1	2,621.0	2,621.0	2,415.8	2,546.0
PP	2,471.0	2,471.0	2,471.0	2,433.5
S1	2,230.0	2,230.0	2,344.2	2,155.0
S2	2,080.0	2,080.0	2,308.3
S3	1,689.0	1,839.0	2,272.5
S4	1,298.0	1,448.0	2,165.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,712.0	2,321.0	391.0	16.4%	126.0	5.3%	15%	False	True	2,873,435
10	2,767.0	2,321.0	446.0	18.7%	88.0	3.7%	13%	False	True	2,022,444
20	2,799.0	2,321.0	478.0	20.1%	74.5	3.1%	12%	False	True	1,769,299
40	2,893.0	2,321.0	572.0	24.0%	64.4	2.7%	10%	False	True	1,522,970
60	2,910.0	2,321.0	589.0	24.7%	57.6	2.4%	10%	False	True	1,018,710
80	2,975.0	2,321.0	654.0	27.5%	53.4	2.2%	9%	False	True	773,271
100	2,975.0	2,321.0	654.0	27.5%	51.6	2.2%	9%	False	True	620,890
120	2,999.0	2,321.0	678.0	28.5%	49.6	2.1%	9%	False	True	518,099

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	16.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,035.0
2.618	2,813.0
1.618	2,677.0
1.000	2,593.0
0.618	2,541.0
HIGH	2,457.0
0.618	2,405.0
0.500	2,389.0
0.382	2,373.0
LOW	2,321.0
0.618	2,237.0
1.000	2,185.0
1.618	2,101.0
2.618	1,965.0
4.250	1,743.0

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	2,389.0	2,437.0
PP	2,386.0	2,418.0
S1	2,383.0	2,399.0

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

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