Dow Jones EURO STOXX 50 Index Future December 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	2,008.0	2,003.0	-5.0	-0.2%	2,052.0
High	2,041.0	2,109.0	68.0	3.3%	2,173.0
Low	1,932.0	1,979.0	47.0	2.4%	2,035.0
Close	2,031.0	2,067.0	36.0	1.8%	2,045.0
Range	109.0	130.0	21.0	19.3%	138.0
ATR	91.6	94.3	2.7	3.0%	0.0
Volume	1,939,939	1,767,470	-172,469	-8.9%	852,724

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,441.7	2,384.3	2,138.5
R3	2,311.7	2,254.3	2,102.8
R2	2,181.7	2,181.7	2,090.8
R1	2,124.3	2,124.3	2,078.9	2,153.0
PP	2,051.7	2,051.7	2,051.7	2,066.0
S1	1,994.3	1,994.3	2,055.1	2,023.0
S2	1,921.7	1,921.7	2,043.2
S3	1,791.7	1,864.3	2,031.3
S4	1,661.7	1,734.3	1,995.5

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,498.3	2,409.7	2,120.9
R3	2,360.3	2,271.7	2,083.0
R2	2,222.3	2,222.3	2,070.3
R1	2,133.7	2,133.7	2,057.7	2,109.0
PP	2,084.3	2,084.3	2,084.3	2,072.0
S1	1,995.7	1,995.7	2,032.4	1,971.0
S2	1,946.3	1,946.3	2,019.7
S3	1,808.3	1,857.7	2,007.1
S4	1,670.3	1,719.7	1,969.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,173.0	1,932.0	241.0	11.7%	91.8	4.4%	56%	False	False	1,079,719
10	2,314.0	1,932.0	382.0	18.5%	79.3	3.8%	35%	False	False	587,768
20	2,345.0	1,932.0	413.0	20.0%	78.5	3.8%	33%	False	False	301,382
40	2,790.0	1,932.0	858.0	41.5%	89.9	4.4%	16%	False	False	156,031
60	2,887.0	1,932.0	955.0	46.2%	75.6	3.7%	14%	False	False	106,359
80	2,887.0	1,932.0	955.0	46.2%	67.8	3.3%	14%	False	False	81,779
100	2,969.0	1,932.0	1,037.0	50.2%	62.0	3.0%	13%	False	False	65,498
120	2,969.0	1,932.0	1,037.0	50.2%	56.2	2.7%	13%	False	False	54,630

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.3
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	2,661.5
2.618	2,449.3
1.618	2,319.3
1.000	2,239.0
0.618	2,189.3
HIGH	2,109.0
0.618	2,059.3
0.500	2,044.0
0.382	2,028.7
LOW	1,979.0
0.618	1,898.7
1.000	1,849.0
1.618	1,768.7
2.618	1,638.7
4.250	1,426.5

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	2,059.3	2,051.5
PP	2,051.7	2,036.0
S1	2,044.0	2,020.5

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

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