Dow Jones EURO STOXX 50 Index Future December 2011

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	2,025.0	1,996.0	-29.0	-1.4%	2,105.0
High	2,039.0	2,029.0	-10.0	-0.5%	2,136.0
Low	1,958.0	1,924.0	-34.0	-1.7%	1,924.0
Close	1,986.0	2,020.0	34.0	1.7%	2,020.0
Range	81.0	105.0	24.0	29.6%	212.0
ATR	90.1	91.1	1.1	1.2%	0.0
Volume	2,075,272	1,962,663	-112,609	-5.4%	8,000,745

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,306.0	2,268.0	2,077.8
R3	2,201.0	2,163.0	2,048.9
R2	2,096.0	2,096.0	2,039.3
R1	2,058.0	2,058.0	2,029.6	2,077.0
PP	1,991.0	1,991.0	1,991.0	2,000.5
S1	1,953.0	1,953.0	2,010.4	1,972.0
S2	1,886.0	1,886.0	2,000.8
S3	1,781.0	1,848.0	1,991.1
S4	1,676.0	1,743.0	1,962.3

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,662.7	2,553.3	2,136.6
R3	2,450.7	2,341.3	2,078.3
R2	2,238.7	2,238.7	2,058.9
R1	2,129.3	2,129.3	2,039.4	2,078.0
PP	2,026.7	2,026.7	2,026.7	2,001.0
S1	1,917.3	1,917.3	2,000.6	1,866.0
S2	1,814.7	1,814.7	1,981.1
S3	1,602.7	1,705.3	1,961.7
S4	1,390.7	1,493.3	1,903.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,136.0	1,924.0	212.0	10.5%	77.6	3.8%	45%	False	True	1,600,149
10	2,183.0	1,924.0	259.0	12.8%	83.7	4.1%	37%	False	True	1,673,450
20	2,314.0	1,924.0	390.0	19.3%	75.6	3.7%	25%	False	True	884,358
40	2,705.0	1,924.0	781.0	38.7%	95.1	4.7%	12%	False	True	450,728
60	2,887.0	1,924.0	963.0	47.7%	79.0	3.9%	10%	False	True	301,010
80	2,887.0	1,924.0	963.0	47.7%	71.1	3.5%	10%	False	True	228,822
100	2,925.0	1,924.0	1,001.0	49.6%	65.0	3.2%	10%	False	True	183,416
120	2,969.0	1,924.0	1,045.0	51.7%	59.2	2.9%	9%	False	True	152,924

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	19.7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,475.3
2.618	2,303.9
1.618	2,198.9
1.000	2,134.0
0.618	2,093.9
HIGH	2,029.0
0.618	1,988.9
0.500	1,976.5
0.382	1,964.1
LOW	1,924.0
0.618	1,859.1
1.000	1,819.0
1.618	1,754.1
2.618	1,649.1
4.250	1,477.8

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	2,005.5	2,030.0
PP	1,991.0	2,026.7
S1	1,976.5	2,023.3

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

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