Dow Jones EURO STOXX 50 Index Future December 2011

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	2,242.0	2,286.0	44.0	2.0%	2,110.0
High	2,284.0	2,320.0	36.0	1.6%	2,284.0
Low	2,228.0	2,258.0	30.0	1.3%	2,045.0
Close	2,252.0	2,320.0	68.0	3.0%	2,252.0
Range	56.0	62.0	6.0	10.7%	239.0
ATR	85.8	84.5	-1.3	-1.5%	0.0
Volume	1,401,503	1,112,938	-288,565	-20.6%	8,339,276

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,485.3	2,464.7	2,354.1
R3	2,423.3	2,402.7	2,337.1
R2	2,361.3	2,361.3	2,331.4
R1	2,340.7	2,340.7	2,325.7	2,351.0
PP	2,299.3	2,299.3	2,299.3	2,304.5
S1	2,278.7	2,278.7	2,314.3	2,289.0
S2	2,237.3	2,237.3	2,308.6
S3	2,175.3	2,216.7	2,303.0
S4	2,113.3	2,154.7	2,285.9

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,910.7	2,820.3	2,383.5
R3	2,671.7	2,581.3	2,317.7
R2	2,432.7	2,432.7	2,295.8
R1	2,342.3	2,342.3	2,273.9	2,387.5
PP	2,193.7	2,193.7	2,193.7	2,216.3
S1	2,103.3	2,103.3	2,230.1	2,148.5
S2	1,954.7	1,954.7	2,208.2
S3	1,715.7	1,864.3	2,186.3
S4	1,476.7	1,625.3	2,120.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,320.0	2,045.0	275.0	11.9%	73.6	3.2%	100%	True	False	1,635,993
10	2,320.0	2,045.0	275.0	11.9%	71.9	3.1%	100%	True	False	1,567,600
20	2,320.0	1,924.0	396.0	17.1%	82.2	3.5%	100%	True	False	1,660,361
40	2,345.0	1,924.0	421.0	18.1%	77.2	3.3%	94%	False	False	889,179
60	2,790.0	1,924.0	866.0	37.3%	84.7	3.7%	46%	False	False	595,703
80	2,887.0	1,924.0	963.0	41.5%	75.4	3.2%	41%	False	False	448,530
100	2,887.0	1,924.0	963.0	41.5%	68.8	3.0%	41%	False	False	360,425
120	2,969.0	1,924.0	1,045.0	45.0%	63.8	2.7%	38%	False	False	300,415

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	15.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,583.5
2.618	2,482.3
1.618	2,420.3
1.000	2,382.0
0.618	2,358.3
HIGH	2,320.0
0.618	2,296.3
0.500	2,289.0
0.382	2,281.7
LOW	2,258.0
0.618	2,219.7
1.000	2,196.0
1.618	2,157.7
2.618	2,095.7
4.250	1,994.5

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	2,309.7	2,296.3
PP	2,299.3	2,272.7
S1	2,289.0	2,249.0

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

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