Dow Jones EURO STOXX 50 Index Future December 2011

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	2,354.0	2,379.0	25.0	1.1%	2,145.0
High	2,380.0	2,404.0	24.0	1.0%	2,375.0
Low	2,341.0	2,308.0	-33.0	-1.4%	2,136.0
Close	2,367.0	2,365.0	-2.0	-0.1%	2,332.0
Range	39.0	96.0	57.0	146.2%	239.0
ATR	75.3	76.8	1.5	2.0%	0.0
Volume	938,510	1,402,618	464,108	49.5%	7,170,133

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,647.0	2,602.0	2,417.8
R3	2,551.0	2,506.0	2,391.4
R2	2,455.0	2,455.0	2,382.6
R1	2,410.0	2,410.0	2,373.8	2,384.5
PP	2,359.0	2,359.0	2,359.0	2,346.3
S1	2,314.0	2,314.0	2,356.2	2,288.5
S2	2,263.0	2,263.0	2,347.4
S3	2,167.0	2,218.0	2,338.6
S4	2,071.0	2,122.0	2,312.2

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,998.0	2,904.0	2,463.5
R3	2,759.0	2,665.0	2,397.7
R2	2,520.0	2,520.0	2,375.8
R1	2,426.0	2,426.0	2,353.9	2,473.0
PP	2,281.0	2,281.0	2,281.0	2,304.5
S1	2,187.0	2,187.0	2,310.1	2,234.0
S2	2,042.0	2,042.0	2,288.2
S3	1,803.0	1,948.0	2,266.3
S4	1,564.0	1,709.0	2,200.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,404.0	2,304.0	100.0	4.2%	51.0	2.2%	61%	True	False	1,179,727
10	2,404.0	2,064.0	340.0	14.4%	66.8	2.8%	89%	True	False	1,301,628
20	2,404.0	2,064.0	340.0	14.4%	72.8	3.1%	89%	True	False	1,330,395
40	2,509.0	2,064.0	445.0	18.8%	76.1	3.2%	68%	False	False	1,402,018
60	2,509.0	1,924.0	585.0	24.7%	77.0	3.3%	75%	False	False	1,477,749
80	2,509.0	1,924.0	585.0	24.7%	76.7	3.2%	75%	False	False	1,161,763
100	2,790.0	1,924.0	866.0	36.6%	81.2	3.4%	51%	False	False	931,388
120	2,887.0	1,924.0	963.0	40.7%	75.7	3.2%	46%	False	False	777,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.0
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,812.0
2.618	2,655.3
1.618	2,559.3
1.000	2,500.0
0.618	2,463.3
HIGH	2,404.0
0.618	2,367.3
0.500	2,356.0
0.382	2,344.7
LOW	2,308.0
0.618	2,248.7
1.000	2,212.0
1.618	2,152.7
2.618	2,056.7
4.250	1,900.0

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	2,362.0	2,362.0
PP	2,359.0	2,359.0
S1	2,356.0	2,356.0

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

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