Dow Jones EURO STOXX 50 Index Future March 2012

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

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	2,086.0	2,110.0	24.0	1.2%	1,982.0
High	2,125.0	2,182.0	57.0	2.7%	2,212.0
Low	2,043.0	2,099.0	56.0	2.7%	1,965.0
Close	2,078.0	2,159.0	81.0	3.9%	2,150.0
Range	82.0	83.0	1.0	1.2%	247.0
ATR	86.4	87.7	1.3	1.5%	0.0
Volume	433	1,001	568	131.2%	15,465

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,395.7	2,360.3	2,204.7
R3	2,312.7	2,277.3	2,181.8
R2	2,229.7	2,229.7	2,174.2
R1	2,194.3	2,194.3	2,166.6	2,212.0
PP	2,146.7	2,146.7	2,146.7	2,155.5
S1	2,111.3	2,111.3	2,151.4	2,129.0
S2	2,063.7	2,063.7	2,143.8
S3	1,980.7	2,028.3	2,136.2
S4	1,897.7	1,945.3	2,113.4

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,850.0	2,747.0	2,285.9
R3	2,603.0	2,500.0	2,217.9
R2	2,356.0	2,356.0	2,195.3
R1	2,253.0	2,253.0	2,172.6	2,304.5
PP	2,109.0	2,109.0	2,109.0	2,134.8
S1	2,006.0	2,006.0	2,127.4	2,057.5
S2	1,862.0	1,862.0	2,104.7
S3	1,615.0	1,759.0	2,082.1
S4	1,368.0	1,512.0	2,014.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,212.0	2,043.0	169.0	7.8%	67.6	3.1%	69%	False	False	496
10	2,212.0	1,927.0	285.0	13.2%	78.7	3.6%	81%	False	False	2,126
20	2,212.0	1,927.0	285.0	13.2%	78.4	3.6%	81%	False	False	16,097
40	2,330.0	1,927.0	403.0	18.7%	75.5	3.5%	58%	False	False	9,983
60	2,788.0	1,927.0	861.0	39.9%	75.1	3.5%	27%	False	False	6,870

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	15.9
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,534.8
2.618	2,399.3
1.618	2,316.3
1.000	2,265.0
0.618	2,233.3
HIGH	2,182.0
0.618	2,150.3
0.500	2,140.5
0.382	2,130.7
LOW	2,099.0
0.618	2,047.7
1.000	2,016.0
1.618	1,964.7
2.618	1,881.7
4.250	1,746.3

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	2,152.8	2,143.5
PP	2,146.7	2,128.0
S1	2,140.5	2,112.5

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

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