Dow Jones EURO STOXX 50 Index Future March 2012

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	24-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	2,097.0	2,082.0	-15.0	-0.7%	2,204.0
High	2,125.0	2,113.0	-12.0	-0.6%	2,219.0
Low	2,068.0	2,059.0	-9.0	-0.4%	2,059.0
Close	2,085.0	2,100.0	15.0	0.7%	2,100.0
Range	57.0	54.0	-3.0	-5.3%	160.0
ATR	74.0	72.5	-1.4	-1.9%	0.0
Volume	107,786	47,274	-60,512	-56.1%	270,079

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,252.7	2,230.3	2,129.7
R3	2,198.7	2,176.3	2,114.9
R2	2,144.7	2,144.7	2,109.9
R1	2,122.3	2,122.3	2,105.0	2,133.5
PP	2,090.7	2,090.7	2,090.7	2,096.3
S1	2,068.3	2,068.3	2,095.1	2,079.5
S2	2,036.7	2,036.7	2,090.1
S3	1,982.7	2,014.3	2,085.2
S4	1,928.7	1,960.3	2,070.3

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,606.0	2,513.0	2,188.0
R3	2,446.0	2,353.0	2,144.0
R2	2,286.0	2,286.0	2,129.3
R1	2,193.0	2,193.0	2,114.7	2,159.5
PP	2,126.0	2,126.0	2,126.0	2,109.3
S1	2,033.0	2,033.0	2,085.3	1,999.5
S2	1,966.0	1,966.0	2,070.7
S3	1,806.0	1,873.0	2,056.0
S4	1,646.0	1,713.0	2,012.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,219.0	2,059.0	160.0	7.6%	57.4	2.7%	26%	False	True	54,015
10	2,339.0	2,059.0	280.0	13.3%	57.7	2.7%	15%	False	True	33,521
20	2,430.0	2,059.0	371.0	17.7%	73.5	3.5%	11%	False	True	22,065
40	2,503.0	2,043.0	460.0	21.9%	69.6	3.3%	12%	False	False	15,325
60	2,503.0	1,927.0	576.0	27.4%	72.5	3.5%	30%	False	False	16,338
80	2,503.0	1,927.0	576.0	27.4%	75.7	3.6%	30%	False	False	12,677
100	2,788.0	1,927.0	861.0	41.0%	72.2	3.4%	20%	False	False	10,256

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,342.5
2.618	2,254.4
1.618	2,200.4
1.000	2,167.0
0.618	2,146.4
HIGH	2,113.0
0.618	2,092.4
0.500	2,086.0
0.382	2,079.6
LOW	2,059.0
0.618	2,025.6
1.000	2,005.0
1.618	1,971.6
2.618	1,917.6
4.250	1,829.5

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	2,095.3	2,098.7
PP	2,090.7	2,097.3
S1	2,086.0	2,096.0

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

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