Dow Jones EURO STOXX 50 Index Future March 2012

Trading Metrics calculated at close of trading on 19-Dec-2011

Day Change Summary
	Previous	Current
	16-Dec-2011	19-Dec-2011	Change	Change %	Previous Week
Open	2,231.0	2,165.0	-66.0	-3.0%	2,330.0
High	2,234.0	2,228.0	-6.0	-0.3%	2,333.0
Low	2,174.0	2,162.0	-12.0	-0.6%	2,174.0
Close	2,179.0	2,175.0	-4.0	-0.2%	2,179.0
Range	60.0	66.0	6.0	10.0%	159.0
ATR	71.7	71.3	-0.4	-0.6%	0.0
Volume	1,278,377	681,990	-596,387	-46.7%	6,342,216

Daily Pivots for day following 19-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,386.3	2,346.7	2,211.3
R3	2,320.3	2,280.7	2,193.2
R2	2,254.3	2,254.3	2,187.1
R1	2,214.7	2,214.7	2,181.1	2,234.5
PP	2,188.3	2,188.3	2,188.3	2,198.3
S1	2,148.7	2,148.7	2,169.0	2,168.5
S2	2,122.3	2,122.3	2,162.9
S3	2,056.3	2,082.7	2,156.9
S4	1,990.3	2,016.7	2,138.7

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,705.7	2,601.3	2,266.5
R3	2,546.7	2,442.3	2,222.7
R2	2,387.7	2,387.7	2,208.2
R1	2,283.3	2,283.3	2,193.6	2,256.0
PP	2,228.7	2,228.7	2,228.7	2,215.0
S1	2,124.3	2,124.3	2,164.4	2,097.0
S2	2,069.7	2,069.7	2,149.9
S3	1,910.7	1,965.3	2,135.3
S4	1,751.7	1,806.3	2,091.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,281.0	2,162.0	119.0	5.5%	58.8	2.7%	11%	False	True	1,210,875
10	2,392.0	2,162.0	230.0	10.6%	70.7	3.3%	6%	False	True	755,877
20	2,392.0	2,059.0	333.0	15.3%	66.3	3.0%	35%	False	False	402,304
40	2,503.0	2,059.0	444.0	20.4%	71.4	3.3%	26%	False	False	206,869
60	2,503.0	2,043.0	460.0	21.1%	69.2	3.2%	29%	False	False	140,083
80	2,503.0	1,927.0	576.0	26.5%	71.4	3.3%	43%	False	False	109,690
100	2,590.0	1,927.0	663.0	30.5%	75.9	3.5%	37%	False	False	87,954
120	2,869.0	1,927.0	942.0	43.3%	70.5	3.2%	26%	False	False	73,364

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,508.5
2.618	2,400.8
1.618	2,334.8
1.000	2,294.0
0.618	2,268.8
HIGH	2,228.0
0.618	2,202.8
0.500	2,195.0
0.382	2,187.2
LOW	2,162.0
0.618	2,121.2
1.000	2,096.0
1.618	2,055.2
2.618	1,989.2
4.250	1,881.5

Fisher Pivots for day following 19-Dec-2011
Pivot	1 day	3 day
R1	2,195.0	2,199.0
PP	2,188.3	2,191.0
S1	2,181.7	2,183.0

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

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