Dow Jones EURO STOXX 50 Index Future March 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	2,375.0	2,371.0	-4.0	-0.2%	2,293.0
High	2,387.0	2,378.0	-9.0	-0.4%	2,314.0
Low	2,351.0	2,335.0	-16.0	-0.7%	2,242.0
Close	2,385.0	2,349.0	-36.0	-1.5%	2,301.0
Range	36.0	43.0	7.0	19.4%	72.0
ATR	60.7	59.9	-0.8	-1.3%	0.0
Volume	806,668	785,778	-20,890	-2.6%	1,391,774

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,483.0	2,459.0	2,372.7
R3	2,440.0	2,416.0	2,360.8
R2	2,397.0	2,397.0	2,356.9
R1	2,373.0	2,373.0	2,352.9	2,363.5
PP	2,354.0	2,354.0	2,354.0	2,349.3
S1	2,330.0	2,330.0	2,345.1	2,320.5
S2	2,311.0	2,311.0	2,341.1
S3	2,268.0	2,287.0	2,337.2
S4	2,225.0	2,244.0	2,325.4

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	2,501.7	2,473.3	2,340.6
R3	2,429.7	2,401.3	2,320.8
R2	2,357.7	2,357.7	2,314.2
R1	2,329.3	2,329.3	2,307.6	2,343.5
PP	2,285.7	2,285.7	2,285.7	2,292.8
S1	2,257.3	2,257.3	2,294.4	2,271.5
S2	2,213.7	2,213.7	2,287.8
S3	2,141.7	2,185.3	2,281.2
S4	2,069.7	2,113.3	2,261.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,387.0	2,242.0	145.0	6.2%	48.8	2.1%	74%	False	False	536,823
10	2,387.0	2,225.0	162.0	6.9%	47.5	2.0%	77%	False	False	502,715
20	2,392.0	2,162.0	230.0	9.8%	61.7	2.6%	81%	False	False	661,247
40	2,392.0	2,059.0	333.0	14.2%	63.5	2.7%	87%	False	False	346,452
60	2,503.0	2,059.0	444.0	18.9%	66.7	2.8%	65%	False	False	234,888
80	2,503.0	1,927.0	576.0	24.5%	68.4	2.9%	73%	False	False	178,803
100	2,503.0	1,927.0	576.0	24.5%	69.2	2.9%	73%	False	False	145,236
120	2,788.0	1,927.0	861.0	36.7%	71.8	3.1%	49%	False	False	121,140

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	12.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,560.8
2.618	2,490.6
1.618	2,447.6
1.000	2,421.0
0.618	2,404.6
HIGH	2,378.0
0.618	2,361.6
0.500	2,356.5
0.382	2,351.4
LOW	2,335.0
0.618	2,308.4
1.000	2,292.0
1.618	2,265.4
2.618	2,222.4
4.250	2,152.3

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	2,356.5	2,346.2
PP	2,354.0	2,343.3
S1	2,351.5	2,340.5

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

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