Dow Jones EURO STOXX 50 Index Future March 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	2,419.0	2,423.0	4.0	0.2%	2,427.0
High	2,440.0	2,481.0	41.0	1.7%	2,469.0
Low	2,412.0	2,420.0	8.0	0.3%	2,397.0
Close	2,429.0	2,467.0	38.0	1.6%	2,442.0
Range	28.0	61.0	33.0	117.9%	72.0
ATR	48.8	49.7	0.9	1.8%	0.0
Volume	981,406	1,141,957	160,551	16.4%	4,745,408

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,639.0	2,614.0	2,500.6
R3	2,578.0	2,553.0	2,483.8
R2	2,517.0	2,517.0	2,478.2
R1	2,492.0	2,492.0	2,472.6	2,504.5
PP	2,456.0	2,456.0	2,456.0	2,462.3
S1	2,431.0	2,431.0	2,461.4	2,443.5
S2	2,395.0	2,395.0	2,455.8
S3	2,334.0	2,370.0	2,450.2
S4	2,273.0	2,309.0	2,433.5

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,652.0	2,619.0	2,481.6
R3	2,580.0	2,547.0	2,461.8
R2	2,508.0	2,508.0	2,455.2
R1	2,475.0	2,475.0	2,448.6	2,491.5
PP	2,436.0	2,436.0	2,436.0	2,444.3
S1	2,403.0	2,403.0	2,435.4	2,419.5
S2	2,364.0	2,364.0	2,428.8
S3	2,292.0	2,331.0	2,422.2
S4	2,220.0	2,259.0	2,402.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,481.0	2,397.0	84.0	3.4%	39.4	1.6%	83%	True	False	1,001,494
10	2,481.0	2,386.0	95.0	3.9%	38.9	1.6%	85%	True	False	990,564
20	2,481.0	2,272.0	209.0	8.5%	43.6	1.8%	93%	True	False	1,018,103
40	2,481.0	2,162.0	319.0	12.9%	52.4	2.1%	96%	True	False	821,821
60	2,481.0	2,059.0	422.0	17.1%	57.2	2.3%	97%	True	False	557,285
80	2,503.0	2,059.0	444.0	18.0%	60.9	2.5%	92%	False	False	421,226
100	2,503.0	1,927.0	576.0	23.3%	64.1	2.6%	94%	False	False	339,618
120	2,503.0	1,927.0	576.0	23.3%	64.9	2.6%	94%	False	False	284,166

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	8.3
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2,740.3
2.618	2,640.7
1.618	2,579.7
1.000	2,542.0
0.618	2,518.7
HIGH	2,481.0
0.618	2,457.7
0.500	2,450.5
0.382	2,443.3
LOW	2,420.0
0.618	2,382.3
1.000	2,359.0
1.618	2,321.3
2.618	2,260.3
4.250	2,160.8

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	2,461.5	2,457.7
PP	2,456.0	2,448.3
S1	2,450.5	2,439.0

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

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