Dow Jones EURO STOXX 50 Index Future June 2012

Trading Metrics calculated at close of trading on 06-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	06-Mar-2012	Change	Change %	Previous Week
Open	2,469.0	2,458.0	-11.0	-0.4%	2,439.0
High	2,469.0	2,458.0	-11.0	-0.4%	2,489.0
Low	2,442.0	2,356.0	-86.0	-3.5%	2,412.0
Close	2,465.0	2,380.0	-85.0	-3.4%	2,474.0
Range	27.0	102.0	75.0	277.8%	77.0
ATR	38.4	43.5	5.0	13.1%	0.0
Volume	16,440	83,297	66,857	406.7%	261,963

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,704.0	2,644.0	2,436.1
R3	2,602.0	2,542.0	2,408.1
R2	2,500.0	2,500.0	2,398.7
R1	2,440.0	2,440.0	2,389.4	2,419.0
PP	2,398.0	2,398.0	2,398.0	2,387.5
S1	2,338.0	2,338.0	2,370.7	2,317.0
S2	2,296.0	2,296.0	2,361.3
S3	2,194.0	2,236.0	2,352.0
S4	2,092.0	2,134.0	2,323.9

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,689.3	2,658.7	2,516.4
R3	2,612.3	2,581.7	2,495.2
R2	2,535.3	2,535.3	2,488.1
R1	2,504.7	2,504.7	2,481.1	2,520.0
PP	2,458.3	2,458.3	2,458.3	2,466.0
S1	2,427.7	2,427.7	2,466.9	2,443.0
S2	2,381.3	2,381.3	2,459.9
S3	2,304.3	2,350.7	2,452.8
S4	2,227.3	2,273.7	2,431.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,489.0	2,356.0	133.0	5.6%	51.2	2.2%	18%	False	True	72,018
10	2,489.0	2,356.0	133.0	5.6%	41.7	1.8%	18%	False	True	44,806
20	2,489.0	2,356.0	133.0	5.6%	36.7	1.5%	18%	False	True	23,740
40	2,489.0	2,235.0	254.0	10.7%	37.7	1.6%	57%	False	False	12,218
60	2,489.0	2,109.0	380.0	16.0%	40.2	1.7%	71%	False	False	10,355
80	2,489.0	1,999.0	490.0	20.6%	45.1	1.9%	78%	False	False	8,910
100	2,489.0	1,999.0	490.0	20.6%	46.6	2.0%	78%	False	False	7,194
120	2,489.0	1,903.0	586.0	24.6%	46.2	1.9%	81%	False	False	6,025

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	6.3
Widest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	2,891.5
2.618	2,725.0
1.618	2,623.0
1.000	2,560.0
0.618	2,521.0
HIGH	2,458.0
0.618	2,419.0
0.500	2,407.0
0.382	2,395.0
LOW	2,356.0
0.618	2,293.0
1.000	2,254.0
1.618	2,191.0
2.618	2,089.0
4.250	1,922.5

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	2,407.0	2,422.5
PP	2,398.0	2,408.3
S1	2,389.0	2,394.2

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

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