Dow Jones EURO STOXX 50 Index Future September 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	2,228.0	2,233.0	5.0	0.2%	2,273.0
High	2,254.0	2,240.0	-14.0	-0.6%	2,331.0
Low	2,219.0	2,209.0	-10.0	-0.5%	2,226.0
Close	2,240.0	2,226.0	-14.0	-0.6%	2,231.0
Range	35.0	31.0	-4.0	-11.4%	105.0
ATR	50.4	49.0	-1.4	-2.8%	0.0
Volume	881,053	925,111	44,058	5.0%	5,167,209

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,318.0	2,303.0	2,243.1
R3	2,287.0	2,272.0	2,234.5
R2	2,256.0	2,256.0	2,231.7
R1	2,241.0	2,241.0	2,228.8	2,233.0
PP	2,225.0	2,225.0	2,225.0	2,221.0
S1	2,210.0	2,210.0	2,223.2	2,202.0
S2	2,194.0	2,194.0	2,220.3
S3	2,163.0	2,179.0	2,217.5
S4	2,132.0	2,148.0	2,209.0

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	2,577.7	2,509.3	2,288.8
R3	2,472.7	2,404.3	2,259.9
R2	2,367.7	2,367.7	2,250.3
R1	2,299.3	2,299.3	2,240.6	2,281.0
PP	2,262.7	2,262.7	2,262.7	2,253.5
S1	2,194.3	2,194.3	2,221.4	2,176.0
S2	2,157.7	2,157.7	2,211.8
S3	2,052.7	2,089.3	2,202.1
S4	1,947.7	1,984.3	2,173.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,275.0	2,208.0	67.0	3.0%	37.4	1.7%	27%	False	False	978,098
10	2,331.0	2,126.0	205.0	9.2%	45.4	2.0%	49%	False	False	1,202,716
20	2,331.0	2,108.0	223.0	10.0%	46.7	2.1%	53%	False	False	1,231,275
40	2,331.0	2,026.0	305.0	13.7%	47.5	2.1%	66%	False	False	741,980
60	2,331.0	2,026.0	305.0	13.7%	50.2	2.3%	66%	False	False	496,443
80	2,541.0	2,026.0	515.0	23.1%	49.8	2.2%	39%	False	False	372,607
100	2,541.0	2,026.0	515.0	23.1%	46.3	2.1%	39%	False	False	299,097
120	2,541.0	2,026.0	515.0	23.1%	41.2	1.8%	39%	False	False	249,301

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,371.8
2.618	2,321.2
1.618	2,290.2
1.000	2,271.0
0.618	2,259.2
HIGH	2,240.0
0.618	2,228.2
0.500	2,224.5
0.382	2,220.8
LOW	2,209.0
0.618	2,189.8
1.000	2,178.0
1.618	2,158.8
2.618	2,127.8
4.250	2,077.3

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	2,225.5	2,234.0
PP	2,225.0	2,231.3
S1	2,224.5	2,228.7

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

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