DAX Index Future September 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	5,514.0	5,506.5	-7.5	-0.1%	5,493.0
High	5,543.5	5,576.0	32.5	0.6%	5,578.5
Low	5,432.0	5,493.0	61.0	1.1%	5,432.0
Close	5,472.0	5,516.0	44.0	0.8%	5,516.0
Range	111.5	83.0	-28.5	-25.6%	146.5
ATR	118.5	117.5	-1.0	-0.9%	0.0
Volume	137,238	111,947	-25,291	-18.4%	618,616

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,777.3	5,729.7	5,561.7
R3	5,694.3	5,646.7	5,538.8
R2	5,611.3	5,611.3	5,531.2
R1	5,563.7	5,563.7	5,523.6	5,587.5
PP	5,528.3	5,528.3	5,528.3	5,540.3
S1	5,480.7	5,480.7	5,508.4	5,504.5
S2	5,445.3	5,445.3	5,500.8
S3	5,362.3	5,397.7	5,493.2
S4	5,279.3	5,314.7	5,470.4

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,948.3	5,878.7	5,596.6
R3	5,801.8	5,732.2	5,556.3
R2	5,655.3	5,655.3	5,542.9
R1	5,585.7	5,585.7	5,529.4	5,620.5
PP	5,508.8	5,508.8	5,508.8	5,526.3
S1	5,439.2	5,439.2	5,502.6	5,474.0
S2	5,362.3	5,362.3	5,489.1
S3	5,215.8	5,292.7	5,475.7
S4	5,069.3	5,146.2	5,435.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,578.5	5,432.0	146.5	2.7%	90.3	1.6%	57%	False	False	123,723
10	5,578.5	5,160.0	418.5	7.6%	103.8	1.9%	85%	False	False	127,921
20	5,578.5	5,160.0	418.5	7.6%	114.1	2.1%	85%	False	False	125,514
40	5,578.5	4,521.0	1,057.5	19.2%	114.2	2.1%	94%	False	False	130,975
60	5,578.5	4,521.0	1,057.5	19.2%	115.1	2.1%	94%	False	False	113,828
80	5,578.5	4,521.0	1,057.5	19.2%	115.9	2.1%	94%	False	False	85,597
100	5,578.5	4,248.5	1,330.0	24.1%	116.7	2.1%	95%	False	False	68,557
120	5,578.5	3,699.0	1,879.5	34.1%	119.7	2.2%	97%	False	False	57,510

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	21.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,928.8
2.618	5,793.3
1.618	5,710.3
1.000	5,659.0
0.618	5,627.3
HIGH	5,576.0
0.618	5,544.3
0.500	5,534.5
0.382	5,524.7
LOW	5,493.0
0.618	5,441.7
1.000	5,410.0
1.618	5,358.7
2.618	5,275.7
4.250	5,140.3

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	5,534.5	5,512.0
PP	5,528.3	5,508.0
S1	5,522.2	5,504.0

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

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