DAX Index Future September 2007

Trading Metrics calculated at close of trading on 03-Jul-2007

Day Change Summary
	Previous	Current
	02-Jul-2007	03-Jul-2007	Change	Change %	Previous Week
Open	8,038.0	8,061.5	23.5	0.3%	7,993.0
High	8,055.0	8,138.5	83.5	1.0%	8,086.5
Low	7,985.0	8,061.5	76.5	1.0%	7,825.5
Close	8,039.5	8,116.5	77.0	1.0%	8,078.5
Range	70.0	77.0	7.0	10.0%	261.0
ATR	132.3	130.0	-2.4	-1.8%	0.0
Volume	152,291	127,110	-25,181	-16.5%	1,035,254

Daily Pivots for day following 03-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,336.5	8,303.5	8,158.9
R3	8,259.5	8,226.5	8,137.7
R2	8,182.5	8,182.5	8,130.6
R1	8,149.5	8,149.5	8,123.6	8,166.0
PP	8,105.5	8,105.5	8,105.5	8,113.8
S1	8,072.5	8,072.5	8,109.4	8,089.0
S2	8,028.5	8,028.5	8,102.4
S3	7,951.5	7,995.5	8,095.3
S4	7,874.5	7,918.5	8,074.2

Weekly Pivots for week ending 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,779.8	8,690.2	8,222.1
R3	8,518.8	8,429.2	8,150.3
R2	8,257.8	8,257.8	8,126.4
R1	8,168.2	8,168.2	8,102.4	8,213.0
PP	7,996.8	7,996.8	7,996.8	8,019.3
S1	7,907.2	7,907.2	8,054.6	7,952.0
S2	7,735.8	7,735.8	8,030.7
S3	7,474.8	7,646.2	8,006.7
S4	7,213.8	7,385.2	7,935.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,138.5	7,825.5	313.0	3.9%	100.4	1.2%	93%	True	False	169,072
10	8,217.0	7,825.5	391.5	4.8%	118.9	1.5%	74%	False	False	198,319
20	8,217.0	7,585.0	632.0	7.8%	133.7	1.6%	84%	False	False	153,744
40	8,217.0	7,426.0	791.0	9.7%	116.1	1.4%	87%	False	False	78,054
60	8,217.0	7,194.5	1,022.5	12.6%	101.9	1.3%	90%	False	False	52,220
80	8,217.0	6,554.0	1,663.0	20.5%	97.2	1.2%	94%	False	False	40,013
100	8,217.0	6,554.0	1,663.0	20.5%	94.2	1.2%	94%	False	False	32,097
120	8,217.0	6,554.0	1,663.0	20.5%	88.3	1.1%	94%	False	False	26,792

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	34.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,465.8
2.618	8,340.1
1.618	8,263.1
1.000	8,215.5
0.618	8,186.1
HIGH	8,138.5
0.618	8,109.1
0.500	8,100.0
0.382	8,090.9
LOW	8,061.5
0.618	8,013.9
1.000	7,984.5
1.618	7,936.9
2.618	7,859.9
4.250	7,734.3

Fisher Pivots for day following 03-Jul-2007
Pivot	1 day	3 day
R1	8,111.0	8,093.2
PP	8,105.5	8,069.8
S1	8,100.0	8,046.5

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

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