DAX Index Future June 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	6,053.0	6,114.0	61.0	1.0%	5,968.0
High	6,147.0	6,143.5	-3.5	-0.1%	6,147.0
Low	6,045.0	6,106.5	61.5	1.0%	5,917.5
Close	6,138.0	6,120.0	-18.0	-0.3%	6,120.0
Range	102.0	37.0	-65.0	-63.7%	229.5
ATR	81.4	78.2	-3.2	-3.9%	0.0
Volume	149,309	127,463	-21,846	-14.6%	723,194

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,234.3	6,214.2	6,140.4
R3	6,197.3	6,177.2	6,130.2
R2	6,160.3	6,160.3	6,126.8
R1	6,140.2	6,140.2	6,123.4	6,150.3
PP	6,123.3	6,123.3	6,123.3	6,128.4
S1	6,103.2	6,103.2	6,116.6	6,113.3
S2	6,086.3	6,086.3	6,113.2
S3	6,049.3	6,066.2	6,109.8
S4	6,012.3	6,029.2	6,099.7

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,750.0	6,664.5	6,246.2
R3	6,520.5	6,435.0	6,183.1
R2	6,291.0	6,291.0	6,162.1
R1	6,205.5	6,205.5	6,141.0	6,248.3
PP	6,061.5	6,061.5	6,061.5	6,082.9
S1	5,976.0	5,976.0	6,099.0	6,018.8
S2	5,832.0	5,832.0	6,077.9
S3	5,602.5	5,746.5	6,056.9
S4	5,373.0	5,517.0	5,993.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,147.0	5,917.5	229.5	3.8%	77.3	1.3%	88%	False	False	144,638
10	6,147.0	5,907.0	240.0	3.9%	68.5	1.1%	89%	False	False	110,832
20	6,147.0	5,646.0	501.0	8.2%	66.9	1.1%	95%	False	False	57,731
40	6,147.0	5,400.0	747.0	12.2%	82.5	1.3%	96%	False	False	29,138
60	6,147.0	5,400.0	747.0	12.2%	89.1	1.5%	96%	False	False	19,555
80	6,147.0	5,400.0	747.0	12.2%	85.0	1.4%	96%	False	False	14,979
100	6,147.0	5,330.5	816.5	13.3%	82.3	1.3%	97%	False	False	12,011
120	6,147.0	5,330.5	816.5	13.3%	81.4	1.3%	97%	False	False	10,035

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.4
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	6,300.8
2.618	6,240.4
1.618	6,203.4
1.000	6,180.5
0.618	6,166.4
HIGH	6,143.5
0.618	6,129.4
0.500	6,125.0
0.382	6,120.6
LOW	6,106.5
0.618	6,083.6
1.000	6,069.5
1.618	6,046.6
2.618	6,009.6
4.250	5,949.3

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	6,125.0	6,099.6
PP	6,123.3	6,079.2
S1	6,121.7	6,058.8

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

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