DAX Index Future December 2010

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	6,460.0	6,486.0	26.0	0.4%	6,305.0
High	6,494.5	6,523.5	29.0	0.4%	6,523.5
Low	6,450.5	6,447.0	-3.5	-0.1%	6,230.0
Close	6,468.0	6,490.5	22.5	0.3%	6,490.5
Range	44.0	76.5	32.5	73.9%	293.5
ATR	98.2	96.7	-1.6	-1.6%	0.0
Volume	136,840	0	-136,840	-100.0%	354,393

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,716.5	6,680.0	6,532.6
R3	6,640.0	6,603.5	6,511.5
R2	6,563.5	6,563.5	6,504.5
R1	6,527.0	6,527.0	6,497.5	6,545.3
PP	6,487.0	6,487.0	6,487.0	6,496.1
S1	6,450.5	6,450.5	6,483.5	6,468.8
S2	6,410.5	6,410.5	6,476.5
S3	6,334.0	6,374.0	6,469.5
S4	6,257.5	6,297.5	6,448.4

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,295.2	7,186.3	6,651.9
R3	7,001.7	6,892.8	6,571.2
R2	6,708.2	6,708.2	6,544.3
R1	6,599.3	6,599.3	6,517.4	6,653.8
PP	6,414.7	6,414.7	6,414.7	6,441.9
S1	6,305.8	6,305.8	6,463.6	6,360.3
S2	6,121.2	6,121.2	6,436.7
S3	5,827.7	6,012.3	6,409.8
S4	5,534.2	5,718.8	6,329.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,523.5	6,230.0	293.5	4.5%	81.8	1.3%	89%	True	False	70,878
10	6,523.5	6,118.5	405.0	6.2%	87.9	1.4%	92%	True	False	80,017
20	6,523.5	6,118.5	405.0	6.2%	101.0	1.6%	92%	True	False	112,664
40	6,523.5	5,830.0	693.5	10.7%	93.9	1.4%	95%	True	False	68,949
60	6,523.5	5,830.0	693.5	10.7%	93.3	1.4%	95%	True	False	46,065
80	6,523.5	5,818.0	705.5	10.9%	97.6	1.5%	95%	True	False	34,662
100	6,523.5	5,814.5	709.0	10.9%	100.1	1.5%	95%	True	False	28,274
120	6,523.5	5,602.5	921.0	14.2%	108.9	1.7%	96%	True	False	23,635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,848.6
2.618	6,723.8
1.618	6,647.3
1.000	6,600.0
0.618	6,570.8
HIGH	6,523.5
0.618	6,494.3
0.500	6,485.3
0.382	6,476.2
LOW	6,447.0
0.618	6,399.7
1.000	6,370.5
1.618	6,323.2
2.618	6,246.7
4.250	6,121.9

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	6,488.8	6,469.2
PP	6,487.0	6,447.8
S1	6,485.3	6,426.5

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

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