DAX Index Future June 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	4,816.0	4,839.0	23.0	0.5%	5,060.0
High	4,858.0	4,865.5	7.5	0.2%	5,060.0
Low	4,769.0	4,815.5	46.5	1.0%	4,760.0
Close	4,841.0	4,841.2	0.2	0.0%	4,841.2
Range	89.0	50.0	-39.0	-43.8%	300.0
ATR	124.2	118.9	-5.3	-4.3%	0.0
Volume	146,594	21,382	-125,212	-85.4%	726,596

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,990.7	4,966.0	4,868.7
R3	4,940.7	4,916.0	4,855.0
R2	4,890.7	4,890.7	4,850.4
R1	4,866.0	4,866.0	4,845.8	4,878.4
PP	4,840.7	4,840.7	4,840.7	4,846.9
S1	4,816.0	4,816.0	4,836.6	4,828.4
S2	4,790.7	4,790.7	4,832.0
S3	4,740.7	4,766.0	4,827.5
S4	4,690.7	4,716.0	4,813.7

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,787.1	5,614.1	5,006.2
R3	5,487.1	5,314.1	4,923.7
R2	5,187.1	5,187.1	4,896.2
R1	5,014.1	5,014.1	4,868.7	4,950.6
PP	4,887.1	4,887.1	4,887.1	4,855.3
S1	4,714.1	4,714.1	4,813.7	4,650.6
S2	4,587.1	4,587.1	4,786.2
S3	4,287.1	4,414.1	4,758.7
S4	3,987.1	4,114.1	4,676.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,060.0	4,760.0	300.0	6.2%	107.2	2.2%	27%	False	False	145,319
10	5,136.0	4,760.0	376.0	7.8%	100.1	2.1%	22%	False	False	138,197
20	5,179.5	4,760.0	419.5	8.7%	109.9	2.3%	19%	False	False	139,434
40	5,179.5	4,528.5	651.0	13.4%	119.6	2.5%	48%	False	False	152,371
60	5,179.5	3,976.0	1,203.5	24.9%	127.0	2.6%	72%	False	False	155,729
80	5,179.5	3,599.5	1,580.0	32.6%	131.2	2.7%	79%	False	False	124,349
100	5,179.5	3,599.5	1,580.0	32.6%	133.3	2.8%	79%	False	False	99,602
120	5,179.5	3,599.5	1,580.0	32.6%	135.7	2.8%	79%	False	False	83,098

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	24.0
Narrowest range in 118 trading days

Fibonacci Retracements and Extensions
4.250	5,078.0
2.618	4,996.4
1.618	4,946.4
1.000	4,915.5
0.618	4,896.4
HIGH	4,865.5
0.618	4,846.4
0.500	4,840.5
0.382	4,834.6
LOW	4,815.5
0.618	4,784.6
1.000	4,765.5
1.618	4,734.6
2.618	4,684.6
4.250	4,603.0

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	4,841.0	4,835.4
PP	4,840.7	4,829.6
S1	4,840.5	4,823.8

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

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