DAX Index Future June 2007

Trading Metrics calculated at close of trading on 15-Jun-2007

Day Change Summary
	Previous	Current
	14-Jun-2007	15-Jun-2007	Change	Change %	Previous Week
Open	7,754.0	7,856.5	102.5	1.3%	7,667.5
High	7,867.0	7,946.6	79.6	1.0%	7,946.6
Low	7,751.5	7,854.0	102.5	1.3%	7,596.0
Close	7,837.0	7,946.6	109.6	1.4%	7,946.6
Range	115.5	92.6	-22.9	-19.8%	350.6
ATR	134.2	132.4	-1.8	-1.3%	0.0
Volume	324,184	41,404	-282,780	-87.2%	1,351,967

Daily Pivots for day following 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,193.5	8,162.7	7,997.5
R3	8,100.9	8,070.1	7,972.1
R2	8,008.3	8,008.3	7,963.6
R1	7,977.5	7,977.5	7,955.1	7,992.9
PP	7,915.7	7,915.7	7,915.7	7,923.5
S1	7,884.9	7,884.9	7,938.1	7,900.3
S2	7,823.1	7,823.1	7,929.6
S3	7,730.5	7,792.3	7,921.1
S4	7,637.9	7,699.7	7,895.7

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,881.5	8,764.7	8,139.4
R3	8,530.9	8,414.1	8,043.0
R2	8,180.3	8,180.3	8,010.9
R1	8,063.5	8,063.5	7,978.7	8,121.9
PP	7,829.7	7,829.7	7,829.7	7,859.0
S1	7,712.9	7,712.9	7,914.5	7,771.3
S2	7,479.1	7,479.1	7,882.3
S3	7,128.5	7,362.3	7,850.2
S4	6,777.9	7,011.7	7,753.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,946.6	7,596.0	350.6	4.4%	118.3	1.5%	100%	True	False	270,393
10	8,021.0	7,502.0	519.0	6.5%	147.1	1.9%	86%	False	False	251,503
20	8,021.0	7,502.0	519.0	6.5%	124.2	1.6%	86%	False	False	210,735
40	8,021.0	7,307.0	714.0	9.0%	105.8	1.3%	90%	False	False	185,774
60	8,021.0	6,745.0	1,276.0	16.1%	98.3	1.2%	94%	False	False	184,465
80	8,021.0	6,483.0	1,538.0	19.4%	101.1	1.3%	95%	False	False	151,864
100	8,021.0	6,483.0	1,538.0	19.4%	91.6	1.2%	95%	False	False	121,638
120	8,021.0	6,483.0	1,538.0	19.4%	87.7	1.1%	95%	False	False	101,514

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	33.6
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	8,340.2
2.618	8,189.0
1.618	8,096.4
1.000	8,039.2
0.618	8,003.8
HIGH	7,946.6
0.618	7,911.2
0.500	7,900.3
0.382	7,889.4
LOW	7,854.0
0.618	7,796.8
1.000	7,761.4
1.618	7,704.2
2.618	7,611.6
4.250	7,460.5

Fisher Pivots for day following 15-Jun-2007
Pivot	1 day	3 day
R1	7,931.2	7,888.2
PP	7,915.7	7,829.7
S1	7,900.3	7,771.3

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

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