DAX Index Future December 2008

Trading Metrics calculated at close of trading on 24-Sep-2008

Day Change Summary
	Previous	Current
	23-Sep-2008	24-Sep-2008	Change	Change %	Previous Week
Open	6,122.0	6,120.0	-2.0	0.0%	6,078.0
High	6,179.0	6,160.0	-19.0	-0.3%	6,301.5
Low	6,055.0	6,064.5	9.5	0.2%	5,837.0
Close	6,129.5	6,109.5	-20.0	-0.3%	6,248.0
Range	124.0	95.5	-28.5	-23.0%	464.5
ATR	183.1	176.8	-6.3	-3.4%	0.0
Volume	183,340	161,084	-22,256	-12.1%	578,123

Daily Pivots for day following 24-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,397.8	6,349.2	6,162.0
R3	6,302.3	6,253.7	6,135.8
R2	6,206.8	6,206.8	6,127.0
R1	6,158.2	6,158.2	6,118.3	6,134.8
PP	6,111.3	6,111.3	6,111.3	6,099.6
S1	6,062.7	6,062.7	6,100.7	6,039.3
S2	6,015.8	6,015.8	6,092.0
S3	5,920.3	5,967.2	6,083.2
S4	5,824.8	5,871.7	6,057.0

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,522.3	7,349.7	6,503.5
R3	7,057.8	6,885.2	6,375.7
R2	6,593.3	6,593.3	6,333.2
R1	6,420.7	6,420.7	6,290.6	6,507.0
PP	6,128.8	6,128.8	6,128.8	6,172.0
S1	5,956.2	5,956.2	6,205.4	6,042.5
S2	5,664.3	5,664.3	6,162.8
S3	5,199.8	5,491.7	6,120.3
S4	4,735.3	5,027.2	5,992.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,301.5	5,837.0	464.5	7.6%	173.5	2.8%	59%	False	False	190,209
10	6,320.5	5,837.0	483.5	7.9%	170.7	2.8%	56%	False	False	114,946
20	6,637.0	5,837.0	800.0	13.1%	156.5	2.6%	34%	False	False	58,873
40	6,738.0	5,837.0	901.0	14.7%	134.9	2.2%	30%	False	False	29,969
60	6,738.0	5,837.0	901.0	14.7%	138.1	2.3%	30%	False	False	20,264
80	7,174.0	5,837.0	1,337.0	21.9%	135.6	2.2%	20%	False	False	15,924
100	7,421.0	5,837.0	1,584.0	25.9%	125.2	2.0%	17%	False	False	12,801
120	7,421.0	5,837.0	1,584.0	25.9%	120.5	2.0%	17%	False	False	10,707

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	52.4
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,565.9
2.618	6,410.0
1.618	6,314.5
1.000	6,255.5
0.618	6,219.0
HIGH	6,160.0
0.618	6,123.5
0.500	6,112.3
0.382	6,101.0
LOW	6,064.5
0.618	6,005.5
1.000	5,969.0
1.618	5,910.0
2.618	5,814.5
4.250	5,658.6

Fisher Pivots for day following 24-Sep-2008
Pivot	1 day	3 day
R1	6,112.3	6,168.0
PP	6,111.3	6,148.5
S1	6,110.4	6,129.0

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

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