DAX Index Future December 2008

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	4,920.0	4,915.0	-5.0	-0.1%	4,822.5
High	4,988.0	4,979.0	-9.0	-0.2%	5,419.5
Low	4,610.0	4,783.0	173.0	3.8%	4,546.5
Close	4,805.0	4,865.0	60.0	1.2%	4,805.0
Range	378.0	196.0	-182.0	-48.1%	873.0
ATR	353.0	341.8	-11.2	-3.2%	0.0
Volume	261,800	171,371	-90,429	-34.5%	1,433,092

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,463.7	5,360.3	4,972.8
R3	5,267.7	5,164.3	4,918.9
R2	5,071.7	5,071.7	4,900.9
R1	4,968.3	4,968.3	4,883.0	4,922.0
PP	4,875.7	4,875.7	4,875.7	4,852.5
S1	4,772.3	4,772.3	4,847.0	4,726.0
S2	4,679.7	4,679.7	4,829.1
S3	4,483.7	4,576.3	4,811.1
S4	4,287.7	4,380.3	4,757.2

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,542.7	7,046.8	5,285.2
R3	6,669.7	6,173.8	5,045.1
R2	5,796.7	5,796.7	4,965.1
R1	5,300.8	5,300.8	4,885.0	5,112.3
PP	4,923.7	4,923.7	4,923.7	4,829.4
S1	4,427.8	4,427.8	4,725.0	4,239.3
S2	4,050.7	4,050.7	4,645.0
S3	3,177.7	3,554.8	4,564.9
S4	2,304.7	2,681.8	4,324.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,419.5	4,546.5	873.0	17.9%	369.6	7.6%	36%	False	False	268,837
10	5,554.5	4,333.0	1,221.5	25.1%	413.0	8.5%	44%	False	False	315,180
20	6,255.0	4,333.0	1,922.0	39.5%	319.2	6.6%	28%	False	False	262,873
40	6,637.0	4,333.0	2,304.0	47.4%	238.2	4.9%	23%	False	False	152,323
60	6,738.0	4,333.0	2,405.0	49.4%	197.1	4.1%	22%	False	False	101,886
80	6,738.0	4,333.0	2,405.0	49.4%	184.2	3.8%	22%	False	False	76,623
100	7,193.0	4,333.0	2,860.0	58.8%	171.7	3.5%	19%	False	False	61,893
120	7,421.0	4,333.0	3,088.0	63.5%	157.1	3.2%	17%	False	False	51,611

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	80.6
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	5,812.0
2.618	5,492.1
1.618	5,296.1
1.000	5,175.0
0.618	5,100.1
HIGH	4,979.0
0.618	4,904.1
0.500	4,881.0
0.382	4,857.9
LOW	4,783.0
0.618	4,661.9
1.000	4,587.0
1.618	4,465.9
2.618	4,269.9
4.250	3,950.0

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	4,881.0	4,832.4
PP	4,875.7	4,799.8
S1	4,870.3	4,767.3

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

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