DAX Index Future December 2008

Trading Metrics calculated at close of trading on 27-Nov-2008

Day Change Summary
	Previous	Current
	26-Nov-2008	27-Nov-2008	Change	Change %	Previous Week
Open	4,534.0	4,633.0	99.0	2.2%	4,692.5
High	4,678.0	4,693.0	15.0	0.3%	4,747.0
Low	4,427.5	4,595.0	167.5	3.8%	4,034.0
Close	4,594.0	4,681.5	87.5	1.9%	4,089.0
Range	250.5	98.0	-152.5	-60.9%	713.0
ATR	321.5	305.6	-15.9	-4.9%	0.0
Volume	169,201	62,607	-106,594	-63.0%	1,072,585

Daily Pivots for day following 27-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	4,950.5	4,914.0	4,735.4
R3	4,852.5	4,816.0	4,708.5
R2	4,754.5	4,754.5	4,699.5
R1	4,718.0	4,718.0	4,690.5	4,736.3
PP	4,656.5	4,656.5	4,656.5	4,665.6
S1	4,620.0	4,620.0	4,672.5	4,638.3
S2	4,558.5	4,558.5	4,663.5
S3	4,460.5	4,522.0	4,654.6
S4	4,362.5	4,424.0	4,627.6

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,429.0	5,972.0	4,481.2
R3	5,716.0	5,259.0	4,285.1
R2	5,003.0	5,003.0	4,219.7
R1	4,546.0	4,546.0	4,154.4	4,418.0
PP	4,290.0	4,290.0	4,290.0	4,226.0
S1	3,833.0	3,833.0	4,023.6	3,705.0
S2	3,577.0	3,577.0	3,958.3
S3	2,864.0	3,120.0	3,892.9
S4	2,151.0	2,407.0	3,696.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,708.0	4,034.0	674.0	14.4%	268.6	5.7%	96%	False	False	182,113
10	4,890.0	4,034.0	856.0	18.3%	263.6	5.6%	76%	False	False	191,403
20	5,356.0	4,034.0	1,322.0	28.2%	284.1	6.1%	49%	False	False	185,844
40	5,899.0	4,032.5	1,866.5	39.9%	328.5	7.0%	35%	False	False	232,860
60	6,432.0	4,032.5	2,399.5	51.3%	281.7	6.0%	27%	False	False	195,469
80	6,738.0	4,032.5	2,705.5	57.8%	241.3	5.2%	24%	False	False	146,956
100	6,738.0	4,032.5	2,705.5	57.8%	220.9	4.7%	24%	False	False	117,723
120	7,012.5	4,032.5	2,980.0	63.7%	205.9	4.4%	22%	False	False	98,545

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	77.7
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	5,109.5
2.618	4,949.6
1.618	4,851.6
1.000	4,791.0
0.618	4,753.6
HIGH	4,693.0
0.618	4,655.6
0.500	4,644.0
0.382	4,632.4
LOW	4,595.0
0.618	4,534.4
1.000	4,497.0
1.618	4,436.4
2.618	4,338.4
4.250	4,178.5

Fisher Pivots for day following 27-Nov-2008
Pivot	1 day	3 day
R1	4,669.0	4,643.6
PP	4,656.5	4,605.7
S1	4,644.0	4,567.8

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

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