DAX Index Future March 2009

Trading Metrics calculated at close of trading on 22-Dec-2008

Day Change Summary
	Previous	Current
	19-Dec-2008	22-Dec-2008	Change	Change %	Previous Week
Open	4,729.0	4,710.0	-19.0	-0.4%	4,788.5
High	4,812.5	4,723.5	-89.0	-1.8%	4,873.5
Low	4,668.0	4,584.0	-84.0	-1.8%	4,641.5
Close	4,743.0	4,674.5	-68.5	-1.4%	4,743.0
Range	144.5	139.5	-5.0	-3.5%	232.0
ATR	229.3	224.3	-5.0	-2.2%	0.0
Volume	152,651	80,940	-71,711	-47.0%	337,791

Daily Pivots for day following 22-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,079.2	5,016.3	4,751.2
R3	4,939.7	4,876.8	4,712.9
R2	4,800.2	4,800.2	4,700.1
R1	4,737.3	4,737.3	4,687.3	4,699.0
PP	4,660.7	4,660.7	4,660.7	4,641.5
S1	4,597.8	4,597.8	4,661.7	4,559.5
S2	4,521.2	4,521.2	4,648.9
S3	4,381.7	4,458.3	4,636.1
S4	4,242.2	4,318.8	4,597.8

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,448.7	5,327.8	4,870.6
R3	5,216.7	5,095.8	4,806.8
R2	4,984.7	4,984.7	4,785.5
R1	4,863.8	4,863.8	4,764.3	4,808.3
PP	4,752.7	4,752.7	4,752.7	4,724.9
S1	4,631.8	4,631.8	4,721.7	4,576.3
S2	4,520.7	4,520.7	4,700.5
S3	4,288.7	4,399.8	4,679.2
S4	4,056.7	4,167.8	4,615.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,873.5	4,584.0	289.5	6.2%	157.8	3.4%	31%	False	True	76,921
10	4,878.5	4,549.0	329.5	7.0%	162.6	3.5%	38%	False	False	44,374
20	4,878.5	4,339.0	539.5	11.5%	190.7	4.1%	62%	False	False	22,979
40	5,385.0	4,066.0	1,319.0	28.2%	243.0	5.2%	46%	False	False	12,223
60	6,011.5	4,066.0	1,945.5	41.6%	269.2	5.8%	31%	False	False	8,419
80	6,706.5	4,066.0	2,640.5	56.5%	244.7	5.2%	23%	False	False	6,986
100	6,806.5	4,066.0	2,740.5	58.6%	216.3	4.6%	22%	False	False	5,658
120	6,806.5	4,066.0	2,740.5	58.6%	200.9	4.3%	22%	False	False	4,772

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	37.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,316.4
2.618	5,088.7
1.618	4,949.2
1.000	4,863.0
0.618	4,809.7
HIGH	4,723.5
0.618	4,670.2
0.500	4,653.8
0.382	4,637.3
LOW	4,584.0
0.618	4,497.8
1.000	4,444.5
1.618	4,358.3
2.618	4,218.8
4.250	3,991.1

Fisher Pivots for day following 22-Dec-2008
Pivot	1 day	3 day
R1	4,667.6	4,698.3
PP	4,660.7	4,690.3
S1	4,653.8	4,682.4

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

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