DAX Index Future March 2009

Trading Metrics calculated at close of trading on 05-Jan-2009

Day Change Summary
	Previous	Current
	02-Jan-2009	05-Jan-2009	Change	Change %	Previous Week
Open	4,885.0	5,032.0	147.0	3.0%	4,670.0
High	5,062.5	5,057.0	-5.5	-0.1%	5,062.5
Low	4,863.0	4,966.5	103.5	2.1%	4,659.0
Close	4,977.5	4,993.0	15.5	0.3%	4,977.5
Range	199.5	90.5	-109.0	-54.6%	403.5
ATR	203.5	195.5	-8.1	-4.0%	0.0
Volume	67,482	95,826	28,344	42.0%	148,114

Daily Pivots for day following 05-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,277.0	5,225.5	5,042.8
R3	5,186.5	5,135.0	5,017.9
R2	5,096.0	5,096.0	5,009.6
R1	5,044.5	5,044.5	5,001.3	5,025.0
PP	5,005.5	5,005.5	5,005.5	4,995.8
S1	4,954.0	4,954.0	4,984.7	4,934.5
S2	4,915.0	4,915.0	4,976.4
S3	4,824.5	4,863.5	4,968.1
S4	4,734.0	4,773.0	4,943.2

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,110.2	5,947.3	5,199.4
R3	5,706.7	5,543.8	5,088.5
R2	5,303.2	5,303.2	5,051.5
R1	5,140.3	5,140.3	5,014.5	5,221.8
PP	4,899.7	4,899.7	4,899.7	4,940.4
S1	4,736.8	4,736.8	4,940.5	4,818.3
S2	4,496.2	4,496.2	4,903.5
S3	4,092.7	4,333.3	4,866.5
S4	3,689.2	3,929.8	4,755.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,062.5	4,624.0	438.5	8.8%	116.0	2.3%	84%	False	False	61,870
10	5,062.5	4,584.0	478.5	9.6%	136.9	2.7%	85%	False	False	69,396
20	5,062.5	4,339.0	723.5	14.5%	168.3	3.4%	90%	False	False	38,242
40	5,385.0	4,066.0	1,319.0	26.4%	220.9	4.4%	70%	False	False	19,782
60	5,599.0	4,066.0	1,533.0	30.7%	259.7	5.2%	60%	False	False	13,526
80	6,466.5	4,066.0	2,400.5	48.1%	242.2	4.9%	39%	False	False	10,763
100	6,806.5	4,066.0	2,740.5	54.9%	216.6	4.3%	34%	False	False	8,746
120	6,806.5	4,066.0	2,740.5	54.9%	200.5	4.0%	34%	False	False	7,338

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,441.6
2.618	5,293.9
1.618	5,203.4
1.000	5,147.5
0.618	5,112.9
HIGH	5,057.0
0.618	5,022.4
0.500	5,011.8
0.382	5,001.1
LOW	4,966.5
0.618	4,910.6
1.000	4,876.0
1.618	4,820.1
2.618	4,729.6
4.250	4,581.9

Fisher Pivots for day following 05-Jan-2009
Pivot	1 day	3 day
R1	5,011.8	4,965.4
PP	5,005.5	4,937.8
S1	4,999.3	4,910.3

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

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