DAX Index Future March 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	3,929.0	3,870.5	-58.5	-1.5%	4,339.5
High	3,980.0	3,992.5	12.5	0.3%	4,345.5
Low	3,790.5	3,851.0	60.5	1.6%	3,973.0
Close	3,848.5	3,939.0	90.5	2.4%	4,049.5
Range	189.5	141.5	-48.0	-25.3%	372.5
ATR	178.1	175.7	-2.4	-1.4%	0.0
Volume	195,032	189,523	-5,509	-2.8%	748,175

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,352.0	4,287.0	4,016.8
R3	4,210.5	4,145.5	3,977.9
R2	4,069.0	4,069.0	3,964.9
R1	4,004.0	4,004.0	3,952.0	4,036.5
PP	3,927.5	3,927.5	3,927.5	3,943.8
S1	3,862.5	3,862.5	3,926.0	3,895.0
S2	3,786.0	3,786.0	3,913.1
S3	3,644.5	3,721.0	3,900.1
S4	3,503.0	3,579.5	3,861.2

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,240.2	5,017.3	4,254.4
R3	4,867.7	4,644.8	4,151.9
R2	4,495.2	4,495.2	4,117.8
R1	4,272.3	4,272.3	4,083.6	4,197.5
PP	4,122.7	4,122.7	4,122.7	4,085.3
S1	3,899.8	3,899.8	4,015.4	3,825.0
S2	3,750.2	3,750.2	3,981.2
S3	3,377.7	3,527.3	3,947.1
S4	3,005.2	3,154.8	3,844.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,143.0	3,790.5	352.5	8.9%	186.6	4.7%	42%	False	False	199,828
10	4,526.0	3,790.5	735.5	18.7%	161.3	4.1%	20%	False	False	188,977
20	4,694.0	3,790.5	903.5	22.9%	158.0	4.0%	16%	False	False	175,975
40	5,138.5	3,790.5	1,348.0	34.2%	160.1	4.1%	11%	False	False	155,911
60	5,138.5	3,790.5	1,348.0	34.2%	168.7	4.3%	11%	False	False	112,667
80	5,385.0	3,790.5	1,594.5	40.5%	195.7	5.0%	9%	False	False	84,840
100	5,989.0	3,790.5	2,198.5	55.8%	224.1	5.7%	7%	False	False	68,061
120	6,675.5	3,790.5	2,885.0	73.2%	216.0	5.5%	5%	False	False	57,165

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,593.9
2.618	4,362.9
1.618	4,221.4
1.000	4,134.0
0.618	4,079.9
HIGH	3,992.5
0.618	3,938.4
0.500	3,921.8
0.382	3,905.1
LOW	3,851.0
0.618	3,763.6
1.000	3,709.5
1.618	3,622.1
2.618	3,480.6
4.250	3,249.6

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	3,933.3	3,923.2
PP	3,927.5	3,907.3
S1	3,921.8	3,891.5

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

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