DAX Index Future March 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	3,870.5	3,873.5	3.0	0.1%	4,054.0
High	3,992.5	3,904.5	-88.0	-2.2%	4,116.5
Low	3,851.0	3,761.5	-89.5	-2.3%	3,761.5
Close	3,939.0	3,847.5	-91.5	-2.3%	3,847.5
Range	141.5	143.0	1.5	1.1%	355.0
ATR	175.7	175.8	0.1	0.1%	0.0
Volume	189,523	192,940	3,417	1.8%	977,405

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,266.8	4,200.2	3,926.2
R3	4,123.8	4,057.2	3,886.8
R2	3,980.8	3,980.8	3,873.7
R1	3,914.2	3,914.2	3,860.6	3,876.0
PP	3,837.8	3,837.8	3,837.8	3,818.8
S1	3,771.2	3,771.2	3,834.4	3,733.0
S2	3,694.8	3,694.8	3,821.3
S3	3,551.8	3,628.2	3,808.2
S4	3,408.8	3,485.2	3,768.9

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,973.5	4,765.5	4,042.8
R3	4,618.5	4,410.5	3,945.1
R2	4,263.5	4,263.5	3,912.6
R1	4,055.5	4,055.5	3,880.0	3,982.0
PP	3,908.5	3,908.5	3,908.5	3,871.8
S1	3,700.5	3,700.5	3,815.0	3,627.0
S2	3,553.5	3,553.5	3,782.4
S3	3,198.5	3,345.5	3,749.9
S4	2,843.5	2,990.5	3,652.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,116.5	3,761.5	355.0	9.2%	181.2	4.7%	24%	False	True	195,481
10	4,513.5	3,761.5	752.0	19.5%	159.5	4.1%	11%	False	True	187,969
20	4,694.0	3,761.5	932.5	24.2%	157.1	4.1%	9%	False	True	178,374
40	5,138.5	3,761.5	1,377.0	35.8%	161.3	4.2%	6%	False	True	159,460
60	5,138.5	3,761.5	1,377.0	35.8%	167.2	4.3%	6%	False	True	115,864
80	5,385.0	3,761.5	1,623.5	42.2%	194.3	5.1%	5%	False	True	87,236
100	5,989.0	3,761.5	2,227.5	57.9%	224.4	5.8%	4%	False	True	69,987
120	6,629.0	3,761.5	2,867.5	74.5%	216.6	5.6%	3%	False	True	58,765

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,512.3
2.618	4,278.9
1.618	4,135.9
1.000	4,047.5
0.618	3,992.9
HIGH	3,904.5
0.618	3,849.9
0.500	3,833.0
0.382	3,816.1
LOW	3,761.5
0.618	3,673.1
1.000	3,618.5
1.618	3,530.1
2.618	3,387.1
4.250	3,153.8

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	3,842.7	3,877.0
PP	3,837.8	3,867.2
S1	3,833.0	3,857.3

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

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