DAX Index Future March 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	3,681.5	3,865.5	184.0	5.0%	3,773.5
High	3,908.0	3,995.0	87.0	2.2%	3,935.0
Low	3,667.0	3,828.0	161.0	4.4%	3,621.0
Close	3,885.5	3,911.5	26.0	0.7%	3,656.0
Range	241.0	167.0	-74.0	-30.7%	314.0
ATR	177.0	176.3	-0.7	-0.4%	0.0
Volume	198,507	196,011	-2,496	-1.3%	995,764

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,412.5	4,329.0	4,003.4
R3	4,245.5	4,162.0	3,957.4
R2	4,078.5	4,078.5	3,942.1
R1	3,995.0	3,995.0	3,926.8	4,036.8
PP	3,911.5	3,911.5	3,911.5	3,932.4
S1	3,828.0	3,828.0	3,896.2	3,869.8
S2	3,744.5	3,744.5	3,880.9
S3	3,577.5	3,661.0	3,865.6
S4	3,410.5	3,494.0	3,819.7

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,679.3	4,481.7	3,828.7
R3	4,365.3	4,167.7	3,742.4
R2	4,051.3	4,051.3	3,713.6
R1	3,853.7	3,853.7	3,684.8	3,795.5
PP	3,737.3	3,737.3	3,737.3	3,708.3
S1	3,539.7	3,539.7	3,627.2	3,481.5
S2	3,423.3	3,423.3	3,598.4
S3	3,109.3	3,225.7	3,569.7
S4	2,795.3	2,911.7	3,483.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,995.0	3,588.5	406.5	10.4%	177.4	4.5%	79%	True	False	202,293
10	3,995.0	3,588.5	406.5	10.4%	159.2	4.1%	79%	True	False	196,602
20	4,548.0	3,588.5	959.5	24.5%	157.1	4.0%	34%	False	False	191,378
40	4,720.0	3,588.5	1,131.5	28.9%	167.0	4.3%	29%	False	False	178,095
60	5,138.5	3,588.5	1,550.0	39.6%	160.0	4.1%	21%	False	False	142,035
80	5,138.5	3,588.5	1,550.0	39.6%	183.8	4.7%	21%	False	False	106,941
100	5,458.0	3,588.5	1,869.5	47.8%	209.3	5.4%	17%	False	False	85,757
120	6,353.5	3,588.5	2,765.0	70.7%	217.8	5.6%	12%	False	False	71,789

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	False
Bear Hook	False
Bull Hook	False
Stretch	27.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,704.8
2.618	4,432.2
1.618	4,265.2
1.000	4,162.0
0.618	4,098.2
HIGH	3,995.0
0.618	3,931.2
0.500	3,911.5
0.382	3,891.8
LOW	3,828.0
0.618	3,724.8
1.000	3,661.0
1.618	3,557.8
2.618	3,390.8
4.250	3,118.3

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	3,911.5	3,871.6
PP	3,911.5	3,831.7
S1	3,911.5	3,791.8

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

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