DAX Index Future June 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	4,049.0	4,020.0	-29.0	-0.7%	4,010.5
High	4,145.5	4,097.5	-48.0	-1.2%	4,145.5
Low	4,011.5	4,005.0	-6.5	-0.2%	3,955.5
Close	4,053.5	4,075.5	22.0	0.5%	4,075.5
Range	134.0	92.5	-41.5	-31.0%	190.0
ATR	155.7	151.2	-4.5	-2.9%	0.0
Volume	74,601	165,068	90,467	121.3%	366,869

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,336.8	4,298.7	4,126.4
R3	4,244.3	4,206.2	4,100.9
R2	4,151.8	4,151.8	4,092.5
R1	4,113.7	4,113.7	4,084.0	4,132.8
PP	4,059.3	4,059.3	4,059.3	4,068.9
S1	4,021.2	4,021.2	4,067.0	4,040.3
S2	3,966.8	3,966.8	4,058.5
S3	3,874.3	3,928.7	4,050.1
S4	3,781.8	3,836.2	4,024.6

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,628.8	4,542.2	4,180.0
R3	4,438.8	4,352.2	4,127.8
R2	4,248.8	4,248.8	4,110.3
R1	4,162.2	4,162.2	4,092.9	4,205.5
PP	4,058.8	4,058.8	4,058.8	4,080.5
S1	3,972.2	3,972.2	4,058.1	4,015.5
S2	3,868.8	3,868.8	4,040.7
S3	3,678.8	3,782.2	4,023.3
S4	3,488.8	3,592.2	3,971.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,145.5	3,955.5	190.0	4.7%	113.9	2.8%	63%	False	False	73,373
10	4,145.5	3,599.5	546.0	13.4%	139.7	3.4%	87%	False	False	39,104
20	4,145.5	3,599.5	546.0	13.4%	148.8	3.6%	87%	False	False	20,834
40	4,703.5	3,599.5	1,104.0	27.1%	144.7	3.6%	43%	False	False	10,720
60	5,151.0	3,599.5	1,551.5	38.1%	143.9	3.5%	31%	False	False	7,333
80	5,151.0	3,599.5	1,551.5	38.1%	153.1	3.8%	31%	False	False	6,005
100	5,414.0	3,599.5	1,814.5	44.5%	176.5	4.3%	26%	False	False	4,896
120	6,099.5	3,599.5	2,500.0	61.3%	187.2	4.6%	19%	False	False	4,111

Crabel Price Patterns
NR	True
NR4	True
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	32.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,490.6
2.618	4,339.7
1.618	4,247.2
1.000	4,190.0
0.618	4,154.7
HIGH	4,097.5
0.618	4,062.2
0.500	4,051.3
0.382	4,040.3
LOW	4,005.0
0.618	3,947.8
1.000	3,912.5
1.618	3,855.3
2.618	3,762.8
4.250	3,611.9

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	4,067.4	4,067.2
PP	4,059.3	4,058.8
S1	4,051.3	4,050.5

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

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