DAX Index Future June 2009

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

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	4,255.0	4,269.0	14.0	0.3%	4,120.0
High	4,310.5	4,285.0	-25.5	-0.6%	4,310.5
Low	4,227.5	4,167.5	-60.0	-1.4%	4,109.5
Close	4,272.5	4,212.5	-60.0	-1.4%	4,212.5
Range	83.0	117.5	34.5	41.6%	201.0
ATR	143.9	142.0	-1.9	-1.3%	0.0
Volume	165,388	138,756	-26,632	-16.1%	828,992

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,574.2	4,510.8	4,277.1
R3	4,456.7	4,393.3	4,244.8
R2	4,339.2	4,339.2	4,234.0
R1	4,275.8	4,275.8	4,223.3	4,248.8
PP	4,221.7	4,221.7	4,221.7	4,208.1
S1	4,158.3	4,158.3	4,201.7	4,131.3
S2	4,104.2	4,104.2	4,191.0
S3	3,986.7	4,040.8	4,180.2
S4	3,869.2	3,923.3	4,147.9

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,813.8	4,714.2	4,323.1
R3	4,612.8	4,513.2	4,267.8
R2	4,411.8	4,411.8	4,249.4
R1	4,312.2	4,312.2	4,230.9	4,362.0
PP	4,210.8	4,210.8	4,210.8	4,235.8
S1	4,111.2	4,111.2	4,194.1	4,161.0
S2	4,009.8	4,009.8	4,175.7
S3	3,808.8	3,910.2	4,157.2
S4	3,607.8	3,709.2	4,102.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,310.5	4,109.5	201.0	4.8%	116.8	2.8%	51%	False	False	165,798
10	4,310.5	3,955.5	355.0	8.4%	115.4	2.7%	72%	False	False	119,586
20	4,310.5	3,599.5	711.0	16.9%	135.9	3.2%	86%	False	False	62,114
40	4,703.5	3,599.5	1,104.0	26.2%	139.8	3.3%	56%	False	False	31,381
60	5,151.0	3,599.5	1,551.5	36.8%	145.0	3.4%	40%	False	False	21,121
80	5,151.0	3,599.5	1,551.5	36.8%	148.9	3.5%	40%	False	False	16,353
100	5,414.0	3,599.5	1,814.5	43.1%	166.8	4.0%	34%	False	False	13,173
120	5,684.0	3,599.5	2,084.5	49.5%	184.6	4.4%	29%	False	False	11,010

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,784.4
2.618	4,592.6
1.618	4,475.1
1.000	4,402.5
0.618	4,357.6
HIGH	4,285.0
0.618	4,240.1
0.500	4,226.3
0.382	4,212.4
LOW	4,167.5
0.618	4,094.9
1.000	4,050.0
1.618	3,977.4
2.618	3,859.9
4.250	3,668.1

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	4,226.3	4,228.0
PP	4,221.7	4,222.8
S1	4,217.1	4,217.7

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

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