DAX Index Future June 2009

Trading Metrics calculated at close of trading on 30-Mar-2009

Day Change Summary
	Previous	Current
	27-Mar-2009	30-Mar-2009	Change	Change %	Previous Week
Open	4,269.0	4,170.0	-99.0	-2.3%	4,120.0
High	4,285.0	4,170.0	-115.0	-2.7%	4,310.5
Low	4,167.5	3,976.0	-191.5	-4.6%	4,109.5
Close	4,212.5	4,005.0	-207.5	-4.9%	4,212.5
Range	117.5	194.0	76.5	65.1%	201.0
ATR	142.0	148.7	6.8	4.8%	0.0
Volume	138,756	163,431	24,675	17.8%	828,992

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,632.3	4,512.7	4,111.7
R3	4,438.3	4,318.7	4,058.4
R2	4,244.3	4,244.3	4,040.6
R1	4,124.7	4,124.7	4,022.8	4,087.5
PP	4,050.3	4,050.3	4,050.3	4,031.8
S1	3,930.7	3,930.7	3,987.2	3,893.5
S2	3,856.3	3,856.3	3,969.4
S3	3,662.3	3,736.7	3,951.7
S4	3,468.3	3,542.7	3,898.3

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	3,976.0	334.5	8.4%	125.6	3.1%	9%	False	True	160,841
10	4,310.5	3,955.5	355.0	8.9%	125.7	3.1%	14%	False	False	133,524
20	4,310.5	3,599.5	711.0	17.8%	139.7	3.5%	57%	False	False	70,210
40	4,703.5	3,599.5	1,104.0	27.6%	142.0	3.5%	37%	False	False	35,456
60	5,151.0	3,599.5	1,551.5	38.7%	146.8	3.7%	26%	False	False	23,827
80	5,151.0	3,599.5	1,551.5	38.7%	148.7	3.7%	26%	False	False	18,393
100	5,414.0	3,599.5	1,814.5	45.3%	167.9	4.2%	22%	False	False	14,806
120	5,630.0	3,599.5	2,030.5	50.7%	184.8	4.6%	20%	False	False	12,371

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.5
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4,994.5
2.618	4,677.9
1.618	4,483.9
1.000	4,364.0
0.618	4,289.9
HIGH	4,170.0
0.618	4,095.9
0.500	4,073.0
0.382	4,050.1
LOW	3,976.0
0.618	3,856.1
1.000	3,782.0
1.618	3,662.1
2.618	3,468.1
4.250	3,151.5

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	4,073.0	4,143.3
PP	4,050.3	4,097.2
S1	4,027.7	4,051.1

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

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