DAX Index Future June 2009

Trading Metrics calculated at close of trading on 22-May-2009

Day Change Summary
	Previous	Current
	21-May-2009	22-May-2009	Change	Change %	Previous Week
Open	4,975.0	4,911.5	-63.5	-1.3%	4,675.0
High	4,991.5	4,967.0	-24.5	-0.5%	5,063.5
Low	4,863.5	4,870.0	6.5	0.1%	4,659.0
Close	4,898.0	4,919.5	21.5	0.4%	4,919.5
Range	128.0	97.0	-31.0	-24.2%	404.5
ATR	146.3	142.7	-3.5	-2.4%	0.0
Volume	138,713	119,562	-19,151	-13.8%	758,731

Daily Pivots for day following 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,209.8	5,161.7	4,972.9
R3	5,112.8	5,064.7	4,946.2
R2	5,015.8	5,015.8	4,937.3
R1	4,967.7	4,967.7	4,928.4	4,991.8
PP	4,918.8	4,918.8	4,918.8	4,930.9
S1	4,870.7	4,870.7	4,910.6	4,894.8
S2	4,821.8	4,821.8	4,901.7
S3	4,724.8	4,773.7	4,892.8
S4	4,627.8	4,676.7	4,866.2

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,094.2	5,911.3	5,142.0
R3	5,689.7	5,506.8	5,030.7
R2	5,285.2	5,285.2	4,993.7
R1	5,102.3	5,102.3	4,956.6	5,193.8
PP	4,880.7	4,880.7	4,880.7	4,926.4
S1	4,697.8	4,697.8	4,882.4	4,789.3
S2	4,476.2	4,476.2	4,845.3
S3	4,071.7	4,293.3	4,808.3
S4	3,667.2	3,888.8	4,697.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,063.5	4,659.0	404.5	8.2%	141.9	2.9%	64%	False	False	151,746
10	5,063.5	4,656.5	407.0	8.3%	133.8	2.7%	65%	False	False	160,709
20	5,063.5	4,555.5	508.0	10.3%	129.8	2.6%	72%	False	False	163,307
40	5,063.5	3,976.0	1,087.5	22.1%	135.4	2.8%	87%	False	False	162,938
60	5,063.5	3,599.5	1,464.0	29.8%	137.3	2.8%	90%	False	False	121,304
80	5,063.5	3,599.5	1,464.0	29.8%	139.3	2.8%	90%	False	False	91,130
100	5,151.0	3,599.5	1,551.5	31.5%	140.7	2.9%	85%	False	False	73,023
120	5,151.0	3,599.5	1,551.5	31.5%	144.1	2.9%	85%	False	False	61,188

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,379.3
2.618	5,220.9
1.618	5,123.9
1.000	5,064.0
0.618	5,026.9
HIGH	4,967.0
0.618	4,929.9
0.500	4,918.5
0.382	4,907.1
LOW	4,870.0
0.618	4,810.1
1.000	4,773.0
1.618	4,713.1
2.618	4,616.1
4.250	4,457.8

Fisher Pivots for day following 22-May-2009
Pivot	1 day	3 day
R1	4,919.2	4,963.5
PP	4,918.8	4,948.8
S1	4,918.5	4,934.2

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

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