DAX Index Future June 2009

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	5,035.0	5,041.5	6.5	0.1%	5,014.5
High	5,067.5	5,136.0	68.5	1.4%	5,179.5
Low	4,979.0	5,009.0	30.0	0.6%	5,008.0
Close	4,999.0	5,046.0	47.0	0.9%	5,082.0
Range	88.5	127.0	38.5	43.5%	171.5
ATR	131.0	131.5	0.4	0.3%	0.0
Volume	138,872	156,369	17,497	12.6%	680,409

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,444.7	5,372.3	5,115.9
R3	5,317.7	5,245.3	5,080.9
R2	5,190.7	5,190.7	5,069.3
R1	5,118.3	5,118.3	5,057.6	5,154.5
PP	5,063.7	5,063.7	5,063.7	5,081.8
S1	4,991.3	4,991.3	5,034.4	5,027.5
S2	4,936.7	4,936.7	5,022.7
S3	4,809.7	4,864.3	5,011.1
S4	4,682.7	4,737.3	4,976.2

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,604.3	5,514.7	5,176.3
R3	5,432.8	5,343.2	5,129.2
R2	5,261.3	5,261.3	5,113.4
R1	5,171.7	5,171.7	5,097.7	5,216.5
PP	5,089.8	5,089.8	5,089.8	5,112.3
S1	5,000.2	5,000.2	5,066.3	5,045.0
S2	4,918.3	4,918.3	5,050.6
S3	4,746.8	4,828.7	5,034.8
S4	4,575.3	4,657.2	4,987.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,165.0	4,966.5	198.5	3.9%	101.4	2.0%	40%	False	False	141,610
10	5,179.5	4,884.0	295.5	5.9%	109.1	2.2%	55%	False	False	138,683
20	5,179.5	4,656.5	523.0	10.4%	126.7	2.5%	74%	False	False	150,407
40	5,179.5	4,399.0	780.5	15.5%	127.2	2.5%	83%	False	False	158,216
60	5,179.5	3,947.0	1,232.5	24.4%	129.4	2.6%	89%	False	False	149,140
80	5,179.5	3,599.5	1,580.0	31.3%	134.8	2.7%	92%	False	False	112,446
100	5,179.5	3,599.5	1,580.0	31.3%	139.6	2.8%	92%	False	False	90,078
120	5,179.5	3,599.5	1,580.0	31.3%	139.2	2.8%	92%	False	False	75,396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	23.9
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,675.8
2.618	5,468.5
1.618	5,341.5
1.000	5,263.0
0.618	5,214.5
HIGH	5,136.0
0.618	5,087.5
0.500	5,072.5
0.382	5,057.5
LOW	5,009.0
0.618	4,930.5
1.000	4,882.0
1.618	4,803.5
2.618	4,676.5
4.250	4,469.3

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	5,072.5	5,051.3
PP	5,063.7	5,049.5
S1	5,054.8	5,047.8

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

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