DAX Index Future June 2009

Trading Metrics calculated at close of trading on 15-Jun-2009

Day Change Summary
	Previous	Current
	12-Jun-2009	15-Jun-2009	Change	Change %	Previous Week
Open	5,092.5	5,060.0	-32.5	-0.6%	5,053.0
High	5,107.5	5,060.0	-47.5	-0.9%	5,136.0
Low	5,044.0	4,881.0	-163.0	-3.2%	4,966.5
Close	5,068.0	4,898.5	-169.5	-3.3%	5,068.0
Range	63.5	179.0	115.5	181.9%	169.5
ATR	124.1	128.6	4.5	3.6%	0.0
Volume	107,499	179,616	72,117	67.1%	655,375

Daily Pivots for day following 15-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,483.5	5,370.0	4,997.0
R3	5,304.5	5,191.0	4,947.7
R2	5,125.5	5,125.5	4,931.3
R1	5,012.0	5,012.0	4,914.9	4,979.3
PP	4,946.5	4,946.5	4,946.5	4,930.1
S1	4,833.0	4,833.0	4,882.1	4,800.3
S2	4,767.5	4,767.5	4,865.7
S3	4,588.5	4,654.0	4,849.3
S4	4,409.5	4,475.0	4,800.1

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,565.3	5,486.2	5,161.2
R3	5,395.8	5,316.7	5,114.6
R2	5,226.3	5,226.3	5,099.1
R1	5,147.2	5,147.2	5,083.5	5,186.8
PP	5,056.8	5,056.8	5,056.8	5,076.6
S1	4,977.7	4,977.7	5,052.5	5,017.3
S2	4,887.3	4,887.3	5,036.9
S3	4,717.8	4,808.2	5,021.4
S4	4,548.3	4,638.7	4,974.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,136.0	4,881.0	255.0	5.2%	109.8	2.2%	7%	False	True	141,050
10	5,179.5	4,881.0	298.5	6.1%	107.3	2.2%	6%	False	True	138,949
20	5,179.5	4,659.0	520.5	10.6%	122.7	2.5%	46%	False	False	144,044
40	5,179.5	4,399.0	780.5	15.9%	126.4	2.6%	64%	False	False	156,870
60	5,179.5	3,955.5	1,224.0	25.0%	129.6	2.6%	77%	False	False	154,588
80	5,179.5	3,599.5	1,580.0	32.3%	135.0	2.8%	82%	False	False	117,554
100	5,179.5	3,599.5	1,580.0	32.3%	137.3	2.8%	82%	False	False	94,162
120	5,179.5	3,599.5	1,580.0	32.3%	137.3	2.8%	82%	False	False	78,683

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	20.3
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	5,820.8
2.618	5,528.6
1.618	5,349.6
1.000	5,239.0
0.618	5,170.6
HIGH	5,060.0
0.618	4,991.6
0.500	4,970.5
0.382	4,949.4
LOW	4,881.0
0.618	4,770.4
1.000	4,702.0
1.618	4,591.4
2.618	4,412.4
4.250	4,120.3

Fisher Pivots for day following 15-Jun-2009
Pivot	1 day	3 day
R1	4,970.5	5,005.3
PP	4,946.5	4,969.7
S1	4,922.5	4,934.1

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

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