DAX Index Future September 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	5,065.0	5,093.0	28.0	0.6%	5,062.0
High	5,133.0	5,112.5	-20.5	-0.4%	5,140.0
Low	5,048.0	5,050.0	2.0	0.0%	4,975.0
Close	5,116.5	5,074.0	-42.5	-0.8%	5,074.0
Range	85.0	62.5	-22.5	-26.5%	165.0
ATR	121.3	117.4	-3.9	-3.2%	0.0
Volume	4,152	8,467	4,315	103.9%	23,400

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,266.3	5,232.7	5,108.4
R3	5,203.8	5,170.2	5,091.2
R2	5,141.3	5,141.3	5,085.5
R1	5,107.7	5,107.7	5,079.7	5,093.3
PP	5,078.8	5,078.8	5,078.8	5,071.6
S1	5,045.2	5,045.2	5,068.3	5,030.8
S2	5,016.3	5,016.3	5,062.5
S3	4,953.8	4,982.7	5,056.8
S4	4,891.3	4,920.2	5,039.6

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,558.0	5,481.0	5,164.8
R3	5,393.0	5,316.0	5,119.4
R2	5,228.0	5,228.0	5,104.3
R1	5,151.0	5,151.0	5,089.1	5,189.5
PP	5,063.0	5,063.0	5,063.0	5,082.3
S1	4,986.0	4,986.0	5,058.9	5,024.5
S2	4,898.0	4,898.0	5,043.8
S3	4,733.0	4,821.0	5,028.6
S4	4,568.0	4,656.0	4,983.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,140.0	4,975.0	165.0	3.3%	89.2	1.8%	60%	False	False	4,680
10	5,178.0	4,975.0	203.0	4.0%	97.2	1.9%	49%	False	False	3,105
20	5,178.0	4,669.0	509.0	10.0%	111.6	2.2%	80%	False	False	2,043
40	5,178.0	4,413.0	765.0	15.1%	115.5	2.3%	86%	False	False	1,228
60	5,178.0	3,965.0	1,213.0	23.9%	118.8	2.3%	91%	False	False	1,434
80	5,178.0	3,613.5	1,564.5	30.8%	124.5	2.5%	93%	False	False	1,322
100	5,178.0	3,613.5	1,564.5	30.8%	124.9	2.5%	93%	False	False	1,095

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	16.3
Narrowest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	5,378.1
2.618	5,276.1
1.618	5,213.6
1.000	5,175.0
0.618	5,151.1
HIGH	5,112.5
0.618	5,088.6
0.500	5,081.3
0.382	5,073.9
LOW	5,050.0
0.618	5,011.4
1.000	4,987.5
1.618	4,948.9
2.618	4,886.4
4.250	4,784.4

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	5,081.3	5,078.8
PP	5,078.8	5,077.2
S1	5,076.4	5,075.6

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

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