DAX Index Future September 2009

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

Day Change Summary
	Previous	Current
	19-Jun-2009	22-Jun-2009	Change	Change %	Previous Week
Open	4,841.0	4,850.0	9.0	0.2%	5,060.5
High	4,884.0	4,867.0	-17.0	-0.3%	5,062.5
Low	4,820.0	4,683.5	-136.5	-2.8%	4,765.5
Close	4,861.0	4,712.0	-149.0	-3.1%	4,861.0
Range	64.0	183.5	119.5	186.7%	297.0
ATR	115.2	120.1	4.9	4.2%	0.0
Volume	127,281	137,030	9,749	7.7%	318,627

Daily Pivots for day following 22-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,304.7	5,191.8	4,812.9
R3	5,121.2	5,008.3	4,762.5
R2	4,937.7	4,937.7	4,745.6
R1	4,824.8	4,824.8	4,728.8	4,789.5
PP	4,754.2	4,754.2	4,754.2	4,736.5
S1	4,641.3	4,641.3	4,695.2	4,606.0
S2	4,570.7	4,570.7	4,678.4
S3	4,387.2	4,457.8	4,661.5
S4	4,203.7	4,274.3	4,611.1

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,787.3	5,621.2	5,024.4
R3	5,490.3	5,324.2	4,942.7
R2	5,193.3	5,193.3	4,915.5
R1	5,027.2	5,027.2	4,888.2	4,961.8
PP	4,896.3	4,896.3	4,896.3	4,863.6
S1	4,730.2	4,730.2	4,833.8	4,664.8
S2	4,599.3	4,599.3	4,806.6
S3	4,302.3	4,433.2	4,779.3
S4	4,005.3	4,136.2	4,697.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,939.0	4,683.5	255.5	5.4%	110.6	2.3%	11%	False	True	85,069
10	5,140.0	4,683.5	456.5	9.7%	108.5	2.3%	6%	False	True	47,693
20	5,178.0	4,683.5	494.5	10.5%	109.7	2.3%	6%	False	True	24,584
40	5,178.0	4,570.0	608.0	12.9%	114.7	2.4%	23%	False	False	12,583
60	5,178.0	3,984.5	1,193.5	25.3%	119.1	2.5%	61%	False	False	8,542
80	5,178.0	3,613.5	1,564.5	33.2%	122.3	2.6%	70%	False	False	6,985
100	5,178.0	3,613.5	1,564.5	33.2%	123.8	2.6%	70%	False	False	5,645
120	5,178.0	3,613.5	1,564.5	33.2%	125.4	2.7%	70%	False	False	4,731

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	25.6
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	5,646.9
2.618	5,347.4
1.618	5,163.9
1.000	5,050.5
0.618	4,980.4
HIGH	4,867.0
0.618	4,796.9
0.500	4,775.3
0.382	4,753.6
LOW	4,683.5
0.618	4,570.1
1.000	4,500.0
1.618	4,386.6
2.618	4,203.1
4.250	3,903.6

Fisher Pivots for day following 22-Jun-2009
Pivot	1 day	3 day
R1	4,775.3	4,783.8
PP	4,754.2	4,759.8
S1	4,733.1	4,735.9

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

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