DAX Index Future September 2009

Trading Metrics calculated at close of trading on 23-Jun-2009

Day Change Summary
	Previous	Current
	22-Jun-2009	23-Jun-2009	Change	Change %	Previous Week
Open	4,850.0	4,684.0	-166.0	-3.4%	5,060.5
High	4,867.0	4,757.0	-110.0	-2.3%	5,062.5
Low	4,683.5	4,673.0	-10.5	-0.2%	4,765.5
Close	4,712.0	4,707.5	-4.5	-0.1%	4,861.0
Range	183.5	84.0	-99.5	-54.2%	297.0
ATR	120.1	117.5	-2.6	-2.1%	0.0
Volume	137,030	147,351	10,321	7.5%	318,627

Daily Pivots for day following 23-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,964.5	4,920.0	4,753.7
R3	4,880.5	4,836.0	4,730.6
R2	4,796.5	4,796.5	4,722.9
R1	4,752.0	4,752.0	4,715.2	4,774.3
PP	4,712.5	4,712.5	4,712.5	4,723.6
S1	4,668.0	4,668.0	4,699.8	4,690.3
S2	4,628.5	4,628.5	4,692.1
S3	4,544.5	4,584.0	4,684.4
S4	4,460.5	4,500.0	4,661.3

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	4,893.0	4,673.0	220.0	4.7%	109.6	2.3%	16%	False	True	105,566
10	5,140.0	4,673.0	467.0	9.9%	108.3	2.3%	7%	False	True	62,008
20	5,178.0	4,673.0	505.0	10.7%	103.5	2.2%	7%	False	True	31,784
40	5,178.0	4,570.0	608.0	12.9%	113.5	2.4%	23%	False	False	16,264
60	5,178.0	3,984.5	1,193.5	25.4%	119.2	2.5%	61%	False	False	10,982
80	5,178.0	3,613.5	1,564.5	33.2%	121.8	2.6%	70%	False	False	8,822
100	5,178.0	3,613.5	1,564.5	33.2%	123.5	2.6%	70%	False	False	7,117
120	5,178.0	3,613.5	1,564.5	33.2%	125.9	2.7%	70%	False	False	5,959

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,114.0
2.618	4,976.9
1.618	4,892.9
1.000	4,841.0
0.618	4,808.9
HIGH	4,757.0
0.618	4,724.9
0.500	4,715.0
0.382	4,705.1
LOW	4,673.0
0.618	4,621.1
1.000	4,589.0
1.618	4,537.1
2.618	4,453.1
4.250	4,316.0

Fisher Pivots for day following 23-Jun-2009
Pivot	1 day	3 day
R1	4,715.0	4,778.5
PP	4,712.5	4,754.8
S1	4,710.0	4,731.2

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

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