DAX Index Future September 2009

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	4,836.0	4,821.0	-15.0	-0.3%	4,850.0
High	4,846.5	4,869.5	23.0	0.5%	4,869.5
Low	4,721.0	4,753.5	32.5	0.7%	4,673.0
Close	4,802.0	4,778.0	-24.0	-0.5%	4,778.0
Range	125.5	116.0	-9.5	-7.6%	196.5
ATR	119.9	119.6	-0.3	-0.2%	0.0
Volume	152,706	111,103	-41,603	-27.2%	691,701

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,148.3	5,079.2	4,841.8
R3	5,032.3	4,963.2	4,809.9
R2	4,916.3	4,916.3	4,799.3
R1	4,847.2	4,847.2	4,788.6	4,823.8
PP	4,800.3	4,800.3	4,800.3	4,788.6
S1	4,731.2	4,731.2	4,767.4	4,707.8
S2	4,684.3	4,684.3	4,756.7
S3	4,568.3	4,615.2	4,746.1
S4	4,452.3	4,499.2	4,714.2

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,363.0	5,267.0	4,886.1
R3	5,166.5	5,070.5	4,832.0
R2	4,970.0	4,970.0	4,814.0
R1	4,874.0	4,874.0	4,796.0	4,823.8
PP	4,773.5	4,773.5	4,773.5	4,748.4
S1	4,677.5	4,677.5	4,760.0	4,627.3
S2	4,577.0	4,577.0	4,742.0
S3	4,380.5	4,481.0	4,724.0
S4	4,184.0	4,284.5	4,669.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,869.5	4,673.0	196.5	4.1%	130.6	2.7%	53%	True	False	138,340
10	5,062.5	4,673.0	389.5	8.2%	119.8	2.5%	27%	False	False	101,032
20	5,178.0	4,673.0	505.0	10.6%	108.5	2.3%	21%	False	False	52,069
40	5,178.0	4,662.5	515.5	10.8%	115.2	2.4%	22%	False	False	26,421
60	5,178.0	4,017.5	1,160.5	24.3%	119.0	2.5%	66%	False	False	17,754
80	5,178.0	3,613.5	1,564.5	32.7%	123.0	2.6%	74%	False	False	13,895
100	5,178.0	3,613.5	1,564.5	32.7%	123.7	2.6%	74%	False	False	11,184
120	5,178.0	3,613.5	1,564.5	32.7%	126.1	2.6%	74%	False	False	9,348

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	24.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,362.5
2.618	5,173.2
1.618	5,057.2
1.000	4,985.5
0.618	4,941.2
HIGH	4,869.5
0.618	4,825.2
0.500	4,811.5
0.382	4,797.8
LOW	4,753.5
0.618	4,681.8
1.000	4,637.5
1.618	4,565.8
2.618	4,449.8
4.250	4,260.5

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	4,811.5	4,784.8
PP	4,800.3	4,782.5
S1	4,789.2	4,780.3

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

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