DAX Index Future September 2009

Trading Metrics calculated at close of trading on 02-Jul-2009

Day Change Summary
	Previous	Current
	01-Jul-2009	02-Jul-2009	Change	Change %	Previous Week
Open	4,819.5	4,862.0	42.5	0.9%	4,850.0
High	4,931.5	4,881.5	-50.0	-1.0%	4,869.5
Low	4,807.0	4,705.0	-102.0	-2.1%	4,673.0
Close	4,895.5	4,731.5	-164.0	-3.4%	4,778.0
Range	124.5	176.5	52.0	41.8%	196.5
ATR	122.6	127.4	4.9	4.0%	0.0
Volume	136,016	154,776	18,760	13.8%	691,701

Daily Pivots for day following 02-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,302.2	5,193.3	4,828.6
R3	5,125.7	5,016.8	4,780.0
R2	4,949.2	4,949.2	4,763.9
R1	4,840.3	4,840.3	4,747.7	4,806.5
PP	4,772.7	4,772.7	4,772.7	4,755.8
S1	4,663.8	4,663.8	4,715.3	4,630.0
S2	4,596.2	4,596.2	4,699.1
S3	4,419.7	4,487.3	4,683.0
S4	4,243.2	4,310.8	4,634.4

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	4,931.5	4,705.0	226.5	4.8%	139.8	3.0%	12%	False	True	132,927
10	4,931.5	4,673.0	258.5	5.5%	130.0	2.7%	23%	False	False	137,251
20	5,168.5	4,673.0	495.5	10.5%	117.0	2.5%	12%	False	False	79,535
40	5,178.0	4,662.5	515.5	10.9%	117.7	2.5%	13%	False	False	40,219
60	5,178.0	4,248.5	929.5	19.6%	118.4	2.5%	52%	False	False	26,945
80	5,178.0	3,699.0	1,479.0	31.3%	122.4	2.6%	70%	False	False	20,777
100	5,178.0	3,613.5	1,564.5	33.1%	124.0	2.6%	71%	False	False	16,707
120	5,178.0	3,613.5	1,564.5	33.1%	127.2	2.7%	71%	False	False	13,954

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	19.5
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,631.6
2.618	5,343.6
1.618	5,167.1
1.000	5,058.0
0.618	4,990.6
HIGH	4,881.5
0.618	4,814.1
0.500	4,793.3
0.382	4,772.4
LOW	4,705.0
0.618	4,595.9
1.000	4,528.5
1.618	4,419.4
2.618	4,242.9
4.250	3,954.9

Fisher Pivots for day following 02-Jul-2009
Pivot	1 day	3 day
R1	4,793.3	4,818.3
PP	4,772.7	4,789.3
S1	4,752.1	4,760.4

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

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