DAX Index Future September 2009

Trading Metrics calculated at close of trading on 06-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	06-Jul-2009	Change	Change %	Previous Week
Open	4,862.0	4,668.5	-193.5	-4.0%	4,748.0
High	4,881.5	4,693.5	-188.0	-3.9%	4,931.5
Low	4,705.0	4,609.5	-95.5	-2.0%	4,705.0
Close	4,731.5	4,662.0	-69.5	-1.5%	4,731.5
Range	176.5	84.0	-92.5	-52.4%	226.5
ATR	127.4	127.0	-0.4	-0.3%	0.0
Volume	154,776	138,156	-16,620	-10.7%	553,532

Daily Pivots for day following 06-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,907.0	4,868.5	4,708.2
R3	4,823.0	4,784.5	4,685.1
R2	4,739.0	4,739.0	4,677.4
R1	4,700.5	4,700.5	4,669.7	4,677.8
PP	4,655.0	4,655.0	4,655.0	4,643.6
S1	4,616.5	4,616.5	4,654.3	4,593.8
S2	4,571.0	4,571.0	4,646.6
S3	4,487.0	4,532.5	4,638.9
S4	4,403.0	4,448.5	4,615.8

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,468.8	5,326.7	4,856.1
R3	5,242.3	5,100.2	4,793.8
R2	5,015.8	5,015.8	4,773.0
R1	4,873.7	4,873.7	4,752.3	4,831.5
PP	4,789.3	4,789.3	4,789.3	4,768.3
S1	4,647.2	4,647.2	4,710.7	4,605.0
S2	4,562.8	4,562.8	4,690.0
S3	4,336.3	4,420.7	4,669.2
S4	4,109.8	4,194.2	4,606.9

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	4,609.5	322.0	6.9%	133.4	2.9%	16%	False	True	138,337
10	4,931.5	4,609.5	322.0	6.9%	132.0	2.8%	16%	False	True	138,338
20	5,140.0	4,609.5	530.5	11.4%	115.6	2.5%	10%	False	True	86,270
40	5,178.0	4,609.5	568.5	12.2%	117.1	2.5%	9%	False	True	43,661
60	5,178.0	4,248.5	929.5	19.9%	118.1	2.5%	44%	False	False	29,244
80	5,178.0	3,820.5	1,357.5	29.1%	120.8	2.6%	62%	False	False	22,484
100	5,178.0	3,613.5	1,564.5	33.6%	122.8	2.6%	67%	False	False	18,087
120	5,178.0	3,613.5	1,564.5	33.6%	127.5	2.7%	67%	False	False	15,104

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	19.9
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,050.5
2.618	4,913.4
1.618	4,829.4
1.000	4,777.5
0.618	4,745.4
HIGH	4,693.5
0.618	4,661.4
0.500	4,651.5
0.382	4,641.6
LOW	4,609.5
0.618	4,557.6
1.000	4,525.5
1.618	4,473.6
2.618	4,389.6
4.250	4,252.5

Fisher Pivots for day following 06-Jul-2009
Pivot	1 day	3 day
R1	4,658.5	4,770.5
PP	4,655.0	4,734.3
S1	4,651.5	4,698.2

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

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