DAX Index Future September 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	4,554.0	4,737.5	183.5	4.0%	4,668.5
High	4,752.5	4,804.5	52.0	1.1%	4,705.5
Low	4,521.0	4,704.5	183.5	4.1%	4,553.5
Close	4,706.0	4,777.0	71.0	1.5%	4,574.5
Range	231.5	100.0	-131.5	-56.8%	152.0
ATR	127.5	125.6	-2.0	-1.5%	0.0
Volume	170,254	151,715	-18,539	-10.9%	686,841

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,062.0	5,019.5	4,832.0
R3	4,962.0	4,919.5	4,804.5
R2	4,862.0	4,862.0	4,795.3
R1	4,819.5	4,819.5	4,786.2	4,840.8
PP	4,762.0	4,762.0	4,762.0	4,772.6
S1	4,719.5	4,719.5	4,767.8	4,740.8
S2	4,662.0	4,662.0	4,758.7
S3	4,562.0	4,619.5	4,749.5
S4	4,462.0	4,519.5	4,722.0

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,067.2	4,972.8	4,658.1
R3	4,915.2	4,820.8	4,616.3
R2	4,763.2	4,763.2	4,602.4
R1	4,668.8	4,668.8	4,588.4	4,640.0
PP	4,611.2	4,611.2	4,611.2	4,596.8
S1	4,516.8	4,516.8	4,560.6	4,488.0
S2	4,459.2	4,459.2	4,546.6
S3	4,307.2	4,364.8	4,532.7
S4	4,155.2	4,212.8	4,490.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,804.5	4,521.0	283.5	5.9%	114.5	2.4%	90%	True	False	145,952
10	4,931.5	4,521.0	410.5	8.6%	120.8	2.5%	62%	False	False	143,038
20	4,939.0	4,521.0	418.0	8.8%	119.7	2.5%	61%	False	False	127,117
40	5,178.0	4,521.0	657.0	13.8%	114.5	2.4%	39%	False	False	65,322
60	5,178.0	4,413.0	765.0	16.0%	118.3	2.5%	48%	False	False	43,691
80	5,178.0	3,984.5	1,193.5	25.0%	119.5	2.5%	66%	False	False	33,148
100	5,178.0	3,613.5	1,564.5	32.8%	124.3	2.6%	74%	False	False	26,781
120	5,178.0	3,613.5	1,564.5	32.8%	123.8	2.6%	74%	False	False	22,351

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	24.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,229.5
2.618	5,066.3
1.618	4,966.3
1.000	4,904.5
0.618	4,866.3
HIGH	4,804.5
0.618	4,766.3
0.500	4,754.5
0.382	4,742.7
LOW	4,704.5
0.618	4,642.7
1.000	4,604.5
1.618	4,542.7
2.618	4,442.7
4.250	4,279.5

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	4,769.5	4,738.9
PP	4,762.0	4,700.8
S1	4,754.5	4,662.8

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

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