DAX Index Future September 2009

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	4,921.0	5,009.5	88.5	1.8%	4,554.0
High	5,022.5	5,023.5	1.0	0.0%	5,023.5
Low	4,903.5	4,960.0	56.5	1.2%	4,521.0
Close	4,966.0	4,988.0	22.0	0.4%	4,988.0
Range	119.0	63.5	-55.5	-46.6%	502.5
ATR	128.2	123.5	-4.6	-3.6%	0.0
Volume	164,269	114,881	-49,388	-30.1%	748,118

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,181.0	5,148.0	5,022.9
R3	5,117.5	5,084.5	5,005.5
R2	5,054.0	5,054.0	4,999.6
R1	5,021.0	5,021.0	4,993.8	5,005.8
PP	4,990.5	4,990.5	4,990.5	4,982.9
S1	4,957.5	4,957.5	4,982.2	4,942.3
S2	4,927.0	4,927.0	4,976.4
S3	4,863.5	4,894.0	4,970.5
S4	4,800.0	4,830.5	4,953.1

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,351.7	6,172.3	5,264.4
R3	5,849.2	5,669.8	5,126.2
R2	5,346.7	5,346.7	5,080.1
R1	5,167.3	5,167.3	5,034.1	5,257.0
PP	4,844.2	4,844.2	4,844.2	4,889.0
S1	4,664.8	4,664.8	4,941.9	4,754.5
S2	4,341.7	4,341.7	4,895.9
S3	3,839.2	4,162.3	4,849.8
S4	3,336.7	3,659.8	4,711.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,023.5	4,521.0	502.5	10.1%	130.0	2.6%	93%	True	False	149,623
10	5,023.5	4,521.0	502.5	10.1%	110.8	2.2%	93%	True	False	143,495
20	5,023.5	4,521.0	502.5	10.1%	120.4	2.4%	93%	True	False	140,373
40	5,178.0	4,521.0	657.0	13.2%	113.8	2.3%	71%	False	False	75,919
60	5,178.0	4,521.0	657.0	13.2%	115.3	2.3%	71%	False	False	50,779
80	5,178.0	3,984.5	1,193.5	23.9%	118.9	2.4%	84%	False	False	38,202
100	5,178.0	3,613.5	1,564.5	31.4%	122.5	2.5%	88%	False	False	31,026
120	5,178.0	3,613.5	1,564.5	31.4%	122.7	2.5%	88%	False	False	25,900

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	23.3
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	5,293.4
2.618	5,189.7
1.618	5,126.2
1.000	5,087.0
0.618	5,062.7
HIGH	5,023.5
0.618	4,999.2
0.500	4,991.8
0.382	4,984.3
LOW	4,960.0
0.618	4,920.8
1.000	4,896.5
1.618	4,857.3
2.618	4,793.8
4.250	4,690.1

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	4,991.8	4,964.7
PP	4,990.5	4,941.3
S1	4,989.3	4,918.0

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

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