DAX Index Future September 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	5,009.5	5,037.0	27.5	0.5%	4,554.0
High	5,023.5	5,063.0	39.5	0.8%	5,023.5
Low	4,960.0	5,007.0	47.0	0.9%	4,521.0
Close	4,988.0	5,035.5	47.5	1.0%	4,988.0
Range	63.5	56.0	-7.5	-11.8%	502.5
ATR	123.5	120.1	-3.5	-2.8%	0.0
Volume	114,881	109,238	-5,643	-4.9%	748,118

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,203.2	5,175.3	5,066.3
R3	5,147.2	5,119.3	5,050.9
R2	5,091.2	5,091.2	5,045.8
R1	5,063.3	5,063.3	5,040.6	5,049.3
PP	5,035.2	5,035.2	5,035.2	5,028.1
S1	5,007.3	5,007.3	5,030.4	4,993.3
S2	4,979.2	4,979.2	5,025.2
S3	4,923.2	4,951.3	5,020.1
S4	4,867.2	4,895.3	5,004.7

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	5,063.0	4,704.5	358.5	7.1%	94.9	1.9%	92%	True	False	137,420
10	5,063.0	4,521.0	542.0	10.8%	108.0	2.1%	95%	True	False	140,604
20	5,063.0	4,521.0	542.0	10.8%	120.0	2.4%	95%	True	False	139,471
40	5,178.0	4,521.0	657.0	13.0%	113.0	2.2%	78%	False	False	78,646
60	5,178.0	4,521.0	657.0	13.0%	115.0	2.3%	78%	False	False	52,597
80	5,178.0	3,984.5	1,193.5	23.7%	118.5	2.4%	88%	False	False	39,566
100	5,178.0	3,613.5	1,564.5	31.1%	121.6	2.4%	91%	False	False	32,115
120	5,178.0	3,613.5	1,564.5	31.1%	122.6	2.4%	91%	False	False	26,810

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.4
Narrowest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	5,301.0
2.618	5,209.6
1.618	5,153.6
1.000	5,119.0
0.618	5,097.6
HIGH	5,063.0
0.618	5,041.6
0.500	5,035.0
0.382	5,028.4
LOW	5,007.0
0.618	4,972.4
1.000	4,951.0
1.618	4,916.4
2.618	4,860.4
4.250	4,769.0

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	5,035.3	5,018.1
PP	5,035.2	5,000.7
S1	5,035.0	4,983.3

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

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