DAX Index Future September 2009

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	5,219.0	5,308.0	89.0	1.7%	5,037.0
High	5,313.0	5,401.0	88.0	1.7%	5,307.0
Low	5,147.5	5,255.5	108.0	2.1%	5,007.0
Close	5,271.0	5,374.5	103.5	2.0%	5,225.0
Range	165.5	145.5	-20.0	-12.1%	300.0
ATR	124.0	125.5	1.5	1.2%	0.0
Volume	145,861	149,461	3,600	2.5%	635,771

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,780.2	5,722.8	5,454.5
R3	5,634.7	5,577.3	5,414.5
R2	5,489.2	5,489.2	5,401.2
R1	5,431.8	5,431.8	5,387.8	5,460.5
PP	5,343.7	5,343.7	5,343.7	5,358.0
S1	5,286.3	5,286.3	5,361.2	5,315.0
S2	5,198.2	5,198.2	5,347.8
S3	5,052.7	5,140.8	5,334.5
S4	4,907.2	4,995.3	5,294.5

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,079.7	5,952.3	5,390.0
R3	5,779.7	5,652.3	5,307.5
R2	5,479.7	5,479.7	5,280.0
R1	5,352.3	5,352.3	5,252.5	5,416.0
PP	5,179.7	5,179.7	5,179.7	5,211.5
S1	5,052.3	5,052.3	5,197.5	5,116.0
S2	4,879.7	4,879.7	5,170.0
S3	4,579.7	4,752.3	5,142.5
S4	4,279.7	4,452.3	5,060.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,401.0	5,147.5	253.5	4.7%	132.9	2.5%	90%	True	False	132,044
10	5,401.0	4,960.0	441.0	8.2%	115.8	2.2%	94%	True	False	128,798
20	5,401.0	4,521.0	880.0	16.4%	118.9	2.2%	97%	True	False	138,141
40	5,401.0	4,521.0	880.0	16.4%	115.4	2.1%	97%	True	False	105,012
60	5,401.0	4,521.0	880.0	16.4%	118.2	2.2%	97%	True	False	70,295
80	5,401.0	4,248.5	1,152.5	21.4%	118.2	2.2%	98%	True	False	52,816
100	5,401.0	3,613.5	1,787.5	33.3%	121.0	2.3%	99%	True	False	42,705
120	5,401.0	3,613.5	1,787.5	33.3%	122.2	2.3%	99%	True	False	35,657

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	32.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,019.4
2.618	5,781.9
1.618	5,636.4
1.000	5,546.5
0.618	5,490.9
HIGH	5,401.0
0.618	5,345.4
0.500	5,328.3
0.382	5,311.1
LOW	5,255.5
0.618	5,165.6
1.000	5,110.0
1.618	5,020.1
2.618	4,874.6
4.250	4,637.1

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	5,359.1	5,341.1
PP	5,343.7	5,307.7
S1	5,328.3	5,274.3

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

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