DAX Index Future September 2009

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	5,400.0	5,364.0	-36.0	-0.7%	5,362.0
High	5,427.0	5,483.5	56.5	1.0%	5,483.5
Low	5,337.0	5,315.5	-21.5	-0.4%	5,308.0
Close	5,370.5	5,463.5	93.0	1.7%	5,463.5
Range	90.0	168.0	78.0	86.7%	175.5
ATR	119.3	122.8	3.5	2.9%	0.0
Volume	109,431	145,215	35,784	32.7%	620,396

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,924.8	5,862.2	5,555.9
R3	5,756.8	5,694.2	5,509.7
R2	5,588.8	5,588.8	5,494.3
R1	5,526.2	5,526.2	5,478.9	5,557.5
PP	5,420.8	5,420.8	5,420.8	5,436.5
S1	5,358.2	5,358.2	5,448.1	5,389.5
S2	5,252.8	5,252.8	5,432.7
S3	5,084.8	5,190.2	5,417.3
S4	4,916.8	5,022.2	5,371.1

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,944.8	5,879.7	5,560.0
R3	5,769.3	5,704.2	5,511.8
R2	5,593.8	5,593.8	5,495.7
R1	5,528.7	5,528.7	5,479.6	5,561.3
PP	5,418.3	5,418.3	5,418.3	5,434.6
S1	5,353.2	5,353.2	5,447.4	5,385.8
S2	5,242.8	5,242.8	5,431.3
S3	5,067.3	5,177.7	5,415.2
S4	4,891.8	5,002.2	5,367.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,483.5	5,308.0	175.5	3.2%	122.7	2.2%	89%	True	False	124,079
10	5,483.5	5,147.5	336.0	6.1%	125.7	2.3%	94%	True	False	127,838
20	5,483.5	4,521.0	962.5	17.6%	122.1	2.2%	98%	True	False	133,113
40	5,483.5	4,521.0	962.5	17.6%	118.6	2.2%	98%	True	False	123,035
60	5,483.5	4,521.0	962.5	17.6%	116.6	2.1%	98%	True	False	82,574
80	5,483.5	4,413.0	1,070.5	19.6%	117.8	2.2%	98%	True	False	62,033
100	5,483.5	3,965.0	1,518.5	27.8%	119.2	2.2%	99%	True	False	50,028
120	5,483.5	3,613.5	1,870.0	34.2%	122.9	2.2%	99%	True	False	41,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38.6
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6,197.5
2.618	5,923.3
1.618	5,755.3
1.000	5,651.5
0.618	5,587.3
HIGH	5,483.5
0.618	5,419.3
0.500	5,399.5
0.382	5,379.7
LOW	5,315.5
0.618	5,211.7
1.000	5,147.5
1.618	5,043.7
2.618	4,875.7
4.250	4,601.5

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	5,442.2	5,442.2
PP	5,420.8	5,420.8
S1	5,399.5	5,399.5

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

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