DAX Index Future September 2009

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	5,435.0	5,314.5	-120.5	-2.2%	5,362.0
High	5,457.0	5,385.5	-71.5	-1.3%	5,483.5
Low	5,272.5	5,254.5	-18.0	-0.3%	5,308.0
Close	5,291.0	5,351.5	60.5	1.1%	5,463.5
Range	184.5	131.0	-53.5	-29.0%	175.5
ATR	123.8	124.3	0.5	0.4%	0.0
Volume	128,023	128,522	499	0.4%	620,396

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,723.5	5,668.5	5,423.6
R3	5,592.5	5,537.5	5,387.5
R2	5,461.5	5,461.5	5,375.5
R1	5,406.5	5,406.5	5,363.5	5,434.0
PP	5,330.5	5,330.5	5,330.5	5,344.3
S1	5,275.5	5,275.5	5,339.5	5,303.0
S2	5,199.5	5,199.5	5,327.5
S3	5,068.5	5,144.5	5,315.5
S4	4,937.5	5,013.5	5,279.5

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	5,254.5	229.0	4.3%	125.6	2.3%	42%	False	True	118,879
10	5,483.5	5,254.5	229.0	4.3%	121.3	2.3%	42%	False	True	123,026
20	5,483.5	4,903.5	580.0	10.8%	117.2	2.2%	77%	False	False	126,652
40	5,483.5	4,521.0	962.5	18.0%	119.7	2.2%	86%	False	False	129,438
60	5,483.5	4,521.0	962.5	18.0%	115.8	2.2%	86%	False	False	88,197
80	5,483.5	4,413.0	1,070.5	20.0%	117.3	2.2%	88%	False	False	66,265
100	5,483.5	3,984.5	1,499.0	28.0%	119.1	2.2%	91%	False	False	53,167
120	5,483.5	3,613.5	1,870.0	34.9%	123.4	2.3%	93%	False	False	44,641

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	37.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,942.3
2.618	5,728.5
1.618	5,597.5
1.000	5,516.5
0.618	5,466.5
HIGH	5,385.5
0.618	5,335.5
0.500	5,320.0
0.382	5,304.5
LOW	5,254.5
0.618	5,173.5
1.000	5,123.5
1.618	5,042.5
2.618	4,911.5
4.250	4,697.8

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	5,341.0	5,355.8
PP	5,330.5	5,354.3
S1	5,320.0	5,352.9

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

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