DAX Index Future September 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	5,309.0	5,235.0	-74.0	-1.4%	5,430.0
High	5,309.0	5,262.0	-47.0	-0.9%	5,457.0
Low	5,177.0	5,198.0	21.0	0.4%	5,254.5
Close	5,211.5	5,233.0	21.5	0.4%	5,311.0
Range	132.0	64.0	-68.0	-51.5%	202.5
ATR	125.9	121.5	-4.4	-3.5%	0.0
Volume	155,964	99,918	-56,046	-35.9%	610,683

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,423.0	5,392.0	5,268.2
R3	5,359.0	5,328.0	5,250.6
R2	5,295.0	5,295.0	5,244.7
R1	5,264.0	5,264.0	5,238.9	5,247.5
PP	5,231.0	5,231.0	5,231.0	5,222.8
S1	5,200.0	5,200.0	5,227.1	5,183.5
S2	5,167.0	5,167.0	5,221.3
S3	5,103.0	5,136.0	5,215.4
S4	5,039.0	5,072.0	5,197.8

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,948.3	5,832.2	5,422.4
R3	5,745.8	5,629.7	5,366.7
R2	5,543.3	5,543.3	5,348.1
R1	5,427.2	5,427.2	5,329.6	5,384.0
PP	5,340.8	5,340.8	5,340.8	5,319.3
S1	5,224.7	5,224.7	5,292.4	5,181.5
S2	5,138.3	5,138.3	5,273.9
S3	4,935.8	5,022.2	5,255.3
S4	4,733.3	4,819.7	5,199.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,457.0	5,177.0	280.0	5.4%	117.5	2.2%	20%	False	False	131,066
10	5,483.5	5,177.0	306.5	5.9%	120.7	2.3%	18%	False	False	124,371
20	5,483.5	5,050.5	433.0	8.3%	122.5	2.3%	42%	False	False	127,037
40	5,483.5	4,521.0	962.5	18.4%	119.5	2.3%	74%	False	False	133,097
60	5,483.5	4,521.0	962.5	18.4%	116.2	2.2%	74%	False	False	96,926
80	5,483.5	4,521.0	962.5	18.4%	117.1	2.2%	74%	False	False	72,840
100	5,483.5	3,984.5	1,499.0	28.6%	119.2	2.3%	83%	False	False	58,364
120	5,483.5	3,613.5	1,870.0	35.7%	121.4	2.3%	87%	False	False	49,022

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,534.0
2.618	5,429.6
1.618	5,365.6
1.000	5,326.0
0.618	5,301.6
HIGH	5,262.0
0.618	5,237.6
0.500	5,230.0
0.382	5,222.4
LOW	5,198.0
0.618	5,158.4
1.000	5,134.0
1.618	5,094.4
2.618	5,030.4
4.250	4,926.0

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	5,232.0	5,312.3
PP	5,231.0	5,285.8
S1	5,230.0	5,259.4

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

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