DAX Index Future September 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	5,235.0	5,220.0	-15.0	-0.3%	5,430.0
High	5,262.0	5,280.5	18.5	0.4%	5,457.0
Low	5,198.0	5,160.0	-38.0	-0.7%	5,254.5
Close	5,233.0	5,232.0	-1.0	0.0%	5,311.0
Range	64.0	120.5	56.5	88.3%	202.5
ATR	121.5	121.4	-0.1	-0.1%	0.0
Volume	99,918	136,127	36,209	36.2%	610,683

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,585.7	5,529.3	5,298.3
R3	5,465.2	5,408.8	5,265.1
R2	5,344.7	5,344.7	5,254.1
R1	5,288.3	5,288.3	5,243.0	5,316.5
PP	5,224.2	5,224.2	5,224.2	5,238.3
S1	5,167.8	5,167.8	5,221.0	5,196.0
S2	5,103.7	5,103.7	5,209.9
S3	4,983.2	5,047.3	5,198.9
S4	4,862.7	4,926.8	5,165.7

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	5,160.0	297.0	5.7%	115.4	2.2%	24%	False	True	132,587
10	5,483.5	5,160.0	323.5	6.2%	120.5	2.3%	22%	False	True	125,733
20	5,483.5	5,102.0	381.5	7.3%	123.9	2.4%	34%	False	False	127,905
40	5,483.5	4,521.0	962.5	18.4%	120.4	2.3%	74%	False	False	132,816
60	5,483.5	4,521.0	962.5	18.4%	114.8	2.2%	74%	False	False	99,139
80	5,483.5	4,521.0	962.5	18.4%	116.9	2.2%	74%	False	False	74,540
100	5,483.5	3,984.5	1,499.0	28.7%	119.7	2.3%	83%	False	False	59,716
120	5,483.5	3,613.5	1,870.0	35.7%	121.4	2.3%	87%	False	False	50,154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,792.6
2.618	5,596.0
1.618	5,475.5
1.000	5,401.0
0.618	5,355.0
HIGH	5,280.5
0.618	5,234.5
0.500	5,220.3
0.382	5,206.0
LOW	5,160.0
0.618	5,085.5
1.000	5,039.5
1.618	4,965.0
2.618	4,844.5
4.250	4,647.9

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	5,228.1	5,234.5
PP	5,224.2	5,233.7
S1	5,220.3	5,232.8

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

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