DAX Index Future September 2009

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	5,289.0	5,493.0	204.0	3.9%	5,309.0
High	5,481.5	5,534.0	52.5	1.0%	5,481.5
Low	5,282.0	5,468.0	186.0	3.5%	5,160.0
Close	5,448.5	5,507.5	59.0	1.1%	5,448.5
Range	199.5	66.0	-133.5	-66.9%	321.5
ATR	125.9	123.0	-2.9	-2.3%	0.0
Volume	147,279	114,206	-33,073	-22.5%	660,599

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,701.2	5,670.3	5,543.8
R3	5,635.2	5,604.3	5,525.7
R2	5,569.2	5,569.2	5,519.6
R1	5,538.3	5,538.3	5,513.6	5,553.8
PP	5,503.2	5,503.2	5,503.2	5,510.9
S1	5,472.3	5,472.3	5,501.5	5,487.8
S2	5,437.2	5,437.2	5,495.4
S3	5,371.2	5,406.3	5,489.4
S4	5,305.2	5,340.3	5,471.2

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,327.8	6,209.7	5,625.3
R3	6,006.3	5,888.2	5,536.9
R2	5,684.8	5,684.8	5,507.4
R1	5,566.7	5,566.7	5,478.0	5,625.8
PP	5,363.3	5,363.3	5,363.3	5,392.9
S1	5,245.2	5,245.2	5,419.0	5,304.3
S2	5,041.8	5,041.8	5,389.6
S3	4,720.3	4,923.7	5,360.1
S4	4,398.8	4,602.2	5,271.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,534.0	5,160.0	374.0	6.8%	104.0	1.9%	93%	True	False	123,768
10	5,534.0	5,160.0	374.0	6.8%	122.8	2.2%	93%	True	False	130,228
20	5,534.0	5,147.5	386.5	7.0%	121.6	2.2%	93%	True	False	127,732
40	5,534.0	4,521.0	1,013.0	18.4%	119.1	2.2%	97%	True	False	132,203
60	5,534.0	4,521.0	1,013.0	18.4%	115.6	2.1%	97%	True	False	105,491
80	5,534.0	4,521.0	1,013.0	18.4%	117.2	2.1%	97%	True	False	79,312
100	5,534.0	4,017.5	1,516.5	27.5%	119.1	2.2%	98%	True	False	63,533
120	5,534.0	3,613.5	1,920.5	34.9%	121.7	2.2%	99%	True	False	53,331

Crabel Price Patterns
NR	True
NR4	True
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	28.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,814.5
2.618	5,706.8
1.618	5,640.8
1.000	5,600.0
0.618	5,574.8
HIGH	5,534.0
0.618	5,508.8
0.500	5,501.0
0.382	5,493.2
LOW	5,468.0
0.618	5,427.2
1.000	5,402.0
1.618	5,361.2
2.618	5,295.2
4.250	5,187.5

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	5,505.3	5,471.7
PP	5,503.2	5,435.8
S1	5,501.0	5,400.0

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

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