DAX Index Future September 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	5,329.0	5,309.0	-20.0	-0.4%	5,493.0
High	5,340.5	5,367.0	26.5	0.5%	5,578.5
Low	5,263.5	5,277.0	13.5	0.3%	5,432.0
Close	5,320.0	5,300.5	-19.5	-0.4%	5,516.0
Range	77.0	90.0	13.0	16.9%	146.5
ATR	118.4	116.4	-2.0	-1.7%	0.0
Volume	162,795	121,807	-40,988	-25.2%	618,616

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,584.8	5,532.7	5,350.0
R3	5,494.8	5,442.7	5,325.3
R2	5,404.8	5,404.8	5,317.0
R1	5,352.7	5,352.7	5,308.8	5,333.8
PP	5,314.8	5,314.8	5,314.8	5,305.4
S1	5,262.7	5,262.7	5,292.3	5,243.8
S2	5,224.8	5,224.8	5,284.0
S3	5,134.8	5,172.7	5,275.8
S4	5,044.8	5,082.7	5,251.0

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,948.3	5,878.7	5,596.6
R3	5,801.8	5,732.2	5,556.3
R2	5,655.3	5,655.3	5,542.9
R1	5,585.7	5,585.7	5,529.4	5,620.5
PP	5,508.8	5,508.8	5,508.8	5,526.3
S1	5,439.2	5,439.2	5,502.6	5,474.0
S2	5,362.3	5,362.3	5,489.1
S3	5,215.8	5,292.7	5,475.7
S4	5,069.3	5,146.2	5,435.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,576.0	5,263.5	312.5	5.9%	104.1	2.0%	12%	False	False	140,493
10	5,578.5	5,263.5	315.0	5.9%	108.9	2.1%	12%	False	False	135,641
20	5,578.5	5,160.0	418.5	7.9%	113.7	2.1%	34%	False	False	131,281
40	5,578.5	4,521.0	1,057.5	20.0%	115.7	2.2%	74%	False	False	131,528
60	5,578.5	4,521.0	1,057.5	20.0%	115.6	2.2%	74%	False	False	123,433
80	5,578.5	4,521.0	1,057.5	20.0%	115.2	2.2%	74%	False	False	92,944
100	5,578.5	4,413.0	1,165.5	22.0%	116.2	2.2%	76%	False	False	74,440
120	5,578.5	3,965.0	1,613.5	30.4%	117.6	2.2%	83%	False	False	62,385

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,749.5
2.618	5,602.6
1.618	5,512.6
1.000	5,457.0
0.618	5,422.6
HIGH	5,367.0
0.618	5,332.6
0.500	5,322.0
0.382	5,311.4
LOW	5,277.0
0.618	5,221.4
1.000	5,187.0
1.618	5,131.4
2.618	5,041.4
4.250	4,894.5

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	5,322.0	5,388.8
PP	5,314.8	5,359.3
S1	5,307.7	5,329.9

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

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