DAX Index Future September 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	5,323.0	5,473.0	150.0	2.8%	5,480.0
High	5,431.5	5,504.0	72.5	1.3%	5,514.0
Low	5,321.0	5,454.5	133.5	2.5%	5,263.5
Close	5,368.5	5,481.5	113.0	2.1%	5,368.5
Range	110.5	49.5	-61.0	-55.2%	250.5
ATR	117.4	118.7	1.3	1.1%	0.0
Volume	144,842	109,816	-35,026	-24.2%	735,361

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,628.5	5,604.5	5,508.7
R3	5,579.0	5,555.0	5,495.1
R2	5,529.5	5,529.5	5,490.6
R1	5,505.5	5,505.5	5,486.0	5,517.5
PP	5,480.0	5,480.0	5,480.0	5,486.0
S1	5,456.0	5,456.0	5,477.0	5,468.0
S2	5,430.5	5,430.5	5,472.4
S3	5,381.0	5,406.5	5,467.9
S4	5,331.5	5,357.0	5,454.3

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,133.5	6,001.5	5,506.3
R3	5,883.0	5,751.0	5,437.4
R2	5,632.5	5,632.5	5,414.4
R1	5,500.5	5,500.5	5,391.5	5,441.3
PP	5,382.0	5,382.0	5,382.0	5,352.4
S1	5,250.0	5,250.0	5,345.5	5,190.8
S2	5,131.5	5,131.5	5,322.6
S3	4,881.0	4,999.5	5,299.6
S4	4,630.5	4,749.0	5,230.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,514.0	5,263.5	250.5	4.6%	107.6	2.0%	87%	False	False	149,436
10	5,578.5	5,263.5	315.0	5.7%	98.3	1.8%	69%	False	False	134,958
20	5,578.5	5,160.0	418.5	7.6%	110.6	2.0%	77%	False	False	132,593
40	5,578.5	4,704.5	874.0	15.9%	111.9	2.0%	89%	False	False	130,677
60	5,578.5	4,521.0	1,057.5	19.3%	115.8	2.1%	91%	False	False	127,467
80	5,578.5	4,521.0	1,057.5	19.3%	114.7	2.1%	91%	False	False	96,111
100	5,578.5	4,413.0	1,165.5	21.3%	115.6	2.1%	92%	False	False	76,971
120	5,578.5	3,965.0	1,613.5	29.4%	117.3	2.1%	94%	False	False	64,450

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	16.7
Narrowest range in 141 trading days

Fibonacci Retracements and Extensions
4.250	5,714.4
2.618	5,633.6
1.618	5,584.1
1.000	5,553.5
0.618	5,534.6
HIGH	5,504.0
0.618	5,485.1
0.500	5,479.3
0.382	5,473.4
LOW	5,454.5
0.618	5,423.9
1.000	5,405.0
1.618	5,374.4
2.618	5,324.9
4.250	5,244.1

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	5,480.8	5,451.2
PP	5,480.0	5,420.8
S1	5,479.3	5,390.5

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

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