DAX Index Future September 2009

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	5,625.5	5,650.0	24.5	0.4%	5,473.0
High	5,650.0	5,729.0	79.0	1.4%	5,653.5
Low	5,583.0	5,641.5	58.5	1.0%	5,449.5
Close	5,620.5	5,694.0	73.5	1.3%	5,624.0
Range	67.0	87.5	20.5	30.6%	204.0
ATR	109.9	109.8	-0.1	-0.1%	0.0
Volume	167,328	183,270	15,942	9.5%	560,226

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,950.7	5,909.8	5,742.1
R3	5,863.2	5,822.3	5,718.1
R2	5,775.7	5,775.7	5,710.0
R1	5,734.8	5,734.8	5,702.0	5,755.3
PP	5,688.2	5,688.2	5,688.2	5,698.4
S1	5,647.3	5,647.3	5,686.0	5,667.8
S2	5,600.7	5,600.7	5,678.0
S3	5,513.2	5,559.8	5,669.9
S4	5,425.7	5,472.3	5,645.9

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,187.7	6,109.8	5,736.2
R3	5,983.7	5,905.8	5,680.1
R2	5,779.7	5,779.7	5,661.4
R1	5,701.8	5,701.8	5,642.7	5,740.8
PP	5,575.7	5,575.7	5,575.7	5,595.1
S1	5,497.8	5,497.8	5,605.3	5,536.8
S2	5,371.7	5,371.7	5,586.6
S3	5,167.7	5,293.8	5,567.9
S4	4,963.7	5,089.8	5,511.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,729.0	5,532.0	197.0	3.5%	80.8	1.4%	82%	True	False	158,709
10	5,729.0	5,263.5	465.5	8.2%	86.8	1.5%	92%	True	False	149,493
20	5,729.0	5,160.0	569.0	10.0%	99.0	1.7%	94%	True	False	141,209
40	5,729.0	5,050.5	678.5	11.9%	110.7	1.9%	95%	True	False	134,123
60	5,729.0	4,521.0	1,208.0	21.2%	112.6	2.0%	97%	True	False	135,801
80	5,729.0	4,521.0	1,208.0	21.2%	111.9	2.0%	97%	True	False	107,997
100	5,729.0	4,521.0	1,208.0	21.2%	113.5	2.0%	97%	True	False	86,513
120	5,729.0	3,984.5	1,744.5	30.6%	115.8	2.0%	98%	True	False	72,171

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,100.9
2.618	5,958.1
1.618	5,870.6
1.000	5,816.5
0.618	5,783.1
HIGH	5,729.0
0.618	5,695.6
0.500	5,685.3
0.382	5,674.9
LOW	5,641.5
0.618	5,587.4
1.000	5,554.0
1.618	5,499.9
2.618	5,412.4
4.250	5,269.6

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	5,691.1	5,672.8
PP	5,688.2	5,651.7
S1	5,685.3	5,630.5

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

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