DAX Index Future June 2007

Trading Metrics calculated at close of trading on 20-Oct-2006

Day Change Summary
	Previous	Current
	19-Oct-2006	20-Oct-2006	Change	Change %	Previous Week
Open	6,310.0	6,342.5	32.5	0.5%	6,342.5
High	6,350.5	6,366.5	16.0	0.3%	6,366.5
Low	6,309.0	6,332.5	23.5	0.4%	6,260.0
Close	6,333.5	6,354.0	20.5	0.3%	6,354.0
Range	41.5	34.0	-7.5	-18.1%	106.5
ATR	57.6	55.9	-1.7	-2.9%	0.0
Volume	121	368	247	204.1%	1,260

Daily Pivots for day following 20-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	6,453.0	6,437.5	6,372.7
R3	6,419.0	6,403.5	6,363.4
R2	6,385.0	6,385.0	6,360.2
R1	6,369.5	6,369.5	6,357.1	6,377.3
PP	6,351.0	6,351.0	6,351.0	6,354.9
S1	6,335.5	6,335.5	6,350.9	6,343.3
S2	6,317.0	6,317.0	6,347.8
S3	6,283.0	6,301.5	6,344.7
S4	6,249.0	6,267.5	6,335.3

Weekly Pivots for week ending 20-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	6,646.3	6,606.7	6,412.6
R3	6,539.8	6,500.2	6,383.3
R2	6,433.3	6,433.3	6,373.5
R1	6,393.7	6,393.7	6,363.8	6,413.5
PP	6,326.8	6,326.8	6,326.8	6,336.8
S1	6,287.2	6,287.2	6,344.2	6,307.0
S2	6,220.3	6,220.3	6,334.5
S3	6,113.8	6,180.7	6,324.7
S4	6,007.3	6,074.2	6,295.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,366.5	6,260.0	106.5	1.7%	49.0	0.8%	88%	True	False	252
10	6,366.5	6,210.5	156.0	2.5%	48.0	0.8%	92%	True	False	338
20	6,366.5	6,026.0	340.5	5.4%	48.4	0.8%	96%	True	False	293

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	12.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,511.0
2.618	6,455.5
1.618	6,421.5
1.000	6,400.5
0.618	6,387.5
HIGH	6,366.5
0.618	6,353.5
0.500	6,349.5
0.382	6,345.5
LOW	6,332.5
0.618	6,311.5
1.000	6,298.5
1.618	6,277.5
2.618	6,243.5
4.250	6,188.0

Fisher Pivots for day following 20-Oct-2006
Pivot	1 day	3 day
R1	6,352.5	6,346.1
PP	6,351.0	6,338.2
S1	6,349.5	6,330.3

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

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