DAX Index Future December 2009

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	5,704.0	5,712.0	8.0	0.1%	5,569.0
High	5,754.0	5,756.5	2.5	0.0%	5,764.0
Low	5,692.0	5,671.5	-20.5	-0.4%	5,535.0
Close	5,708.5	5,696.0	-12.5	-0.2%	5,718.0
Range	62.0	85.0	23.0	37.1%	229.0
ATR	97.0	96.1	-0.9	-0.9%	0.0
Volume	116,128	130,925	14,797	12.7%	375,678

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,963.0	5,914.5	5,742.8
R3	5,878.0	5,829.5	5,719.4
R2	5,793.0	5,793.0	5,711.6
R1	5,744.5	5,744.5	5,703.8	5,726.3
PP	5,708.0	5,708.0	5,708.0	5,698.9
S1	5,659.5	5,659.5	5,688.2	5,641.3
S2	5,623.0	5,623.0	5,680.4
S3	5,538.0	5,574.5	5,672.6
S4	5,453.0	5,489.5	5,649.3

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,359.3	6,267.7	5,844.0
R3	6,130.3	6,038.7	5,781.0
R2	5,901.3	5,901.3	5,760.0
R1	5,809.7	5,809.7	5,739.0	5,855.5
PP	5,672.3	5,672.3	5,672.3	5,695.3
S1	5,580.7	5,580.7	5,697.0	5,626.5
S2	5,443.3	5,443.3	5,676.0
S3	5,214.3	5,351.7	5,655.0
S4	4,985.3	5,122.7	5,592.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,764.0	5,617.0	147.0	2.6%	71.3	1.3%	54%	False	False	126,049
10	5,764.0	5,535.0	229.0	4.0%	74.7	1.3%	70%	False	False	78,825
20	5,764.0	5,268.5	495.5	8.7%	84.4	1.5%	86%	False	False	41,505
40	5,764.0	5,152.5	611.5	10.7%	97.3	1.7%	89%	False	False	21,349
60	5,764.0	4,540.0	1,224.0	21.5%	99.6	1.7%	94%	False	False	14,431
80	5,764.0	4,540.0	1,224.0	21.5%	102.0	1.8%	94%	False	False	11,269
100	5,764.0	4,540.0	1,224.0	21.5%	104.1	1.8%	94%	False	False	9,064
120	5,764.0	4,266.5	1,497.5	26.3%	103.7	1.8%	95%	False	False	7,568

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,117.8
2.618	5,979.0
1.618	5,894.0
1.000	5,841.5
0.618	5,809.0
HIGH	5,756.5
0.618	5,724.0
0.500	5,714.0
0.382	5,704.0
LOW	5,671.5
0.618	5,619.0
1.000	5,586.5
1.618	5,534.0
2.618	5,449.0
4.250	5,310.3

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	5,714.0	5,692.9
PP	5,708.0	5,689.8
S1	5,702.0	5,686.8

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

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