DAX Index Future December 2009

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

Day Change Summary
	Previous	Current
	07-Oct-2009	08-Oct-2009	Change	Change %	Previous Week
Open	5,640.0	5,721.0	81.0	1.4%	5,566.0
High	5,695.0	5,733.5	38.5	0.7%	5,759.0
Low	5,628.0	5,668.0	40.0	0.7%	5,443.5
Close	5,653.5	5,712.5	59.0	1.0%	5,484.0
Range	67.0	65.5	-1.5	-2.2%	315.5
ATR	111.3	109.0	-2.2	-2.0%	0.0
Volume	126,842	146,661	19,819	15.6%	894,855

Daily Pivots for day following 08-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,901.2	5,872.3	5,748.5
R3	5,835.7	5,806.8	5,730.5
R2	5,770.2	5,770.2	5,724.5
R1	5,741.3	5,741.3	5,718.5	5,723.0
PP	5,704.7	5,704.7	5,704.7	5,695.5
S1	5,675.8	5,675.8	5,706.5	5,657.5
S2	5,639.2	5,639.2	5,700.5
S3	5,573.7	5,610.3	5,694.5
S4	5,508.2	5,544.8	5,676.5

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,508.7	6,311.8	5,657.5
R3	6,193.2	5,996.3	5,570.8
R2	5,877.7	5,877.7	5,541.8
R1	5,680.8	5,680.8	5,512.9	5,621.5
PP	5,562.2	5,562.2	5,562.2	5,532.5
S1	5,365.3	5,365.3	5,455.1	5,306.0
S2	5,246.7	5,246.7	5,426.2
S3	4,931.2	5,049.8	5,397.2
S4	4,615.7	4,734.3	5,310.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,733.5	5,442.0	291.5	5.1%	96.0	1.7%	93%	True	False	153,620
10	5,759.0	5,442.0	317.0	5.5%	114.5	2.0%	85%	False	False	162,230
20	5,764.0	5,442.0	322.0	5.6%	98.4	1.7%	84%	False	False	130,570
40	5,764.0	5,165.0	599.0	10.5%	97.8	1.7%	91%	False	False	67,113
60	5,764.0	4,910.0	854.0	14.9%	101.5	1.8%	94%	False	False	45,003
80	5,764.0	4,540.0	1,224.0	21.4%	104.1	1.8%	96%	False	False	34,006
100	5,764.0	4,540.0	1,224.0	21.4%	103.5	1.8%	96%	False	False	27,447
120	5,764.0	4,540.0	1,224.0	21.4%	104.0	1.8%	96%	False	False	22,900

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	19.2
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,011.9
2.618	5,905.0
1.618	5,839.5
1.000	5,799.0
0.618	5,774.0
HIGH	5,733.5
0.618	5,708.5
0.500	5,700.8
0.382	5,693.0
LOW	5,668.0
0.618	5,627.5
1.000	5,602.5
1.618	5,562.0
2.618	5,496.5
4.250	5,389.6

Fisher Pivots for day following 08-Oct-2009
Pivot	1 day	3 day
R1	5,708.6	5,683.8
PP	5,704.7	5,655.0
S1	5,700.8	5,626.3

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

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