DAX Index Future December 2009

Trading Metrics calculated at close of trading on 13-Oct-2009

Day Change Summary
	Previous	Current
	12-Oct-2009	13-Oct-2009	Change	Change %	Previous Week
Open	5,733.0	5,773.0	40.0	0.7%	5,470.5
High	5,818.5	5,792.0	-26.5	-0.5%	5,751.0
Low	5,733.0	5,697.5	-35.5	-0.6%	5,442.0
Close	5,780.0	5,722.0	-58.0	-1.0%	5,710.5
Range	85.5	94.5	9.0	10.5%	309.0
ATR	106.7	105.8	-0.9	-0.8%	0.0
Volume	113,522	147,502	33,980	29.9%	703,210

Daily Pivots for day following 13-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,020.7	5,965.8	5,774.0
R3	5,926.2	5,871.3	5,748.0
R2	5,831.7	5,831.7	5,739.3
R1	5,776.8	5,776.8	5,730.7	5,757.0
PP	5,737.2	5,737.2	5,737.2	5,727.3
S1	5,682.3	5,682.3	5,713.3	5,662.5
S2	5,642.7	5,642.7	5,704.7
S3	5,548.2	5,587.8	5,696.0
S4	5,453.7	5,493.3	5,670.0

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,561.5	6,445.0	5,880.5
R3	6,252.5	6,136.0	5,795.5
R2	5,943.5	5,943.5	5,767.2
R1	5,827.0	5,827.0	5,738.8	5,885.3
PP	5,634.5	5,634.5	5,634.5	5,663.6
S1	5,518.0	5,518.0	5,682.2	5,576.3
S2	5,325.5	5,325.5	5,653.9
S3	5,016.5	5,209.0	5,625.5
S4	4,707.5	4,900.0	5,540.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,818.5	5,628.0	190.5	3.3%	77.5	1.4%	49%	False	False	131,937
10	5,818.5	5,442.0	376.5	6.6%	106.1	1.9%	74%	False	False	153,790
20	5,818.5	5,442.0	376.5	6.6%	100.1	1.7%	74%	False	False	145,788
40	5,818.5	5,165.0	653.5	11.4%	95.7	1.7%	85%	False	False	76,655
60	5,818.5	5,038.5	780.0	13.6%	102.1	1.8%	88%	False	False	51,425
80	5,818.5	4,540.0	1,278.5	22.3%	103.1	1.8%	92%	False	False	38,693
100	5,818.5	4,540.0	1,278.5	22.3%	103.3	1.8%	92%	False	False	31,303
120	5,818.5	4,540.0	1,278.5	22.3%	104.2	1.8%	92%	False	False	26,117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,193.6
2.618	6,039.4
1.618	5,944.9
1.000	5,886.5
0.618	5,850.4
HIGH	5,792.0
0.618	5,755.9
0.500	5,744.8
0.382	5,733.6
LOW	5,697.5
0.618	5,639.1
1.000	5,603.0
1.618	5,544.6
2.618	5,450.1
4.250	5,295.9

Fisher Pivots for day following 13-Oct-2009
Pivot	1 day	3 day
R1	5,744.8	5,747.3
PP	5,737.2	5,738.8
S1	5,729.6	5,730.4

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

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