DAX Index Future December 2009

Trading Metrics calculated at close of trading on 30-Oct-2009

Day Change Summary
	Previous	Current
	29-Oct-2009	30-Oct-2009	Change	Change %	Previous Week
Open	5,466.0	5,599.5	133.5	2.4%	5,775.0
High	5,616.0	5,603.5	-12.5	-0.2%	5,804.0
Low	5,463.0	5,382.5	-80.5	-1.5%	5,382.5
Close	5,593.5	5,403.5	-190.0	-3.4%	5,403.5
Range	153.0	221.0	68.0	44.4%	421.5
ATR	120.7	127.9	7.2	5.9%	0.0
Volume	171,675	214,550	42,875	25.0%	989,220

Daily Pivots for day following 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,126.2	5,985.8	5,525.1
R3	5,905.2	5,764.8	5,464.3
R2	5,684.2	5,684.2	5,444.0
R1	5,543.8	5,543.8	5,423.8	5,503.5
PP	5,463.2	5,463.2	5,463.2	5,443.0
S1	5,322.8	5,322.8	5,383.2	5,282.5
S2	5,242.2	5,242.2	5,363.0
S3	5,021.2	5,101.8	5,342.7
S4	4,800.2	4,880.8	5,282.0

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,794.5	6,520.5	5,635.3
R3	6,373.0	6,099.0	5,519.4
R2	5,951.5	5,951.5	5,480.8
R1	5,677.5	5,677.5	5,442.1	5,603.8
PP	5,530.0	5,530.0	5,530.0	5,493.1
S1	5,256.0	5,256.0	5,364.9	5,182.3
S2	5,108.5	5,108.5	5,326.2
S3	4,687.0	4,834.5	5,287.6
S4	4,265.5	4,413.0	5,171.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,804.0	5,382.5	421.5	7.8%	159.9	3.0%	5%	False	True	197,844
10	5,894.0	5,382.5	511.5	9.5%	136.4	2.5%	4%	False	True	181,346
20	5,894.0	5,382.5	511.5	9.5%	115.5	2.1%	4%	False	True	162,409
40	5,894.0	5,325.0	569.0	10.5%	106.5	2.0%	14%	False	False	133,284
60	5,894.0	5,165.0	729.0	13.5%	105.7	2.0%	33%	False	False	89,274
80	5,894.0	4,540.0	1,354.0	25.1%	106.5	2.0%	64%	False	False	67,156
100	5,894.0	4,540.0	1,354.0	25.1%	107.1	2.0%	64%	False	False	54,053
120	5,894.0	4,540.0	1,354.0	25.1%	106.7	2.0%	64%	False	False	45,135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.8
Widest range in 118 trading days

Fibonacci Retracements and Extensions
4.250	6,542.8
2.618	6,182.1
1.618	5,961.1
1.000	5,824.5
0.618	5,740.1
HIGH	5,603.5
0.618	5,519.1
0.500	5,493.0
0.382	5,466.9
LOW	5,382.5
0.618	5,245.9
1.000	5,161.5
1.618	5,024.9
2.618	4,803.9
4.250	4,443.3

Fisher Pivots for day following 30-Oct-2009
Pivot	1 day	3 day
R1	5,493.0	5,507.3
PP	5,463.2	5,472.7
S1	5,433.3	5,438.1

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

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