DAX Index Future December 2009

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	5,735.0	5,787.0	52.0	0.9%	5,528.5
High	5,816.5	5,814.0	-2.5	0.0%	5,730.5
Low	5,731.5	5,763.0	31.5	0.5%	5,528.5
Close	5,802.5	5,782.5	-20.0	-0.3%	5,690.0
Range	85.0	51.0	-34.0	-40.0%	202.0
ATR	119.1	114.2	-4.9	-4.1%	0.0
Volume	137,114	119,501	-17,613	-12.8%	702,850

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,939.5	5,912.0	5,810.6
R3	5,888.5	5,861.0	5,796.5
R2	5,837.5	5,837.5	5,791.9
R1	5,810.0	5,810.0	5,787.2	5,798.3
PP	5,786.5	5,786.5	5,786.5	5,780.6
S1	5,759.0	5,759.0	5,777.8	5,747.3
S2	5,735.5	5,735.5	5,773.2
S3	5,684.5	5,708.0	5,768.5
S4	5,633.5	5,657.0	5,754.5

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,255.7	6,174.8	5,801.1
R3	6,053.7	5,972.8	5,745.6
R2	5,851.7	5,851.7	5,727.0
R1	5,770.8	5,770.8	5,708.5	5,811.3
PP	5,649.7	5,649.7	5,649.7	5,669.9
S1	5,568.8	5,568.8	5,671.5	5,609.3
S2	5,447.7	5,447.7	5,653.0
S3	5,245.7	5,366.8	5,634.5
S4	5,043.7	5,164.8	5,578.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,816.5	5,616.5	200.0	3.5%	76.3	1.3%	83%	False	False	138,636
10	5,816.5	5,358.0	458.5	7.9%	94.7	1.6%	93%	False	False	146,675
20	5,862.5	5,316.0	546.5	9.5%	116.2	2.0%	85%	False	False	168,456
40	5,894.0	5,316.0	578.0	10.0%	112.0	1.9%	81%	False	False	162,147
60	5,894.0	5,268.5	625.5	10.8%	103.3	1.8%	82%	False	False	119,777
80	5,894.0	5,152.5	741.5	12.8%	105.3	1.8%	85%	False	False	90,121
100	5,894.0	4,540.0	1,354.0	23.4%	105.0	1.8%	92%	False	False	72,210
120	5,894.0	4,540.0	1,354.0	23.4%	105.2	1.8%	92%	False	False	60,476

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.7
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	6,030.8
2.618	5,947.5
1.618	5,896.5
1.000	5,865.0
0.618	5,845.5
HIGH	5,814.0
0.618	5,794.5
0.500	5,788.5
0.382	5,782.5
LOW	5,763.0
0.618	5,731.5
1.000	5,712.0
1.618	5,680.5
2.618	5,629.5
4.250	5,546.3

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	5,788.5	5,760.5
PP	5,786.5	5,738.5
S1	5,784.5	5,716.5

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

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