DAX Index Future December 2009

Trading Metrics calculated at close of trading on 04-Dec-2009

Day Change Summary
	Previous	Current
	03-Dec-2009	04-Dec-2009	Change	Change %	Previous Week
Open	5,830.0	5,744.0	-86.0	-1.5%	5,694.0
High	5,856.5	5,862.0	5.5	0.1%	5,862.0
Low	5,724.0	5,724.5	0.5	0.0%	5,608.0
Close	5,772.0	5,817.5	45.5	0.8%	5,817.5
Range	132.5	137.5	5.0	3.8%	254.0
ATR	121.0	122.2	1.2	1.0%	0.0
Volume	147,015	165,668	18,653	12.7%	751,754

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,213.8	6,153.2	5,893.1
R3	6,076.3	6,015.7	5,855.3
R2	5,938.8	5,938.8	5,842.7
R1	5,878.2	5,878.2	5,830.1	5,908.5
PP	5,801.3	5,801.3	5,801.3	5,816.5
S1	5,740.7	5,740.7	5,804.9	5,771.0
S2	5,663.8	5,663.8	5,792.3
S3	5,526.3	5,603.2	5,779.7
S4	5,388.8	5,465.7	5,741.9

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,524.5	6,425.0	5,957.2
R3	6,270.5	6,171.0	5,887.4
R2	6,016.5	6,016.5	5,864.1
R1	5,917.0	5,917.0	5,840.8	5,966.8
PP	5,762.5	5,762.5	5,762.5	5,787.4
S1	5,663.0	5,663.0	5,794.2	5,712.8
S2	5,508.5	5,508.5	5,770.9
S3	5,254.5	5,409.0	5,747.7
S4	5,000.5	5,155.0	5,677.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,862.0	5,608.0	254.0	4.4%	113.4	1.9%	82%	True	False	150,350
10	5,862.0	5,509.5	352.5	6.1%	115.8	2.0%	87%	True	False	147,931
20	5,862.0	5,411.0	451.0	7.8%	101.7	1.7%	90%	True	False	144,329
40	5,894.0	5,316.0	578.0	9.9%	110.9	1.9%	87%	False	False	156,597
60	5,894.0	5,316.0	578.0	9.9%	106.8	1.8%	87%	False	False	147,922
80	5,894.0	5,165.0	729.0	12.5%	104.4	1.8%	90%	False	False	111,855
100	5,894.0	4,910.0	984.0	16.9%	105.2	1.8%	92%	False	False	89,641
120	5,894.0	4,540.0	1,354.0	23.3%	106.4	1.8%	94%	False	False	74,870

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	17.9
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,446.4
2.618	6,222.0
1.618	6,084.5
1.000	5,999.5
0.618	5,947.0
HIGH	5,862.0
0.618	5,809.5
0.500	5,793.3
0.382	5,777.0
LOW	5,724.5
0.618	5,639.5
1.000	5,587.0
1.618	5,502.0
2.618	5,364.5
4.250	5,140.1

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	5,809.4	5,809.3
PP	5,801.3	5,801.2
S1	5,793.3	5,793.0

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

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