DAX Index Future December 2009

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	5,795.0	5,670.0	-125.0	-2.2%	5,694.0
High	5,812.0	5,719.5	-92.5	-1.6%	5,862.0
Low	5,657.5	5,604.5	-53.0	-0.9%	5,608.0
Close	5,695.0	5,657.5	-37.5	-0.7%	5,817.5
Range	154.5	115.0	-39.5	-25.6%	254.0
ATR	121.3	120.8	-0.4	-0.4%	0.0
Volume	189,277	190,849	1,572	0.8%	751,754

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,005.5	5,946.5	5,720.8
R3	5,890.5	5,831.5	5,689.1
R2	5,775.5	5,775.5	5,678.6
R1	5,716.5	5,716.5	5,668.0	5,688.5
PP	5,660.5	5,660.5	5,660.5	5,646.5
S1	5,601.5	5,601.5	5,647.0	5,573.5
S2	5,545.5	5,545.5	5,636.4
S3	5,430.5	5,486.5	5,625.9
S4	5,315.5	5,371.5	5,594.3

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	5,604.5	257.5	4.6%	122.0	2.2%	21%	False	True	163,207
10	5,862.0	5,509.5	352.5	6.2%	120.2	2.1%	42%	False	False	157,746
20	5,862.0	5,509.5	352.5	6.2%	103.3	1.8%	42%	False	False	147,326
40	5,894.0	5,316.0	578.0	10.2%	113.0	2.0%	59%	False	False	159,527
60	5,894.0	5,316.0	578.0	10.2%	108.7	1.9%	59%	False	False	154,947
80	5,894.0	5,165.0	729.0	12.9%	104.4	1.8%	68%	False	False	118,091
100	5,894.0	5,038.5	855.5	15.1%	106.5	1.9%	72%	False	False	94,666
120	5,894.0	4,540.0	1,354.0	23.9%	106.4	1.9%	83%	False	False	78,971

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	24.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,208.3
2.618	6,020.6
1.618	5,905.6
1.000	5,834.5
0.618	5,790.6
HIGH	5,719.5
0.618	5,675.6
0.500	5,662.0
0.382	5,648.4
LOW	5,604.5
0.618	5,533.4
1.000	5,489.5
1.618	5,418.4
2.618	5,303.4
4.250	5,115.8

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	5,662.0	5,709.5
PP	5,660.5	5,692.2
S1	5,659.0	5,674.8

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

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