DAX Index Future December 2009

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	5,857.5	5,856.0	-1.5	0.0%	5,824.0
High	5,893.0	5,901.0	8.0	0.1%	5,932.5
Low	5,823.0	5,844.5	21.5	0.4%	5,751.5
Close	5,856.5	5,883.7	27.2	0.5%	5,883.7
Range	70.0	56.5	-13.5	-19.3%	181.0
ATR	110.7	106.8	-3.9	-3.5%	0.0
Volume	170,256	27,696	-142,560	-83.7%	656,274

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,045.9	6,021.3	5,914.8
R3	5,989.4	5,964.8	5,899.2
R2	5,932.9	5,932.9	5,894.1
R1	5,908.3	5,908.3	5,888.9	5,920.6
PP	5,876.4	5,876.4	5,876.4	5,882.6
S1	5,851.8	5,851.8	5,878.5	5,864.1
S2	5,819.9	5,819.9	5,873.3
S3	5,763.4	5,795.3	5,868.2
S4	5,706.9	5,738.8	5,852.6

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,398.9	6,322.3	5,983.3
R3	6,217.9	6,141.3	5,933.5
R2	6,036.9	6,036.9	5,916.9
R1	5,960.3	5,960.3	5,900.3	5,998.6
PP	5,855.9	5,855.9	5,855.9	5,875.1
S1	5,779.3	5,779.3	5,867.1	5,817.6
S2	5,674.9	5,674.9	5,850.5
S3	5,493.9	5,598.3	5,833.9
S4	5,312.9	5,417.3	5,784.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,932.5	5,751.5	181.0	3.1%	79.3	1.3%	73%	False	False	131,254
10	5,932.5	5,604.5	328.0	5.6%	92.4	1.6%	85%	False	False	144,342
20	5,932.5	5,509.5	423.0	7.2%	104.1	1.8%	88%	False	False	146,136
40	5,932.5	5,316.0	616.5	10.5%	109.0	1.9%	92%	False	False	154,793
60	5,932.5	5,316.0	616.5	10.5%	108.4	1.8%	92%	False	False	155,494
80	5,932.5	5,268.5	664.0	11.3%	103.6	1.8%	93%	False	False	129,726
100	5,932.5	5,165.0	767.5	13.0%	104.0	1.8%	94%	False	False	103,985
120	5,932.5	4,540.0	1,392.5	23.7%	104.3	1.8%	96%	False	False	86,783

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.2
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	6,141.1
2.618	6,048.9
1.618	5,992.4
1.000	5,957.5
0.618	5,935.9
HIGH	5,901.0
0.618	5,879.4
0.500	5,872.8
0.382	5,866.1
LOW	5,844.5
0.618	5,809.6
1.000	5,788.0
1.618	5,753.1
2.618	5,696.6
4.250	5,604.4

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	5,880.1	5,878.6
PP	5,876.4	5,873.4
S1	5,872.8	5,868.3

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

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