DAX Index Future March 2010

Trading Metrics calculated at close of trading on 10-Nov-2009

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	5,527.0	5,654.5	127.5	2.3%	5,420.0
High	5,650.0	5,654.5	4.5	0.1%	5,530.0
Low	5,527.0	5,604.0	77.0	1.4%	5,324.0
Close	5,624.5	5,623.0	-1.5	0.0%	5,493.5
Range	123.0	50.5	-72.5	-58.9%	206.0
ATR	123.0	117.8	-5.2	-4.2%	0.0
Volume	838	156	-682	-81.4%	1,740

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,778.7	5,751.3	5,650.8
R3	5,728.2	5,700.8	5,636.9
R2	5,677.7	5,677.7	5,632.3
R1	5,650.3	5,650.3	5,627.6	5,638.8
PP	5,627.2	5,627.2	5,627.2	5,621.4
S1	5,599.8	5,599.8	5,618.4	5,588.3
S2	5,576.7	5,576.7	5,613.7
S3	5,526.2	5,549.3	5,609.1
S4	5,475.7	5,498.8	5,595.2

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,067.2	5,986.3	5,606.8
R3	5,861.2	5,780.3	5,550.2
R2	5,655.2	5,655.2	5,531.3
R1	5,574.3	5,574.3	5,512.4	5,614.8
PP	5,449.2	5,449.2	5,449.2	5,469.4
S1	5,368.3	5,368.3	5,474.6	5,408.8
S2	5,243.2	5,243.2	5,455.7
S3	5,037.2	5,162.3	5,436.9
S4	4,831.2	4,956.3	5,380.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,654.5	5,367.5	287.0	5.1%	103.3	1.8%	89%	True	False	414
10	5,654.5	5,324.0	330.5	5.9%	124.7	2.2%	90%	True	False	590
20	5,895.0	5,324.0	571.0	10.2%	115.1	2.0%	52%	False	False	622
40	5,895.0	5,324.0	571.0	10.2%	103.1	1.8%	52%	False	False	1,178
60	5,895.0	5,171.0	724.0	12.9%	97.9	1.7%	62%	False	False	1,067
80	5,895.0	5,065.0	830.0	14.8%	99.4	1.8%	67%	False	False	849
100	5,895.0	4,558.0	1,337.0	23.8%	93.8	1.7%	80%	False	False	697

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	14.1
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	5,869.1
2.618	5,786.7
1.618	5,736.2
1.000	5,705.0
0.618	5,685.7
HIGH	5,654.5
0.618	5,635.2
0.500	5,629.3
0.382	5,623.3
LOW	5,604.0
0.618	5,572.8
1.000	5,553.5
1.618	5,522.3
2.618	5,471.8
4.250	5,389.4

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	5,629.3	5,593.9
PP	5,627.2	5,564.8
S1	5,625.1	5,535.8

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

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