DAX Index Future March 2010

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	5,674.5	5,733.0	58.5	1.0%	5,527.0
High	5,705.0	5,815.0	110.0	1.9%	5,725.5
Low	5,624.5	5,733.0	108.5	1.9%	5,527.0
Close	5,694.5	5,807.0	112.5	2.0%	5,694.5
Range	80.5	82.0	1.5	1.9%	198.5
ATR	110.4	111.1	0.7	0.7%	0.0
Volume	3,244	371	-2,873	-88.6%	7,794

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,031.0	6,001.0	5,852.1
R3	5,949.0	5,919.0	5,829.6
R2	5,867.0	5,867.0	5,822.0
R1	5,837.0	5,837.0	5,814.5	5,852.0
PP	5,785.0	5,785.0	5,785.0	5,792.5
S1	5,755.0	5,755.0	5,799.5	5,770.0
S2	5,703.0	5,703.0	5,792.0
S3	5,621.0	5,673.0	5,784.5
S4	5,539.0	5,591.0	5,761.9

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,244.5	6,168.0	5,803.7
R3	6,046.0	5,969.5	5,749.1
R2	5,847.5	5,847.5	5,730.9
R1	5,771.0	5,771.0	5,712.7	5,809.3
PP	5,649.0	5,649.0	5,649.0	5,668.1
S1	5,572.5	5,572.5	5,676.3	5,610.8
S2	5,450.5	5,450.5	5,658.1
S3	5,252.0	5,374.0	5,639.9
S4	5,053.5	5,175.5	5,585.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,815.0	5,604.0	211.0	3.6%	67.6	1.2%	96%	True	False	1,465
10	5,815.0	5,324.0	491.0	8.5%	87.7	1.5%	98%	True	False	964
20	5,895.0	5,324.0	571.0	9.8%	110.7	1.9%	85%	False	False	789
40	5,895.0	5,324.0	571.0	9.8%	103.3	1.8%	85%	False	False	770
60	5,895.0	5,275.0	620.0	10.7%	96.2	1.7%	86%	False	False	1,171
80	5,895.0	5,166.5	728.5	12.5%	98.0	1.7%	88%	False	False	931
100	5,895.0	4,558.0	1,337.0	23.0%	94.6	1.6%	93%	False	False	766

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	12.7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,163.5
2.618	6,029.7
1.618	5,947.7
1.000	5,897.0
0.618	5,865.7
HIGH	5,815.0
0.618	5,783.7
0.500	5,774.0
0.382	5,764.3
LOW	5,733.0
0.618	5,682.3
1.000	5,651.0
1.618	5,600.3
2.618	5,518.3
4.250	5,384.5

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	5,796.0	5,777.9
PP	5,785.0	5,748.8
S1	5,774.0	5,719.8

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

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