DAX Index Future March 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	6,037.0	6,014.0	-23.0	-0.4%	5,941.5
High	6,040.0	6,017.5	-22.5	-0.4%	5,998.5
Low	6,007.0	5,956.5	-50.5	-0.8%	5,934.5
Close	6,009.0	5,959.5	-49.5	-0.8%	5,958.0
Range	33.0	61.0	28.0	84.8%	64.0
ATR	97.1	94.5	-2.6	-2.7%	0.0
Volume	42,721	26,500	-16,221	-38.0%	161,551

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,160.8	6,121.2	5,993.1
R3	6,099.8	6,060.2	5,976.3
R2	6,038.8	6,038.8	5,970.7
R1	5,999.2	5,999.2	5,965.1	5,988.5
PP	5,977.8	5,977.8	5,977.8	5,972.5
S1	5,938.2	5,938.2	5,953.9	5,927.5
S2	5,916.8	5,916.8	5,948.3
S3	5,855.8	5,877.2	5,942.7
S4	5,794.8	5,816.2	5,926.0

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,155.7	6,120.8	5,993.2
R3	6,091.7	6,056.8	5,975.6
R2	6,027.7	6,027.7	5,969.7
R1	5,992.8	5,992.8	5,963.9	6,010.3
PP	5,963.7	5,963.7	5,963.7	5,972.4
S1	5,928.8	5,928.8	5,952.1	5,946.3
S2	5,899.7	5,899.7	5,946.3
S3	5,835.7	5,864.8	5,940.4
S4	5,771.7	5,800.8	5,922.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,040.0	5,934.5	105.5	1.8%	50.9	0.9%	24%	False	False	53,577
10	6,040.0	5,759.5	280.5	4.7%	67.3	1.1%	71%	False	False	62,644
20	6,040.0	5,611.0	429.0	7.2%	85.5	1.4%	81%	False	False	32,733
40	6,040.0	5,324.0	716.0	12.0%	91.4	1.5%	89%	False	False	16,767
60	6,040.0	5,324.0	716.0	12.0%	96.7	1.6%	89%	False	False	11,427
80	6,040.0	5,324.0	716.0	12.0%	94.8	1.6%	89%	False	False	9,101
100	6,040.0	5,171.0	869.0	14.6%	95.4	1.6%	91%	False	False	7,332
120	6,040.0	4,558.0	1,482.0	24.9%	96.3	1.6%	95%	False	False	6,139

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.9
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,276.8
2.618	6,177.2
1.618	6,116.2
1.000	6,078.5
0.618	6,055.2
HIGH	6,017.5
0.618	5,994.2
0.500	5,987.0
0.382	5,979.8
LOW	5,956.5
0.618	5,918.8
1.000	5,895.5
1.618	5,857.8
2.618	5,796.8
4.250	5,697.3

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	5,987.0	5,998.3
PP	5,977.8	5,985.3
S1	5,968.7	5,972.4

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

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