DAX Index Future March 2010

Trading Metrics calculated at close of trading on 07-Jan-2010

Day Change Summary
	Previous	Current
	06-Jan-2010	07-Jan-2010	Change	Change %	Previous Week
Open	6,035.0	6,027.5	-7.5	-0.1%	6,035.0
High	6,053.5	6,046.0	-7.5	-0.1%	6,040.0
Low	6,004.0	5,966.0	-38.0	-0.6%	5,956.5
Close	6,036.5	6,029.5	-7.0	-0.1%	5,959.5
Range	49.5	80.0	30.5	61.6%	83.5
ATR	88.7	88.1	-0.6	-0.7%	0.0
Volume	99,350	127,304	27,954	28.1%	106,338

Daily Pivots for day following 07-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,253.8	6,221.7	6,073.5
R3	6,173.8	6,141.7	6,051.5
R2	6,093.8	6,093.8	6,044.2
R1	6,061.7	6,061.7	6,036.8	6,077.8
PP	6,013.8	6,013.8	6,013.8	6,021.9
S1	5,981.7	5,981.7	6,022.2	5,997.8
S2	5,933.8	5,933.8	6,014.8
S3	5,853.8	5,901.7	6,007.5
S4	5,773.8	5,821.7	5,985.5

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,235.8	6,181.2	6,005.4
R3	6,152.3	6,097.7	5,982.5
R2	6,068.8	6,068.8	5,974.8
R1	6,014.2	6,014.2	5,967.2	5,999.8
PP	5,985.3	5,985.3	5,985.3	5,978.1
S1	5,930.7	5,930.7	5,951.8	5,916.3
S2	5,901.8	5,901.8	5,944.2
S3	5,818.3	5,847.2	5,936.5
S4	5,734.8	5,763.7	5,913.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,064.5	5,956.5	108.0	1.8%	64.1	1.1%	68%	False	False	89,778
10	6,064.5	5,824.0	240.5	4.0%	59.9	1.0%	85%	False	False	84,223
20	6,064.5	5,611.0	453.5	7.5%	78.4	1.3%	92%	False	False	53,703
40	6,064.5	5,417.0	647.5	10.7%	87.1	1.4%	95%	False	False	27,297
60	6,064.5	5,324.0	740.5	12.3%	95.2	1.6%	95%	False	False	18,408
80	6,064.5	5,324.0	740.5	12.3%	94.2	1.6%	95%	False	False	14,306
100	6,064.5	5,171.0	893.5	14.8%	93.6	1.6%	96%	False	False	11,551
120	6,064.5	4,975.0	1,089.5	18.1%	94.4	1.6%	97%	False	False	9,655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	13.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,386.0
2.618	6,255.4
1.618	6,175.4
1.000	6,126.0
0.618	6,095.4
HIGH	6,046.0
0.618	6,015.4
0.500	6,006.0
0.382	5,996.6
LOW	5,966.0
0.618	5,916.6
1.000	5,886.0
1.618	5,836.6
2.618	5,756.6
4.250	5,626.0

Fisher Pivots for day following 07-Jan-2010
Pivot	1 day	3 day
R1	6,021.7	6,024.8
PP	6,013.8	6,020.0
S1	6,006.0	6,015.3

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

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