DAX Index Future March 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	6,060.0	6,085.0	25.0	0.4%	6,003.0
High	6,063.0	6,100.5	37.5	0.6%	6,064.5
Low	5,975.5	6,036.0	60.5	1.0%	5,966.0
Close	6,045.5	6,038.5	-7.0	-0.1%	6,045.5
Range	87.5	64.5	-23.0	-26.3%	98.5
ATR	88.1	86.4	-1.7	-1.9%	0.0
Volume	135,006	108,181	-26,825	-19.9%	557,400

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,251.8	6,209.7	6,074.0
R3	6,187.3	6,145.2	6,056.2
R2	6,122.8	6,122.8	6,050.3
R1	6,080.7	6,080.7	6,044.4	6,069.5
PP	6,058.3	6,058.3	6,058.3	6,052.8
S1	6,016.2	6,016.2	6,032.6	6,005.0
S2	5,993.8	5,993.8	6,026.7
S3	5,929.3	5,951.7	6,020.8
S4	5,864.8	5,887.2	6,003.0

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,320.8	6,281.7	6,099.7
R3	6,222.3	6,183.2	6,072.6
R2	6,123.8	6,123.8	6,063.6
R1	6,084.7	6,084.7	6,054.5	6,104.3
PP	6,025.3	6,025.3	6,025.3	6,035.1
S1	5,986.2	5,986.2	6,036.5	6,005.8
S2	5,926.8	5,926.8	6,027.4
S3	5,828.3	5,887.7	6,018.4
S4	5,729.8	5,789.2	5,991.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,100.5	5,966.0	134.5	2.2%	65.8	1.1%	54%	True	False	112,924
10	6,100.5	5,942.0	158.5	2.6%	61.1	1.0%	61%	True	False	83,028
20	6,100.5	5,611.0	489.5	8.1%	76.2	1.3%	87%	True	False	65,705
40	6,100.5	5,519.0	581.5	9.6%	85.0	1.4%	89%	True	False	33,342
60	6,100.5	5,324.0	776.5	12.9%	95.6	1.6%	92%	True	False	22,438
80	6,100.5	5,324.0	776.5	12.9%	94.2	1.6%	92%	True	False	17,291
100	6,100.5	5,171.0	929.5	15.4%	92.7	1.5%	93%	True	False	13,981
120	6,100.5	5,057.5	1,043.0	17.3%	95.0	1.6%	94%	True	False	11,679

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	10.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,374.6
2.618	6,269.4
1.618	6,204.9
1.000	6,165.0
0.618	6,140.4
HIGH	6,100.5
0.618	6,075.9
0.500	6,068.3
0.382	6,060.6
LOW	6,036.0
0.618	5,996.1
1.000	5,971.5
1.618	5,931.6
2.618	5,867.1
4.250	5,761.9

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	6,068.3	6,036.8
PP	6,058.3	6,035.0
S1	6,048.4	6,033.3

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

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