DAX Index Future March 2010

Trading Metrics calculated at close of trading on 13-Jan-2010

Day Change Summary
	Previous	Current
	12-Jan-2010	13-Jan-2010	Change	Change %	Previous Week
Open	6,056.0	5,945.5	-110.5	-1.8%	6,003.0
High	6,061.5	6,010.0	-51.5	-0.8%	6,064.5
Low	5,922.5	5,931.0	8.5	0.1%	5,966.0
Close	5,952.5	5,970.5	18.0	0.3%	6,045.5
Range	139.0	79.0	-60.0	-43.2%	98.5
ATR	90.1	89.3	-0.8	-0.9%	0.0
Volume	179,036	108,014	-71,022	-39.7%	557,400

Daily Pivots for day following 13-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,207.5	6,168.0	6,014.0
R3	6,128.5	6,089.0	5,992.2
R2	6,049.5	6,049.5	5,985.0
R1	6,010.0	6,010.0	5,977.7	6,029.8
PP	5,970.5	5,970.5	5,970.5	5,980.4
S1	5,931.0	5,931.0	5,963.3	5,950.8
S2	5,891.5	5,891.5	5,956.0
S3	5,812.5	5,852.0	5,948.8
S4	5,733.5	5,773.0	5,927.1

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	5,922.5	178.0	3.0%	90.0	1.5%	27%	False	False	131,508
10	6,100.5	5,922.5	178.0	3.0%	72.4	1.2%	27%	False	False	102,185
20	6,100.5	5,644.0	456.5	7.6%	74.0	1.2%	72%	False	False	79,609
40	6,100.5	5,519.0	581.5	9.7%	88.1	1.5%	78%	False	False	40,457
60	6,100.5	5,324.0	776.5	13.0%	96.3	1.6%	83%	False	False	27,179
80	6,100.5	5,324.0	776.5	13.0%	95.0	1.6%	83%	False	False	20,779
100	6,100.5	5,275.0	825.5	13.8%	93.5	1.6%	84%	False	False	16,845
120	6,100.5	5,117.0	983.5	16.5%	95.3	1.6%	87%	False	False	14,070

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,345.8
2.618	6,216.8
1.618	6,137.8
1.000	6,089.0
0.618	6,058.8
HIGH	6,010.0
0.618	5,979.8
0.500	5,970.5
0.382	5,961.2
LOW	5,931.0
0.618	5,882.2
1.000	5,852.0
1.618	5,803.2
2.618	5,724.2
4.250	5,595.3

Fisher Pivots for day following 13-Jan-2010
Pivot	1 day	3 day
R1	5,970.5	6,011.5
PP	5,970.5	5,997.8
S1	5,970.5	5,984.2

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

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