DAX Index Future March 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	6,011.5	5,995.5	-16.0	-0.3%	6,085.0
High	6,016.5	6,033.0	16.5	0.3%	6,100.5
Low	5,955.0	5,864.0	-91.0	-1.5%	5,864.0
Close	5,990.0	5,877.0	-113.0	-1.9%	5,877.0
Range	61.5	169.0	107.5	174.8%	236.5
ATR	87.4	93.2	5.8	6.7%	0.0
Volume	125,657	180,279	54,622	43.5%	701,167

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,431.7	6,323.3	5,970.0
R3	6,262.7	6,154.3	5,923.5
R2	6,093.7	6,093.7	5,908.0
R1	5,985.3	5,985.3	5,892.5	5,955.0
PP	5,924.7	5,924.7	5,924.7	5,909.5
S1	5,816.3	5,816.3	5,861.5	5,786.0
S2	5,755.7	5,755.7	5,846.0
S3	5,586.7	5,647.3	5,830.5
S4	5,417.7	5,478.3	5,784.1

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,656.7	6,503.3	6,007.1
R3	6,420.2	6,266.8	5,942.0
R2	6,183.7	6,183.7	5,920.4
R1	6,030.3	6,030.3	5,898.7	5,988.8
PP	5,947.2	5,947.2	5,947.2	5,926.4
S1	5,793.8	5,793.8	5,855.3	5,752.3
S2	5,710.7	5,710.7	5,833.6
S3	5,474.2	5,557.3	5,812.0
S4	5,237.7	5,320.8	5,746.9

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	5,864.0	236.5	4.0%	102.6	1.7%	5%	False	True	140,233
10	6,100.5	5,864.0	236.5	4.0%	86.0	1.5%	5%	False	True	125,856
20	6,100.5	5,759.5	341.0	5.8%	76.6	1.3%	34%	False	False	94,250
40	6,100.5	5,519.0	581.5	9.9%	89.8	1.5%	62%	False	False	47,993
60	6,100.5	5,324.0	776.5	13.2%	97.0	1.6%	71%	False	False	32,256
80	6,100.5	5,324.0	776.5	13.2%	96.6	1.6%	71%	False	False	24,380
100	6,100.5	5,275.0	825.5	14.0%	93.4	1.6%	73%	False	False	19,898
120	6,100.5	5,166.5	934.0	15.9%	95.2	1.6%	76%	False	False	16,616

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.6
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	6,751.3
2.618	6,475.4
1.618	6,306.4
1.000	6,202.0
0.618	6,137.4
HIGH	6,033.0
0.618	5,968.4
0.500	5,948.5
0.382	5,928.6
LOW	5,864.0
0.618	5,759.6
1.000	5,695.0
1.618	5,590.6
2.618	5,421.6
4.250	5,145.8

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	5,948.5	5,948.5
PP	5,924.7	5,924.7
S1	5,900.8	5,900.8

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

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