DAX Index Future March 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	5,995.5	5,905.0	-90.5	-1.5%	6,085.0
High	6,033.0	6,004.5	-28.5	-0.5%	6,100.5
Low	5,864.0	5,852.0	-12.0	-0.2%	5,864.0
Close	5,877.0	5,977.5	100.5	1.7%	5,877.0
Range	169.0	152.5	-16.5	-9.8%	236.5
ATR	93.2	97.4	4.2	4.5%	0.0
Volume	180,279	160,023	-20,256	-11.2%	701,167

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,402.2	6,342.3	6,061.4
R3	6,249.7	6,189.8	6,019.4
R2	6,097.2	6,097.2	6,005.5
R1	6,037.3	6,037.3	5,991.5	6,067.3
PP	5,944.7	5,944.7	5,944.7	5,959.6
S1	5,884.8	5,884.8	5,963.5	5,914.8
S2	5,792.2	5,792.2	5,949.5
S3	5,639.7	5,732.3	5,935.6
S4	5,487.2	5,579.8	5,893.6

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	6,061.5	5,852.0	209.5	3.5%	120.2	2.0%	60%	False	True	150,601
10	6,100.5	5,852.0	248.5	4.2%	93.0	1.6%	51%	False	True	131,763
20	6,100.5	5,759.5	341.0	5.7%	81.3	1.4%	64%	False	False	101,128
40	6,100.5	5,519.0	581.5	9.7%	91.5	1.5%	79%	False	False	51,984
60	6,100.5	5,324.0	776.5	13.0%	97.9	1.6%	84%	False	False	34,919
80	6,100.5	5,324.0	776.5	13.0%	97.4	1.6%	84%	False	False	26,377
100	6,100.5	5,275.0	825.5	13.8%	94.4	1.6%	85%	False	False	21,497
120	6,100.5	5,166.5	934.0	15.6%	95.8	1.6%	87%	False	False	17,949

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	False
Stretch	18.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,652.6
2.618	6,403.7
1.618	6,251.2
1.000	6,157.0
0.618	6,098.7
HIGH	6,004.5
0.618	5,946.2
0.500	5,928.3
0.382	5,910.3
LOW	5,852.0
0.618	5,757.8
1.000	5,699.5
1.618	5,605.3
2.618	5,452.8
4.250	5,203.9

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	5,961.1	5,965.8
PP	5,944.7	5,954.2
S1	5,928.3	5,942.5

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

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