DAX Index Future March 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	5,966.0	5,906.0	-60.0	-1.0%	6,085.0
High	5,977.5	5,914.0	-63.5	-1.1%	6,100.5
Low	5,834.5	5,689.5	-145.0	-2.5%	5,864.0
Close	5,853.0	5,749.0	-104.0	-1.8%	5,877.0
Range	143.0	224.5	81.5	57.0%	236.5
ATR	100.7	109.5	8.8	8.8%	0.0
Volume	188,210	242,265	54,055	28.7%	701,167

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,457.7	6,327.8	5,872.5
R3	6,233.2	6,103.3	5,810.7
R2	6,008.7	6,008.7	5,790.2
R1	5,878.8	5,878.8	5,769.6	5,831.5
PP	5,784.2	5,784.2	5,784.2	5,760.5
S1	5,654.3	5,654.3	5,728.4	5,607.0
S2	5,559.7	5,559.7	5,707.8
S3	5,335.2	5,429.8	5,687.3
S4	5,110.7	5,205.3	5,625.5

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	6,033.0	5,689.5	343.5	6.0%	150.1	2.6%	17%	False	True	179,286
10	6,100.5	5,689.5	411.0	7.1%	120.1	2.1%	14%	False	True	155,397
20	6,100.5	5,689.5	411.0	7.1%	89.5	1.6%	14%	False	True	116,935
40	6,100.5	5,519.0	581.5	10.1%	97.8	1.7%	40%	False	False	62,734
60	6,100.5	5,324.0	776.5	13.5%	100.4	1.7%	55%	False	False	42,079
80	6,100.5	5,324.0	776.5	13.5%	100.3	1.7%	55%	False	False	31,726
100	6,100.5	5,275.0	825.5	14.4%	96.3	1.7%	57%	False	False	25,798
120	6,100.5	5,171.0	929.5	16.2%	96.6	1.7%	62%	False	False	21,533

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.2
Widest range in 148 trading days

Fibonacci Retracements and Extensions
4.250	6,868.1
2.618	6,501.7
1.618	6,277.2
1.000	6,138.5
0.618	6,052.7
HIGH	5,914.0
0.618	5,828.2
0.500	5,801.8
0.382	5,775.3
LOW	5,689.5
0.618	5,550.8
1.000	5,465.0
1.618	5,326.3
2.618	5,101.8
4.250	4,735.4

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	5,801.8	5,847.0
PP	5,784.2	5,814.3
S1	5,766.6	5,781.7

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

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