DAX Index Future March 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	5,739.5	5,695.0	-44.5	-0.8%	5,618.0
High	5,740.0	5,698.0	-42.0	-0.7%	5,729.0
Low	5,656.5	5,507.0	-149.5	-2.6%	5,536.0
Close	5,672.0	5,533.5	-138.5	-2.4%	5,607.5
Range	83.5	191.0	107.5	128.7%	193.0
ATR	115.8	121.2	5.4	4.6%	0.0
Volume	163,607	228,063	64,456	39.4%	970,366

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,152.5	6,034.0	5,638.6
R3	5,961.5	5,843.0	5,586.0
R2	5,770.5	5,770.5	5,568.5
R1	5,652.0	5,652.0	5,551.0	5,615.8
PP	5,579.5	5,579.5	5,579.5	5,561.4
S1	5,461.0	5,461.0	5,516.0	5,424.8
S2	5,388.5	5,388.5	5,498.5
S3	5,197.5	5,270.0	5,481.0
S4	5,006.5	5,079.0	5,428.5

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,203.2	6,098.3	5,713.7
R3	6,010.2	5,905.3	5,660.6
R2	5,817.2	5,817.2	5,642.9
R1	5,712.3	5,712.3	5,625.2	5,668.3
PP	5,624.2	5,624.2	5,624.2	5,602.1
S1	5,519.3	5,519.3	5,589.8	5,475.3
S2	5,431.2	5,431.2	5,572.1
S3	5,238.2	5,326.3	5,554.4
S4	5,045.2	5,133.3	5,501.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,740.0	5,507.0	233.0	4.2%	123.0	2.2%	11%	False	True	174,681
10	5,744.5	5,507.0	237.5	4.3%	131.1	2.4%	11%	False	True	189,534
20	6,100.5	5,507.0	593.5	10.7%	125.6	2.3%	4%	False	True	172,465
40	6,100.5	5,507.0	593.5	10.7%	103.0	1.9%	4%	False	True	109,944
60	6,100.5	5,367.5	733.0	13.2%	101.0	1.8%	23%	False	False	73,570
80	6,100.5	5,324.0	776.5	14.0%	102.4	1.9%	27%	False	False	55,368
100	6,100.5	5,324.0	776.5	14.0%	100.5	1.8%	27%	False	False	44,702
120	6,100.5	5,171.0	929.5	16.8%	99.1	1.8%	39%	False	False	37,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,509.8
2.618	6,198.0
1.618	6,007.0
1.000	5,889.0
0.618	5,816.0
HIGH	5,698.0
0.618	5,625.0
0.500	5,602.5
0.382	5,580.0
LOW	5,507.0
0.618	5,389.0
1.000	5,316.0
1.618	5,198.0
2.618	5,007.0
4.250	4,695.3

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	5,602.5	5,623.5
PP	5,579.5	5,593.5
S1	5,556.5	5,563.5

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

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