DAX Index Future March 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	5,705.0	5,635.0	-70.0	-1.2%	5,532.0
High	5,734.0	5,642.0	-92.0	-1.6%	5,732.0
Low	5,584.0	5,572.0	-12.0	-0.2%	5,496.5
Close	5,596.5	5,616.5	20.0	0.4%	5,727.5
Range	150.0	70.0	-80.0	-53.3%	235.5
ATR	114.6	111.4	-3.2	-2.8%	0.0
Volume	191,705	142,255	-49,450	-25.8%	627,302

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,820.2	5,788.3	5,655.0
R3	5,750.2	5,718.3	5,635.8
R2	5,680.2	5,680.2	5,629.3
R1	5,648.3	5,648.3	5,622.9	5,629.3
PP	5,610.2	5,610.2	5,610.2	5,600.6
S1	5,578.3	5,578.3	5,610.1	5,559.3
S2	5,540.2	5,540.2	5,603.7
S3	5,470.2	5,508.3	5,597.3
S4	5,400.2	5,438.3	5,578.0

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,358.5	6,278.5	5,857.0
R3	6,123.0	6,043.0	5,792.3
R2	5,887.5	5,887.5	5,770.7
R1	5,807.5	5,807.5	5,749.1	5,847.5
PP	5,652.0	5,652.0	5,652.0	5,672.0
S1	5,572.0	5,572.0	5,705.9	5,612.0
S2	5,416.5	5,416.5	5,684.3
S3	5,181.0	5,336.5	5,662.7
S4	4,945.5	5,101.0	5,598.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,757.5	5,572.0	185.5	3.3%	97.1	1.7%	24%	False	True	153,414
10	5,757.5	5,455.5	302.0	5.4%	100.4	1.8%	53%	False	False	165,837
20	5,757.5	5,383.0	374.5	6.7%	112.9	2.0%	62%	False	False	182,408
40	6,100.5	5,383.0	717.5	12.8%	106.0	1.9%	33%	False	False	155,990
60	6,100.5	5,383.0	717.5	12.8%	104.2	1.9%	33%	False	False	112,230
80	6,100.5	5,324.0	776.5	13.8%	103.7	1.8%	38%	False	False	84,366
100	6,100.5	5,324.0	776.5	13.8%	102.8	1.8%	38%	False	False	67,622
120	6,100.5	5,275.0	825.5	14.7%	100.7	1.8%	41%	False	False	56,708

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	20.5
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	5,939.5
2.618	5,825.3
1.618	5,755.3
1.000	5,712.0
0.618	5,685.3
HIGH	5,642.0
0.618	5,615.3
0.500	5,607.0
0.382	5,598.7
LOW	5,572.0
0.618	5,528.7
1.000	5,502.0
1.618	5,458.7
2.618	5,388.7
4.250	5,274.5

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	5,613.3	5,664.8
PP	5,610.2	5,648.7
S1	5,607.0	5,632.6

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

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