DAX Index Future September 2007

Trading Metrics calculated at close of trading on 27-Jun-2007

Day Change Summary
	Previous	Current
	26-Jun-2007	27-Jun-2007	Change	Change %	Previous Week
Open	7,950.0	7,880.0	-70.0	-0.9%	8,112.5
High	7,981.0	7,945.5	-35.5	-0.4%	8,217.0
Low	7,893.5	7,825.5	-68.0	-0.9%	7,949.5
Close	7,939.5	7,879.0	-60.5	-0.8%	8,024.5
Range	87.5	120.0	32.5	37.1%	267.5
ATR	134.3	133.3	-1.0	-0.8%	0.0
Volume	241,186	215,514	-25,672	-10.6%	989,212

Daily Pivots for day following 27-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,243.3	8,181.2	7,945.0
R3	8,123.3	8,061.2	7,912.0
R2	8,003.3	8,003.3	7,901.0
R1	7,941.2	7,941.2	7,890.0	7,912.3
PP	7,883.3	7,883.3	7,883.3	7,868.9
S1	7,821.2	7,821.2	7,868.0	7,792.3
S2	7,763.3	7,763.3	7,857.0
S3	7,643.3	7,701.2	7,846.0
S4	7,523.3	7,581.2	7,813.0

Weekly Pivots for week ending 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,866.2	8,712.8	8,171.6
R3	8,598.7	8,445.3	8,098.1
R2	8,331.2	8,331.2	8,073.5
R1	8,177.8	8,177.8	8,049.0	8,120.8
PP	8,063.7	8,063.7	8,063.7	8,035.1
S1	7,910.3	7,910.3	8,000.0	7,853.3
S2	7,796.2	7,796.2	7,975.5
S3	7,528.7	7,642.8	7,950.9
S4	7,261.2	7,375.3	7,877.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,141.5	7,825.5	316.0	4.0%	130.4	1.7%	17%	False	True	230,181
10	8,217.0	7,825.5	391.5	5.0%	125.9	1.6%	14%	False	True	206,083
20	8,217.0	7,585.0	632.0	8.0%	134.7	1.7%	47%	False	False	124,081
40	8,217.0	7,426.0	791.0	10.0%	111.6	1.4%	57%	False	False	62,342
60	8,217.0	7,015.0	1,202.0	15.3%	100.2	1.3%	72%	False	False	41,754
80	8,217.0	6,554.0	1,663.0	21.1%	97.7	1.2%	80%	False	False	32,179
100	8,217.0	6,554.0	1,663.0	21.1%	91.7	1.2%	80%	False	False	25,805
120	8,217.0	6,554.0	1,663.0	21.1%	87.3	1.1%	80%	False	False	21,558

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	28.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,455.5
2.618	8,259.7
1.618	8,139.7
1.000	8,065.5
0.618	8,019.7
HIGH	7,945.5
0.618	7,899.7
0.500	7,885.5
0.382	7,871.3
LOW	7,825.5
0.618	7,751.3
1.000	7,705.5
1.618	7,631.3
2.618	7,511.3
4.250	7,315.5

Fisher Pivots for day following 27-Jun-2007
Pivot	1 day	3 day
R1	7,885.5	7,937.3
PP	7,883.3	7,917.8
S1	7,881.2	7,898.4

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

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