DAX Index Future September 2007

Trading Metrics calculated at close of trading on 24-Jul-2007

Day Change Summary
	Previous	Current
	23-Jul-2007	24-Jul-2007	Change	Change %	Previous Week
Open	7,943.0	7,966.0	23.0	0.3%	8,144.5
High	7,999.5	7,986.0	-13.5	-0.2%	8,191.5
Low	7,885.5	7,736.0	-149.5	-1.9%	7,876.5
Close	7,991.5	7,866.0	-125.5	-1.6%	7,933.0
Range	114.0	250.0	136.0	119.3%	315.0
ATR	134.1	142.7	8.7	6.5%	0.0
Volume	162,423	241,312	78,889	48.6%	914,274

Daily Pivots for day following 24-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,612.7	8,489.3	8,003.5
R3	8,362.7	8,239.3	7,934.8
R2	8,112.7	8,112.7	7,911.8
R1	7,989.3	7,989.3	7,888.9	7,926.0
PP	7,862.7	7,862.7	7,862.7	7,831.0
S1	7,739.3	7,739.3	7,843.1	7,676.0
S2	7,612.7	7,612.7	7,820.2
S3	7,362.7	7,489.3	7,797.3
S4	7,112.7	7,239.3	7,728.5

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,945.3	8,754.2	8,106.3
R3	8,630.3	8,439.2	8,019.6
R2	8,315.3	8,315.3	7,990.8
R1	8,124.2	8,124.2	7,961.9	8,062.3
PP	8,000.3	8,000.3	8,000.3	7,969.4
S1	7,809.2	7,809.2	7,904.1	7,747.3
S2	7,685.3	7,685.3	7,875.3
S3	7,370.3	7,494.2	7,846.4
S4	7,055.3	7,179.2	7,759.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,064.0	7,736.0	328.0	4.2%	146.1	1.9%	40%	False	True	201,439
10	8,215.0	7,736.0	479.0	6.1%	136.0	1.7%	27%	False	True	193,134
20	8,215.0	7,736.0	479.0	6.1%	116.1	1.5%	27%	False	True	165,389
40	8,217.0	7,585.0	632.0	8.0%	126.0	1.6%	44%	False	False	139,383
60	8,217.0	7,426.0	791.0	10.1%	112.3	1.4%	56%	False	False	93,104
80	8,217.0	6,978.0	1,239.0	15.8%	103.4	1.3%	72%	False	False	69,973
100	8,217.0	6,554.0	1,663.0	21.1%	102.3	1.3%	79%	False	False	56,675
120	8,217.0	6,554.0	1,663.0	21.1%	95.2	1.2%	79%	False	False	47,277

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	33.9
Widest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	9,048.5
2.618	8,640.5
1.618	8,390.5
1.000	8,236.0
0.618	8,140.5
HIGH	7,986.0
0.618	7,890.5
0.500	7,861.0
0.382	7,831.5
LOW	7,736.0
0.618	7,581.5
1.000	7,486.0
1.618	7,331.5
2.618	7,081.5
4.250	6,673.5

Fisher Pivots for day following 24-Jul-2007
Pivot	1 day	3 day
R1	7,864.3	7,897.8
PP	7,862.7	7,887.2
S1	7,861.0	7,876.6

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

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