DAX Index Future September 2007

Trading Metrics calculated at close of trading on 31-Jul-2007

Day Change Summary
	Previous	Current
	30-Jul-2007	31-Jul-2007	Change	Change %	Previous Week
Open	7,498.5	7,566.0	67.5	0.9%	7,943.0
High	7,593.0	7,678.0	85.0	1.1%	7,999.5
Low	7,416.0	7,539.5	123.5	1.7%	7,416.5
Close	7,508.0	7,614.0	106.0	1.4%	7,488.0
Range	177.0	138.5	-38.5	-21.8%	583.0
ATR	161.1	161.7	0.6	0.4%	0.0
Volume	264,593	249,003	-15,590	-5.9%	1,497,635

Daily Pivots for day following 31-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,026.0	7,958.5	7,690.2
R3	7,887.5	7,820.0	7,652.1
R2	7,749.0	7,749.0	7,639.4
R1	7,681.5	7,681.5	7,626.7	7,715.3
PP	7,610.5	7,610.5	7,610.5	7,627.4
S1	7,543.0	7,543.0	7,601.3	7,576.8
S2	7,472.0	7,472.0	7,588.6
S3	7,333.5	7,404.5	7,575.9
S4	7,195.0	7,266.0	7,537.8

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	9,383.7	9,018.8	7,808.7
R3	8,800.7	8,435.8	7,648.3
R2	8,217.7	8,217.7	7,594.9
R1	7,852.8	7,852.8	7,541.4	7,743.8
PP	7,634.7	7,634.7	7,634.7	7,580.1
S1	7,269.8	7,269.8	7,434.6	7,160.8
S2	7,051.7	7,051.7	7,381.1
S3	6,468.7	6,686.8	7,327.7
S4	5,885.7	6,103.8	7,167.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,837.0	7,416.0	421.0	5.5%	194.5	2.6%	47%	False	False	321,499
10	8,064.0	7,416.0	648.0	8.5%	170.3	2.2%	31%	False	False	261,469
20	8,215.0	7,416.0	799.0	10.5%	139.6	1.8%	25%	False	False	203,496
40	8,217.0	7,416.0	801.0	10.5%	136.7	1.8%	25%	False	False	178,620
60	8,217.0	7,416.0	801.0	10.5%	123.9	1.6%	25%	False	False	119,868
80	8,217.0	7,194.5	1,022.5	13.4%	111.3	1.5%	41%	False	False	90,039
100	8,217.0	6,554.0	1,663.0	21.8%	105.7	1.4%	64%	False	False	72,710
120	8,217.0	6,554.0	1,663.0	21.8%	101.8	1.3%	64%	False	False	60,664

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	42.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,266.6
2.618	8,040.6
1.618	7,902.1
1.000	7,816.5
0.618	7,763.6
HIGH	7,678.0
0.618	7,625.1
0.500	7,608.8
0.382	7,592.4
LOW	7,539.5
0.618	7,453.9
1.000	7,401.0
1.618	7,315.4
2.618	7,176.9
4.250	6,950.9

Fisher Pivots for day following 31-Jul-2007
Pivot	1 day	3 day
R1	7,612.3	7,591.7
PP	7,610.5	7,569.3
S1	7,608.8	7,547.0

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

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