DAX Index Future June 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	6,018.0	6,046.0	28.0	0.5%	5,948.5
High	6,048.5	6,051.0	2.5	0.0%	6,051.0
Low	6,003.5	5,962.0	-41.5	-0.7%	5,907.0
Close	6,020.0	5,986.0	-34.0	-0.6%	5,986.0
Range	45.0	89.0	44.0	97.8%	144.0
ATR	78.4	79.2	0.8	1.0%	0.0
Volume	73,331	156,001	82,670	112.7%	385,126

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,266.7	6,215.3	6,035.0
R3	6,177.7	6,126.3	6,010.5
R2	6,088.7	6,088.7	6,002.3
R1	6,037.3	6,037.3	5,994.2	6,018.5
PP	5,999.7	5,999.7	5,999.7	5,990.3
S1	5,948.3	5,948.3	5,977.8	5,929.5
S2	5,910.7	5,910.7	5,969.7
S3	5,821.7	5,859.3	5,961.5
S4	5,732.7	5,770.3	5,937.1

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,413.3	6,343.7	6,065.2
R3	6,269.3	6,199.7	6,025.6
R2	6,125.3	6,125.3	6,012.4
R1	6,055.7	6,055.7	5,999.2	6,090.5
PP	5,981.3	5,981.3	5,981.3	5,998.8
S1	5,911.7	5,911.7	5,972.8	5,946.5
S2	5,837.3	5,837.3	5,959.6
S3	5,693.3	5,767.7	5,946.4
S4	5,549.3	5,623.7	5,906.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,051.0	5,907.0	144.0	2.4%	59.7	1.0%	55%	True	False	77,025
10	6,051.0	5,846.5	204.5	3.4%	59.0	1.0%	68%	True	False	42,715
20	6,051.0	5,527.0	524.0	8.8%	72.1	1.2%	88%	True	False	21,746
40	6,051.0	5,400.0	651.0	10.9%	88.0	1.5%	90%	True	False	11,108
60	6,107.5	5,400.0	707.5	11.8%	86.1	1.4%	83%	False	False	7,527
80	6,107.5	5,400.0	707.5	11.8%	85.5	1.4%	83%	False	False	5,953
100	6,107.5	5,330.5	777.0	13.0%	83.5	1.4%	84%	False	False	4,782
120	6,107.5	5,330.5	777.0	13.0%	80.6	1.3%	84%	False	False	4,018

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	16.0
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	6,429.3
2.618	6,284.0
1.618	6,195.0
1.000	6,140.0
0.618	6,106.0
HIGH	6,051.0
0.618	6,017.0
0.500	6,006.5
0.382	5,996.0
LOW	5,962.0
0.618	5,907.0
1.000	5,873.0
1.618	5,818.0
2.618	5,729.0
4.250	5,583.8

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	6,006.5	6,006.5
PP	5,999.7	5,999.7
S1	5,992.8	5,992.8

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

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