DAX Index Future June 2010

Trading Metrics calculated at close of trading on 31-Mar-2010

Day Change Summary
	Previous	Current
	30-Mar-2010	31-Mar-2010	Change	Change %	Previous Week
Open	6,165.5	6,158.0	-7.5	-0.1%	5,968.0
High	6,214.0	6,174.5	-39.5	-0.6%	6,147.0
Low	6,142.0	6,115.0	-27.0	-0.4%	5,917.5
Close	6,158.5	6,141.5	-17.0	-0.3%	6,120.0
Range	72.0	59.5	-12.5	-17.4%	229.5
ATR	76.6	75.4	-1.2	-1.6%	0.0
Volume	124,168	125,102	934	0.8%	723,194

Daily Pivots for day following 31-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,322.2	6,291.3	6,174.2
R3	6,262.7	6,231.8	6,157.9
R2	6,203.2	6,203.2	6,152.4
R1	6,172.3	6,172.3	6,147.0	6,158.0
PP	6,143.7	6,143.7	6,143.7	6,136.5
S1	6,112.8	6,112.8	6,136.0	6,098.5
S2	6,084.2	6,084.2	6,130.6
S3	6,024.7	6,053.3	6,125.1
S4	5,965.2	5,993.8	6,108.8

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,750.0	6,664.5	6,246.2
R3	6,520.5	6,435.0	6,183.1
R2	6,291.0	6,291.0	6,162.1
R1	6,205.5	6,205.5	6,141.0	6,248.3
PP	6,061.5	6,061.5	6,061.5	6,082.9
S1	5,976.0	5,976.0	6,099.0	6,018.8
S2	5,832.0	5,832.0	6,077.9
S3	5,602.5	5,746.5	6,056.9
S4	5,373.0	5,517.0	5,993.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,214.0	6,045.0	169.0	2.8%	63.3	1.0%	57%	False	False	126,067
10	6,214.0	5,917.5	296.5	4.8%	69.8	1.1%	76%	False	False	130,608
20	6,214.0	5,775.0	439.0	7.1%	64.6	1.1%	83%	False	False	75,345
40	6,214.0	5,400.0	814.0	13.3%	80.0	1.3%	91%	False	False	37,959
60	6,214.0	5,400.0	814.0	13.3%	89.7	1.5%	91%	False	False	25,438
80	6,214.0	5,400.0	814.0	13.3%	83.9	1.4%	91%	False	False	19,386
100	6,214.0	5,400.0	814.0	13.3%	81.5	1.3%	91%	False	False	15,543
120	6,214.0	5,330.5	883.5	14.4%	82.3	1.3%	92%	False	False	12,976

Crabel Price Patterns
NR	True
NR4	False
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	15.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,427.4
2.618	6,330.3
1.618	6,270.8
1.000	6,234.0
0.618	6,211.3
HIGH	6,174.5
0.618	6,151.8
0.500	6,144.8
0.382	6,137.7
LOW	6,115.0
0.618	6,078.2
1.000	6,055.5
1.618	6,018.7
2.618	5,959.2
4.250	5,862.1

Fisher Pivots for day following 31-Mar-2010
Pivot	1 day	3 day
R1	6,144.8	6,164.5
PP	6,143.7	6,156.8
S1	6,142.6	6,149.2

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

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