DAX Index Future September 2010

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	6,240.0	6,304.0	64.0	1.0%	6,114.0
High	6,263.5	6,359.5	96.0	1.5%	6,263.5
Low	6,193.5	6,232.0	38.5	0.6%	6,079.0
Close	6,222.5	6,294.5	72.0	1.2%	6,222.5
Range	70.0	127.5	57.5	82.1%	184.5
ATR	132.7	133.0	0.3	0.2%	0.0
Volume	138,782	125,062	-13,720	-9.9%	392,345

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,677.8	6,613.7	6,364.6
R3	6,550.3	6,486.2	6,329.6
R2	6,422.8	6,422.8	6,317.9
R1	6,358.7	6,358.7	6,306.2	6,327.0
PP	6,295.3	6,295.3	6,295.3	6,279.5
S1	6,231.2	6,231.2	6,282.8	6,199.5
S2	6,167.8	6,167.8	6,271.1
S3	6,040.3	6,103.7	6,259.4
S4	5,912.8	5,976.2	6,224.4

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,741.8	6,666.7	6,324.0
R3	6,557.3	6,482.2	6,273.2
R2	6,372.8	6,372.8	6,256.3
R1	6,297.7	6,297.7	6,239.4	6,335.3
PP	6,188.3	6,188.3	6,188.3	6,207.1
S1	6,113.2	6,113.2	6,205.6	6,150.8
S2	6,003.8	6,003.8	6,188.7
S3	5,819.3	5,928.7	6,171.8
S4	5,634.8	5,744.2	6,121.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,359.5	6,083.0	276.5	4.4%	99.0	1.6%	76%	True	False	96,591
10	6,359.5	5,807.0	552.5	8.8%	111.1	1.8%	88%	True	False	54,871
20	6,359.5	5,615.0	744.5	11.8%	124.3	2.0%	91%	True	False	28,105
40	6,359.5	5,593.5	766.0	12.2%	147.5	2.3%	92%	True	False	14,354
60	6,359.5	5,593.5	766.0	12.2%	120.7	1.9%	92%	True	False	9,695
80	6,359.5	5,554.0	805.5	12.8%	106.3	1.7%	92%	True	False	7,640
100	6,359.5	5,419.0	940.5	14.9%	99.8	1.6%	93%	True	False	6,143
120	6,359.5	5,419.0	940.5	14.9%	92.5	1.5%	93%	True	False	5,127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	29.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,901.4
2.618	6,693.3
1.618	6,565.8
1.000	6,487.0
0.618	6,438.3
HIGH	6,359.5
0.618	6,310.8
0.500	6,295.8
0.382	6,280.7
LOW	6,232.0
0.618	6,153.2
1.000	6,104.5
1.618	6,025.7
2.618	5,898.2
4.250	5,690.1

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	6,295.8	6,284.8
PP	6,295.3	6,275.2
S1	6,294.9	6,265.5

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

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