DAX Index Future September 2010

Trading Metrics calculated at close of trading on 24-Jun-2010

Day Change Summary
	Previous	Current
	23-Jun-2010	24-Jun-2010	Change	Change %	Previous Week
Open	6,232.0	6,235.0	3.0	0.0%	6,114.0
High	6,279.0	6,252.0	-27.0	-0.4%	6,263.5
Low	6,184.0	6,102.0	-82.0	-1.3%	6,079.0
Close	6,214.5	6,123.0	-91.5	-1.5%	6,222.5
Range	95.0	150.0	55.0	57.9%	184.5
ATR	128.2	129.8	1.6	1.2%	0.0
Volume	155,111	158,233	3,122	2.0%	392,345

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,609.0	6,516.0	6,205.5
R3	6,459.0	6,366.0	6,164.3
R2	6,309.0	6,309.0	6,150.5
R1	6,216.0	6,216.0	6,136.8	6,187.5
PP	6,159.0	6,159.0	6,159.0	6,144.8
S1	6,066.0	6,066.0	6,109.3	6,037.5
S2	6,009.0	6,009.0	6,095.5
S3	5,859.0	5,916.0	6,081.8
S4	5,709.0	5,766.0	6,040.5

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	6,102.0	257.5	4.2%	109.0	1.8%	8%	False	True	143,886
10	6,359.5	5,991.0	368.5	6.0%	101.0	1.6%	36%	False	False	99,449
20	6,359.5	5,807.0	552.5	9.0%	118.8	1.9%	57%	False	False	50,714
40	6,359.5	5,593.5	766.0	12.5%	145.3	2.4%	69%	False	False	25,695
60	6,359.5	5,593.5	766.0	12.5%	124.3	2.0%	69%	False	False	17,259
80	6,359.5	5,593.5	766.0	12.5%	108.3	1.8%	69%	False	False	13,328
100	6,359.5	5,419.0	940.5	15.4%	101.4	1.7%	75%	False	False	10,696
120	6,359.5	5,419.0	940.5	15.4%	95.0	1.6%	75%	False	False	8,924

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	True
Bear Hook	False
Bull Hook	False
Stretch	27.5
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6,889.5
2.618	6,644.7
1.618	6,494.7
1.000	6,402.0
0.618	6,344.7
HIGH	6,252.0
0.618	6,194.7
0.500	6,177.0
0.382	6,159.3
LOW	6,102.0
0.618	6,009.3
1.000	5,952.0
1.618	5,859.3
2.618	5,709.3
4.250	5,464.5

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	6,177.0	6,202.3
PP	6,159.0	6,175.8
S1	6,141.0	6,149.4

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

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