DAX Index Future September 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	6,235.0	6,142.0	-93.0	-1.5%	6,304.0
High	6,252.0	6,157.5	-94.5	-1.5%	6,359.5
Low	6,102.0	6,046.0	-56.0	-0.9%	6,046.0
Close	6,123.0	6,080.0	-43.0	-0.7%	6,080.0
Range	150.0	111.5	-38.5	-25.7%	313.5
ATR	129.8	128.5	-1.3	-1.0%	0.0
Volume	158,233	153,175	-5,058	-3.2%	733,827

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,429.0	6,366.0	6,141.3
R3	6,317.5	6,254.5	6,110.7
R2	6,206.0	6,206.0	6,100.4
R1	6,143.0	6,143.0	6,090.2	6,118.8
PP	6,094.5	6,094.5	6,094.5	6,082.4
S1	6,031.5	6,031.5	6,069.8	6,007.3
S2	5,983.0	5,983.0	6,059.6
S3	5,871.5	5,920.0	6,049.3
S4	5,760.0	5,808.5	6,018.7

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,102.3	6,904.7	6,252.4
R3	6,788.8	6,591.2	6,166.2
R2	6,475.3	6,475.3	6,137.5
R1	6,277.7	6,277.7	6,108.7	6,219.8
PP	6,161.8	6,161.8	6,161.8	6,132.9
S1	5,964.2	5,964.2	6,051.3	5,906.3
S2	5,848.3	5,848.3	6,022.5
S3	5,534.8	5,650.7	5,993.8
S4	5,221.3	5,337.2	5,907.6

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	6,046.0	313.5	5.2%	117.3	1.9%	11%	False	True	146,765
10	6,359.5	6,046.0	313.5	5.2%	101.7	1.7%	11%	False	True	112,617
20	6,359.5	5,807.0	552.5	9.1%	120.1	2.0%	49%	False	False	58,303
40	6,359.5	5,593.5	766.0	12.6%	145.0	2.4%	64%	False	False	29,516
60	6,359.5	5,593.5	766.0	12.6%	125.2	2.1%	64%	False	False	19,808
80	6,359.5	5,593.5	766.0	12.6%	108.8	1.8%	64%	False	False	15,242
100	6,359.5	5,419.0	940.5	15.5%	102.2	1.7%	70%	False	False	12,227
120	6,359.5	5,419.0	940.5	15.5%	96.0	1.6%	70%	False	False	10,200

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	27.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,631.4
2.618	6,449.4
1.618	6,337.9
1.000	6,269.0
0.618	6,226.4
HIGH	6,157.5
0.618	6,114.9
0.500	6,101.8
0.382	6,088.6
LOW	6,046.0
0.618	5,977.1
1.000	5,934.5
1.618	5,865.6
2.618	5,754.1
4.250	5,572.1

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	6,101.8	6,162.5
PP	6,094.5	6,135.0
S1	6,087.3	6,107.5

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

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