DAX Index Future September 2010

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	6,100.0	6,089.0	-11.0	-0.2%	6,304.0
High	6,177.0	6,089.0	-88.0	-1.4%	6,359.5
Low	6,065.0	5,932.5	-132.5	-2.2%	6,046.0
Close	6,161.0	5,971.5	-189.5	-3.1%	6,080.0
Range	112.0	156.5	44.5	39.7%	313.5
ATR	127.3	134.5	7.2	5.7%	0.0
Volume	141,541	176,257	34,716	24.5%	733,827

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,467.2	6,375.8	6,057.6
R3	6,310.7	6,219.3	6,014.5
R2	6,154.2	6,154.2	6,000.2
R1	6,062.8	6,062.8	5,985.8	6,030.3
PP	5,997.7	5,997.7	5,997.7	5,981.4
S1	5,906.3	5,906.3	5,957.2	5,873.8
S2	5,841.2	5,841.2	5,942.8
S3	5,684.7	5,749.8	5,928.5
S4	5,528.2	5,593.3	5,885.4

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	6,279.0	5,932.5	346.5	5.8%	125.0	2.1%	11%	False	True	156,863
10	6,359.5	5,932.5	427.0	7.2%	107.8	1.8%	9%	False	True	135,098
20	6,359.5	5,807.0	552.5	9.3%	121.7	2.0%	30%	False	False	74,137
40	6,359.5	5,593.5	766.0	12.8%	144.0	2.4%	49%	False	False	37,446
60	6,359.5	5,593.5	766.0	12.8%	128.0	2.1%	49%	False	False	25,092
80	6,359.5	5,593.5	766.0	12.8%	110.7	1.9%	49%	False	False	19,207
100	6,359.5	5,442.0	917.5	15.4%	102.5	1.7%	58%	False	False	15,401
120	6,359.5	5,419.0	940.5	15.7%	97.8	1.6%	59%	False	False	12,848

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	False
Bear Hook	False
Bull Hook	False
Stretch	25.2
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,754.1
2.618	6,498.7
1.618	6,342.2
1.000	6,245.5
0.618	6,185.7
HIGH	6,089.0
0.618	6,029.2
0.500	6,010.8
0.382	5,992.3
LOW	5,932.5
0.618	5,835.8
1.000	5,776.0
1.618	5,679.3
2.618	5,522.8
4.250	5,267.4

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	6,010.8	6,054.8
PP	5,997.7	6,027.0
S1	5,984.6	5,999.3

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

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