DAX Index Future September 2010

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	5,883.0	5,890.5	7.5	0.1%	6,100.0
High	5,962.0	5,947.0	-15.0	-0.3%	6,177.0
Low	5,833.0	5,805.0	-28.0	-0.5%	5,805.0
Close	5,868.5	5,841.5	-27.0	-0.5%	5,841.5
Range	129.0	142.0	13.0	10.1%	372.0
ATR	132.3	133.0	0.7	0.5%	0.0
Volume	198,842	142,850	-55,992	-28.2%	807,041

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,290.5	6,208.0	5,919.6
R3	6,148.5	6,066.0	5,880.6
R2	6,006.5	6,006.5	5,867.5
R1	5,924.0	5,924.0	5,854.5	5,894.3
PP	5,864.5	5,864.5	5,864.5	5,849.6
S1	5,782.0	5,782.0	5,828.5	5,752.3
S2	5,722.5	5,722.5	5,815.5
S3	5,580.5	5,640.0	5,802.5
S4	5,438.5	5,498.0	5,763.4

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,057.2	6,821.3	6,046.1
R3	6,685.2	6,449.3	5,943.8
R2	6,313.2	6,313.2	5,909.7
R1	6,077.3	6,077.3	5,875.6	6,009.3
PP	5,941.2	5,941.2	5,941.2	5,907.1
S1	5,705.3	5,705.3	5,807.4	5,637.3
S2	5,569.2	5,569.2	5,773.3
S3	5,197.2	5,333.3	5,739.2
S4	4,825.2	4,961.3	5,636.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,177.0	5,805.0	372.0	6.4%	129.2	2.2%	10%	False	True	161,408
10	6,359.5	5,805.0	554.5	9.5%	123.3	2.1%	7%	False	True	154,086
20	6,359.5	5,805.0	554.5	9.5%	117.0	2.0%	7%	False	True	98,470
40	6,359.5	5,615.0	744.5	12.7%	134.9	2.3%	30%	False	False	49,637
60	6,359.5	5,593.5	766.0	13.1%	131.4	2.2%	32%	False	False	33,232
80	6,359.5	5,593.5	766.0	13.1%	113.3	1.9%	32%	False	False	25,305
100	6,359.5	5,480.0	879.5	15.1%	104.2	1.8%	41%	False	False	20,288
120	6,359.5	5,419.0	940.5	16.1%	100.3	1.7%	45%	False	False	16,925

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	34.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,550.5
2.618	6,318.8
1.618	6,176.8
1.000	6,089.0
0.618	6,034.8
HIGH	5,947.0
0.618	5,892.8
0.500	5,876.0
0.382	5,859.2
LOW	5,805.0
0.618	5,717.2
1.000	5,663.0
1.618	5,575.2
2.618	5,433.2
4.250	5,201.5

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	5,876.0	5,907.0
PP	5,864.5	5,885.2
S1	5,853.0	5,863.3

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

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