DAX Index Future September 2010

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	6,080.0	6,079.0	-1.0	0.0%	5,848.5
High	6,105.0	6,126.5	21.5	0.4%	6,105.0
Low	6,044.0	6,066.0	22.0	0.4%	5,846.5
Close	6,069.5	6,073.5	4.0	0.1%	6,069.5
Range	61.0	60.5	-0.5	-0.8%	258.5
ATR	131.4	126.4	-5.1	-3.9%	0.0
Volume	94,633	97,770	3,137	3.3%	532,617

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,270.2	6,232.3	6,106.8
R3	6,209.7	6,171.8	6,090.1
R2	6,149.2	6,149.2	6,084.6
R1	6,111.3	6,111.3	6,079.0	6,100.0
PP	6,088.7	6,088.7	6,088.7	6,083.0
S1	6,050.8	6,050.8	6,068.0	6,039.5
S2	6,028.2	6,028.2	6,062.4
S3	5,967.7	5,990.3	6,056.9
S4	5,907.2	5,929.8	6,040.2

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,782.5	6,684.5	6,211.7
R3	6,524.0	6,426.0	6,140.6
R2	6,265.5	6,265.5	6,116.9
R1	6,167.5	6,167.5	6,093.2	6,216.5
PP	6,007.0	6,007.0	6,007.0	6,031.5
S1	5,909.0	5,909.0	6,045.8	5,958.0
S2	5,748.5	5,748.5	6,022.1
S3	5,490.0	5,650.5	5,998.4
S4	5,231.5	5,392.0	5,927.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,126.5	5,846.5	280.0	4.6%	109.3	1.8%	81%	True	False	126,077
10	6,177.0	5,805.0	372.0	6.1%	119.3	2.0%	72%	False	False	143,742
20	6,359.5	5,805.0	554.5	9.1%	110.5	1.8%	48%	False	False	128,180
40	6,359.5	5,615.0	744.5	12.3%	127.9	2.1%	62%	False	False	65,341
60	6,359.5	5,593.5	766.0	12.6%	134.6	2.2%	63%	False	False	43,701
80	6,359.5	5,593.5	766.0	12.6%	116.9	1.9%	63%	False	False	33,019
100	6,359.5	5,536.5	823.0	13.6%	106.6	1.8%	65%	False	False	26,588
120	6,359.5	5,419.0	940.5	15.5%	102.4	1.7%	70%	False	False	22,172

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.6
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	6,383.6
2.618	6,284.9
1.618	6,224.4
1.000	6,187.0
0.618	6,163.9
HIGH	6,126.5
0.618	6,103.4
0.500	6,096.3
0.382	6,089.1
LOW	6,066.0
0.618	6,028.6
1.000	6,005.5
1.618	5,968.1
2.618	5,907.6
4.250	5,808.9

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	6,096.3	6,071.8
PP	6,088.7	6,070.2
S1	6,081.1	6,068.5

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

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