DAX Index Future September 2010

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	6,079.0	6,090.0	11.0	0.2%	5,848.5
High	6,126.5	6,207.5	81.0	1.3%	6,105.0
Low	6,066.0	6,073.0	7.0	0.1%	5,846.5
Close	6,073.5	6,190.0	116.5	1.9%	6,069.5
Range	60.5	134.5	74.0	122.3%	258.5
ATR	126.4	126.9	0.6	0.5%	0.0
Volume	97,770	140,214	42,444	43.4%	532,617

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,560.3	6,509.7	6,264.0
R3	6,425.8	6,375.2	6,227.0
R2	6,291.3	6,291.3	6,214.7
R1	6,240.7	6,240.7	6,202.3	6,266.0
PP	6,156.8	6,156.8	6,156.8	6,169.5
S1	6,106.2	6,106.2	6,177.7	6,131.5
S2	6,022.3	6,022.3	6,165.3
S3	5,887.8	5,971.7	6,153.0
S4	5,753.3	5,837.2	6,116.0

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	6,207.5	5,853.0	354.5	5.7%	105.0	1.7%	95%	True	False	121,848
10	6,207.5	5,805.0	402.5	6.5%	121.5	2.0%	96%	True	False	143,610
20	6,359.5	5,805.0	554.5	9.0%	114.1	1.8%	69%	False	False	133,468
40	6,359.5	5,615.0	744.5	12.0%	127.1	2.1%	77%	False	False	68,835
60	6,359.5	5,593.5	766.0	12.4%	135.9	2.2%	78%	False	False	46,034
80	6,359.5	5,593.5	766.0	12.4%	118.0	1.9%	78%	False	False	34,664
100	6,359.5	5,536.5	823.0	13.3%	107.3	1.7%	79%	False	False	27,990
120	6,359.5	5,419.0	940.5	15.2%	102.1	1.6%	82%	False	False	23,341

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	28.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,779.1
2.618	6,559.6
1.618	6,425.1
1.000	6,342.0
0.618	6,290.6
HIGH	6,207.5
0.618	6,156.1
0.500	6,140.3
0.382	6,124.4
LOW	6,073.0
0.618	5,989.9
1.000	5,938.5
1.618	5,855.4
2.618	5,720.9
4.250	5,501.4

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	6,173.4	6,168.6
PP	6,156.8	6,147.2
S1	6,140.3	6,125.8

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

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