DAX Index Future September 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	6,090.0	6,240.0	150.0	2.5%	5,848.5
High	6,207.5	6,246.0	38.5	0.6%	6,105.0
Low	6,073.0	6,166.0	93.0	1.5%	5,846.5
Close	6,190.0	6,210.0	20.0	0.3%	6,069.5
Range	134.5	80.0	-54.5	-40.5%	258.5
ATR	126.9	123.6	-3.4	-2.6%	0.0
Volume	140,214	114,627	-25,587	-18.2%	532,617

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,447.3	6,408.7	6,254.0
R3	6,367.3	6,328.7	6,232.0
R2	6,287.3	6,287.3	6,224.7
R1	6,248.7	6,248.7	6,217.3	6,228.0
PP	6,207.3	6,207.3	6,207.3	6,197.0
S1	6,168.7	6,168.7	6,202.7	6,148.0
S2	6,127.3	6,127.3	6,195.3
S3	6,047.3	6,088.7	6,188.0
S4	5,967.3	6,008.7	6,166.0

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	6,246.0	6,010.5	235.5	3.8%	80.9	1.3%	85%	True	False	113,273
10	6,246.0	5,805.0	441.0	7.1%	113.9	1.8%	92%	True	False	137,447
20	6,359.5	5,805.0	554.5	8.9%	110.8	1.8%	73%	False	False	136,272
40	6,359.5	5,615.0	744.5	12.0%	126.9	2.0%	80%	False	False	71,694
60	6,359.5	5,593.5	766.0	12.3%	135.7	2.2%	80%	False	False	47,935
80	6,359.5	5,593.5	766.0	12.3%	118.0	1.9%	80%	False	False	36,072
100	6,359.5	5,536.5	823.0	13.3%	107.3	1.7%	82%	False	False	29,135
120	6,359.5	5,419.0	940.5	15.1%	101.8	1.6%	84%	False	False	24,295

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	29.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,586.0
2.618	6,455.4
1.618	6,375.4
1.000	6,326.0
0.618	6,295.4
HIGH	6,246.0
0.618	6,215.4
0.500	6,206.0
0.382	6,196.6
LOW	6,166.0
0.618	6,116.6
1.000	6,086.0
1.618	6,036.6
2.618	5,956.6
4.250	5,826.0

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	6,208.7	6,192.0
PP	6,207.3	6,174.0
S1	6,206.0	6,156.0

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

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