DAX Index Future September 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	6,218.0	6,155.5	-62.5	-1.0%	6,079.0
High	6,264.5	6,212.0	-52.5	-0.8%	6,264.5
Low	6,132.0	6,015.0	-117.0	-1.9%	6,015.0
Close	6,150.5	6,053.5	-97.0	-1.6%	6,053.5
Range	132.5	197.0	64.5	48.7%	249.5
ATR	124.2	129.4	5.2	4.2%	0.0
Volume	150,725	160,138	9,413	6.2%	663,474

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,684.5	6,566.0	6,161.9
R3	6,487.5	6,369.0	6,107.7
R2	6,290.5	6,290.5	6,089.6
R1	6,172.0	6,172.0	6,071.6	6,132.8
PP	6,093.5	6,093.5	6,093.5	6,073.9
S1	5,975.0	5,975.0	6,035.4	5,935.8
S2	5,896.5	5,896.5	6,017.4
S3	5,699.5	5,778.0	5,999.3
S4	5,502.5	5,581.0	5,945.2

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,859.5	6,706.0	6,190.7
R3	6,610.0	6,456.5	6,122.1
R2	6,360.5	6,360.5	6,099.2
R1	6,207.0	6,207.0	6,076.4	6,159.0
PP	6,111.0	6,111.0	6,111.0	6,087.0
S1	5,957.5	5,957.5	6,030.6	5,909.5
S2	5,861.5	5,861.5	6,007.8
S3	5,612.0	5,708.0	5,984.9
S4	5,362.5	5,458.5	5,916.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,264.5	6,015.0	249.5	4.1%	120.9	2.0%	15%	False	True	132,694
10	6,264.5	5,805.0	459.5	7.6%	123.3	2.0%	54%	False	False	133,894
20	6,359.5	5,805.0	554.5	9.2%	119.7	2.0%	45%	False	False	143,787
40	6,359.5	5,615.0	744.5	12.3%	124.7	2.1%	59%	False	False	79,391
60	6,359.5	5,593.5	766.0	12.7%	137.7	2.3%	60%	False	False	53,108
80	6,359.5	5,593.5	766.0	12.7%	120.2	2.0%	60%	False	False	39,952
100	6,359.5	5,536.5	823.0	13.6%	108.6	1.8%	63%	False	False	32,233
120	6,359.5	5,419.0	940.5	15.5%	103.2	1.7%	67%	False	False	26,886

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	30.5
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,049.3
2.618	6,727.7
1.618	6,530.7
1.000	6,409.0
0.618	6,333.7
HIGH	6,212.0
0.618	6,136.7
0.500	6,113.5
0.382	6,090.3
LOW	6,015.0
0.618	5,893.3
1.000	5,818.0
1.618	5,696.3
2.618	5,499.3
4.250	5,177.8

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	6,113.5	6,139.8
PP	6,093.5	6,111.0
S1	6,073.5	6,082.3

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

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