DAX Index Future September 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	6,009.5	5,970.0	-39.5	-0.7%	6,079.0
High	6,067.5	6,154.5	87.0	1.4%	6,264.5
Low	5,944.5	5,954.5	10.0	0.2%	6,015.0
Close	5,995.0	6,143.0	148.0	2.5%	6,053.5
Range	123.0	200.0	77.0	62.6%	249.5
ATR	127.6	132.8	5.2	4.1%	0.0
Volume	145,662	157,177	11,515	7.9%	663,474

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,684.0	6,613.5	6,253.0
R3	6,484.0	6,413.5	6,198.0
R2	6,284.0	6,284.0	6,179.7
R1	6,213.5	6,213.5	6,161.3	6,248.8
PP	6,084.0	6,084.0	6,084.0	6,101.6
S1	6,013.5	6,013.5	6,124.7	6,048.8
S2	5,884.0	5,884.0	6,106.3
S3	5,684.0	5,813.5	6,088.0
S4	5,484.0	5,613.5	6,033.0

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	6,212.0	5,911.5	300.5	4.9%	151.1	2.5%	77%	False	False	145,331
10	6,264.5	5,911.5	353.0	5.7%	122.4	2.0%	66%	False	False	132,462
20	6,264.5	5,805.0	459.5	7.5%	127.8	2.1%	74%	False	False	144,052
40	6,359.5	5,765.5	594.0	9.7%	124.7	2.0%	64%	False	False	93,453
60	6,359.5	5,593.5	766.0	12.5%	138.3	2.3%	72%	False	False	62,514
80	6,359.5	5,593.5	766.0	12.5%	124.1	2.0%	72%	False	False	46,984
100	6,359.5	5,593.5	766.0	12.5%	111.4	1.8%	72%	False	False	37,892
120	6,359.5	5,419.0	940.5	15.3%	105.3	1.7%	77%	False	False	31,604

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	29.9
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,004.5
2.618	6,678.1
1.618	6,478.1
1.000	6,354.5
0.618	6,278.1
HIGH	6,154.5
0.618	6,078.1
0.500	6,054.5
0.382	6,030.9
LOW	5,954.5
0.618	5,830.9
1.000	5,754.5
1.618	5,630.9
2.618	5,430.9
4.250	5,104.5

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	6,113.5	6,106.3
PP	6,084.0	6,069.7
S1	6,054.5	6,033.0

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

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