DAX Index Future September 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	6,190.0	6,120.5	-69.5	-1.1%	6,213.0
High	6,249.5	6,190.0	-59.5	-1.0%	6,259.0
Low	6,092.0	6,063.0	-29.0	-0.5%	6,063.0
Close	6,131.5	6,167.0	35.5	0.6%	6,167.0
Range	157.5	127.0	-30.5	-19.4%	196.0
ATR	123.4	123.6	0.3	0.2%	0.0
Volume	130,607	145,877	15,270	11.7%	608,880

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,521.0	6,471.0	6,236.9
R3	6,394.0	6,344.0	6,201.9
R2	6,267.0	6,267.0	6,190.3
R1	6,217.0	6,217.0	6,178.6	6,242.0
PP	6,140.0	6,140.0	6,140.0	6,152.5
S1	6,090.0	6,090.0	6,155.4	6,115.0
S2	6,013.0	6,013.0	6,143.7
S3	5,886.0	5,963.0	6,132.1
S4	5,759.0	5,836.0	6,097.2

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,751.0	6,655.0	6,274.8
R3	6,555.0	6,459.0	6,220.9
R2	6,359.0	6,359.0	6,202.9
R1	6,263.0	6,263.0	6,185.0	6,213.0
PP	6,163.0	6,163.0	6,163.0	6,138.0
S1	6,067.0	6,067.0	6,149.0	6,017.0
S2	5,967.0	5,967.0	6,131.1
S3	5,771.0	5,871.0	6,113.1
S4	5,575.0	5,675.0	6,059.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,259.0	6,063.0	196.0	3.2%	108.6	1.8%	53%	False	True	121,776
10	6,259.0	5,911.5	347.5	5.6%	118.5	1.9%	74%	False	False	130,651
20	6,264.5	5,805.0	459.5	7.5%	120.9	2.0%	79%	False	False	132,272
40	6,359.5	5,805.0	554.5	9.0%	121.5	2.0%	65%	False	False	111,825
60	6,359.5	5,615.0	744.5	12.1%	131.6	2.1%	74%	False	False	74,809
80	6,359.5	5,593.5	766.0	12.4%	127.5	2.1%	75%	False	False	56,214
100	6,359.5	5,593.5	766.0	12.4%	114.2	1.9%	75%	False	False	45,275
120	6,359.5	5,480.0	879.5	14.3%	106.4	1.7%	78%	False	False	37,762

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	30.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,729.8
2.618	6,522.5
1.618	6,395.5
1.000	6,317.0
0.618	6,268.5
HIGH	6,190.0
0.618	6,141.5
0.500	6,126.5
0.382	6,111.5
LOW	6,063.0
0.618	5,984.5
1.000	5,936.0
1.618	5,857.5
2.618	5,730.5
4.250	5,523.3

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	6,153.5	6,164.2
PP	6,140.0	6,161.3
S1	6,126.5	6,158.5

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

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