DAX Index Future September 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	6,361.0	6,329.5	-31.5	-0.5%	6,185.5
High	6,391.5	6,374.0	-17.5	-0.3%	6,391.5
Low	6,247.5	6,320.5	73.0	1.2%	6,185.5
Close	6,266.0	6,354.5	88.5	1.4%	6,266.0
Range	144.0	53.5	-90.5	-62.8%	206.0
ATR	116.9	116.2	-0.6	-0.5%	0.0
Volume	144,394	70,317	-74,077	-51.3%	573,121

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,510.2	6,485.8	6,383.9
R3	6,456.7	6,432.3	6,369.2
R2	6,403.2	6,403.2	6,364.3
R1	6,378.8	6,378.8	6,359.4	6,391.0
PP	6,349.7	6,349.7	6,349.7	6,355.8
S1	6,325.3	6,325.3	6,349.6	6,337.5
S2	6,296.2	6,296.2	6,344.7
S3	6,242.7	6,271.8	6,339.8
S4	6,189.2	6,218.3	6,325.1

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,899.0	6,788.5	6,379.3
R3	6,693.0	6,582.5	6,322.7
R2	6,487.0	6,487.0	6,303.8
R1	6,376.5	6,376.5	6,284.9	6,431.8
PP	6,281.0	6,281.0	6,281.0	6,308.6
S1	6,170.5	6,170.5	6,247.1	6,225.8
S2	6,075.0	6,075.0	6,228.2
S3	5,869.0	5,964.5	6,209.4
S4	5,663.0	5,758.5	6,152.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,391.5	6,247.5	144.0	2.3%	83.5	1.3%	74%	False	False	106,646
10	6,391.5	6,063.0	328.5	5.2%	100.1	1.6%	89%	False	False	114,913
20	6,391.5	5,911.5	480.0	7.6%	113.6	1.8%	92%	False	False	125,782
40	6,391.5	5,805.0	586.5	9.2%	112.0	1.8%	94%	False	False	126,981
60	6,391.5	5,615.0	776.5	12.2%	123.1	1.9%	95%	False	False	85,488
80	6,391.5	5,593.5	798.0	12.6%	129.3	2.0%	95%	False	False	64,221
100	6,391.5	5,593.5	798.0	12.6%	116.2	1.8%	95%	False	False	51,572
120	6,391.5	5,536.5	855.0	13.5%	107.8	1.7%	96%	False	False	43,120

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,601.4
2.618	6,514.1
1.618	6,460.6
1.000	6,427.5
0.618	6,407.1
HIGH	6,374.0
0.618	6,353.6
0.500	6,347.3
0.382	6,340.9
LOW	6,320.5
0.618	6,287.4
1.000	6,267.0
1.618	6,233.9
2.618	6,180.4
4.250	6,093.1

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	6,352.1	6,342.8
PP	6,349.7	6,331.2
S1	6,347.3	6,319.5

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

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