DAX Index Future September 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	6,134.5	6,160.0	25.5	0.4%	6,329.5
High	6,178.0	6,178.5	0.5	0.0%	6,374.0
Low	6,100.5	6,071.0	-29.5	-0.5%	6,071.0
Close	6,142.0	6,113.5	-28.5	-0.5%	6,113.5
Range	77.5	107.5	30.0	38.7%	303.0
ATR	114.2	113.7	-0.5	-0.4%	0.0
Volume	133,718	128,942	-4,776	-3.6%	588,509

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,443.5	6,386.0	6,172.6
R3	6,336.0	6,278.5	6,143.1
R2	6,228.5	6,228.5	6,133.2
R1	6,171.0	6,171.0	6,123.4	6,146.0
PP	6,121.0	6,121.0	6,121.0	6,108.5
S1	6,063.5	6,063.5	6,103.6	6,038.5
S2	6,013.5	6,013.5	6,093.8
S3	5,906.0	5,956.0	6,083.9
S4	5,798.5	5,848.5	6,054.4

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,095.2	6,907.3	6,280.2
R3	6,792.2	6,604.3	6,196.8
R2	6,489.2	6,489.2	6,169.1
R1	6,301.3	6,301.3	6,141.3	6,243.8
PP	6,186.2	6,186.2	6,186.2	6,157.4
S1	5,998.3	5,998.3	6,085.7	5,940.8
S2	5,883.2	5,883.2	6,058.0
S3	5,580.2	5,695.3	6,030.2
S4	5,277.2	5,392.3	5,946.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,374.0	6,071.0	303.0	5.0%	92.6	1.5%	14%	False	True	117,701
10	6,391.5	6,071.0	320.5	5.2%	95.2	1.6%	13%	False	True	116,163
20	6,391.5	5,911.5	480.0	7.9%	106.8	1.7%	42%	False	False	123,407
40	6,391.5	5,805.0	586.5	9.6%	113.2	1.9%	53%	False	False	133,597
60	6,391.5	5,615.0	776.5	12.7%	118.7	1.9%	64%	False	False	94,063
80	6,391.5	5,593.5	798.0	13.1%	130.0	2.1%	65%	False	False	70,683
100	6,391.5	5,593.5	798.0	13.1%	117.5	1.9%	65%	False	False	56,643
120	6,391.5	5,536.5	855.0	14.0%	108.3	1.8%	67%	False	False	47,429

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,635.4
2.618	6,459.9
1.618	6,352.4
1.000	6,286.0
0.618	6,244.9
HIGH	6,178.5
0.618	6,137.4
0.500	6,124.8
0.382	6,112.1
LOW	6,071.0
0.618	6,004.6
1.000	5,963.5
1.618	5,897.1
2.618	5,789.6
4.250	5,614.1

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	6,124.8	6,174.0
PP	6,121.0	6,153.8
S1	6,117.3	6,133.7

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

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