DAX Index Future September 2010

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	6,143.0	6,175.5	32.5	0.5%	6,329.5
High	6,219.5	6,220.0	0.5	0.0%	6,374.0
Low	6,125.5	6,157.0	31.5	0.5%	6,071.0
Close	6,210.0	6,193.5	-16.5	-0.3%	6,113.5
Range	94.0	63.0	-31.0	-33.0%	303.0
ATR	112.4	108.9	-3.5	-3.1%	0.0
Volume	123,999	124,706	707	0.6%	588,509

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,379.2	6,349.3	6,228.2
R3	6,316.2	6,286.3	6,210.8
R2	6,253.2	6,253.2	6,205.1
R1	6,223.3	6,223.3	6,199.3	6,238.3
PP	6,190.2	6,190.2	6,190.2	6,197.6
S1	6,160.3	6,160.3	6,187.7	6,175.3
S2	6,127.2	6,127.2	6,182.0
S3	6,064.2	6,097.3	6,176.2
S4	6,001.2	6,034.3	6,158.9

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	6,220.0	6,063.5	156.5	2.5%	87.5	1.4%	83%	True	False	124,376
10	6,391.5	6,063.5	328.0	5.3%	92.3	1.5%	40%	False	False	119,327
20	6,391.5	5,954.5	437.0	7.1%	101.5	1.6%	55%	False	False	120,901
40	6,391.5	5,805.0	586.5	9.5%	112.1	1.8%	66%	False	False	132,425
60	6,391.5	5,710.0	681.5	11.0%	115.7	1.9%	71%	False	False	99,992
80	6,391.5	5,593.5	798.0	12.9%	128.2	2.1%	75%	False	False	75,164
100	6,391.5	5,593.5	798.0	12.9%	118.0	1.9%	75%	False	False	60,208
120	6,391.5	5,593.5	798.0	12.9%	108.4	1.8%	75%	False	False	50,419

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.6
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,487.8
2.618	6,384.9
1.618	6,321.9
1.000	6,283.0
0.618	6,258.9
HIGH	6,220.0
0.618	6,195.9
0.500	6,188.5
0.382	6,181.1
LOW	6,157.0
0.618	6,118.1
1.000	6,094.0
1.618	6,055.1
2.618	5,992.1
4.250	5,889.3

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	6,191.8	6,176.3
PP	6,190.2	6,159.0
S1	6,188.5	6,141.8

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

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