DAX Index Future September 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	6,175.5	6,200.5	25.0	0.4%	6,329.5
High	6,220.0	6,233.5	13.5	0.2%	6,374.0
Low	6,157.0	6,053.5	-103.5	-1.7%	6,071.0
Close	6,193.5	6,083.5	-110.0	-1.8%	6,113.5
Range	63.0	180.0	117.0	185.7%	303.0
ATR	108.9	114.0	5.1	4.7%	0.0
Volume	124,706	206,317	81,611	65.4%	588,509

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,663.5	6,553.5	6,182.5
R3	6,483.5	6,373.5	6,133.0
R2	6,303.5	6,303.5	6,116.5
R1	6,193.5	6,193.5	6,100.0	6,158.5
PP	6,123.5	6,123.5	6,123.5	6,106.0
S1	6,013.5	6,013.5	6,067.0	5,978.5
S2	5,943.5	5,943.5	6,050.5
S3	5,763.5	5,833.5	6,034.0
S4	5,583.5	5,653.5	5,984.5

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	6,233.5	6,053.5	180.0	3.0%	108.0	1.8%	17%	True	True	138,896
10	6,391.5	6,053.5	338.0	5.6%	104.0	1.7%	9%	False	True	129,844
20	6,391.5	6,053.5	338.0	5.6%	100.5	1.7%	9%	False	True	123,358
40	6,391.5	5,805.0	586.5	9.6%	114.2	1.9%	47%	False	False	133,705
60	6,391.5	5,765.5	626.0	10.3%	116.6	1.9%	51%	False	False	103,421
80	6,391.5	5,593.5	798.0	13.1%	128.9	2.1%	61%	False	False	77,725
100	6,391.5	5,593.5	798.0	13.1%	119.4	2.0%	61%	False	False	62,258
120	6,391.5	5,593.5	798.0	13.1%	109.6	1.8%	61%	False	False	52,137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.5
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	6,998.5
2.618	6,704.7
1.618	6,524.7
1.000	6,413.5
0.618	6,344.7
HIGH	6,233.5
0.618	6,164.7
0.500	6,143.5
0.382	6,122.3
LOW	6,053.5
0.618	5,942.3
1.000	5,873.5
1.618	5,762.3
2.618	5,582.3
4.250	5,288.5

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	6,143.5	6,143.5
PP	6,123.5	6,123.5
S1	6,103.5	6,103.5

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

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