DAX Index Future September 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	6,020.0	5,991.5	-28.5	-0.5%	6,127.0
High	6,057.0	5,992.0	-65.0	-1.1%	6,233.5
Low	5,996.5	5,870.5	-126.0	-2.1%	5,990.0
Close	6,006.5	5,937.0	-69.5	-1.2%	6,011.5
Range	60.5	121.5	61.0	100.8%	243.5
ATR	109.9	111.8	1.9	1.7%	0.0
Volume	107,625	171,489	63,864	59.3%	565,539

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,297.7	6,238.8	6,003.8
R3	6,176.2	6,117.3	5,970.4
R2	6,054.7	6,054.7	5,959.3
R1	5,995.8	5,995.8	5,948.1	5,964.5
PP	5,933.2	5,933.2	5,933.2	5,917.5
S1	5,874.3	5,874.3	5,925.9	5,843.0
S2	5,811.7	5,811.7	5,914.7
S3	5,690.2	5,752.8	5,903.6
S4	5,568.7	5,631.3	5,870.2

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,808.8	6,653.7	6,145.4
R3	6,565.3	6,410.2	6,078.5
R2	6,321.8	6,321.8	6,056.1
R1	6,166.7	6,166.7	6,033.8	6,122.5
PP	6,078.3	6,078.3	6,078.3	6,056.3
S1	5,923.2	5,923.2	5,989.2	5,879.0
S2	5,834.8	5,834.8	5,966.9
S3	5,591.3	5,679.7	5,944.5
S4	5,347.8	5,436.2	5,877.6

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	5,870.5	363.0	6.1%	107.0	1.8%	18%	False	True	122,027
10	6,277.0	5,870.5	406.5	6.8%	104.3	1.8%	16%	False	True	124,391
20	6,391.5	5,870.5	521.0	8.8%	103.2	1.7%	13%	False	True	119,576
40	6,391.5	5,805.0	586.5	9.9%	112.1	1.9%	23%	False	False	129,359
60	6,391.5	5,805.0	586.5	9.9%	115.6	1.9%	23%	False	False	108,029
80	6,391.5	5,593.5	798.0	13.4%	128.7	2.2%	43%	False	False	81,205
100	6,391.5	5,593.5	798.0	13.4%	120.5	2.0%	43%	False	False	65,040
120	6,391.5	5,593.5	798.0	13.4%	110.5	1.9%	43%	False	False	54,459

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	20.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,508.4
2.618	6,310.1
1.618	6,188.6
1.000	6,113.5
0.618	6,067.1
HIGH	5,992.0
0.618	5,945.6
0.500	5,931.3
0.382	5,916.9
LOW	5,870.5
0.618	5,795.4
1.000	5,749.0
1.618	5,673.9
2.618	5,552.4
4.250	5,354.1

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	5,935.1	5,985.3
PP	5,933.2	5,969.2
S1	5,931.3	5,953.1

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

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