DAX Index Future September 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	5,895.5	5,977.0	81.5	1.4%	6,020.0
High	5,980.0	5,987.5	7.5	0.1%	6,057.0
Low	5,845.0	5,880.0	35.0	0.6%	5,836.5
Close	5,955.0	5,917.5	-37.5	-0.6%	5,955.0
Range	135.0	107.5	-27.5	-20.4%	220.5
ATR	111.9	111.6	-0.3	-0.3%	0.0
Volume	166,624	0	-166,624	-100.0%	738,049

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,250.8	6,191.7	5,976.6
R3	6,143.3	6,084.2	5,947.1
R2	6,035.8	6,035.8	5,937.2
R1	5,976.7	5,976.7	5,927.4	5,952.5
PP	5,928.3	5,928.3	5,928.3	5,916.3
S1	5,869.2	5,869.2	5,907.6	5,845.0
S2	5,820.8	5,820.8	5,897.8
S3	5,713.3	5,761.7	5,887.9
S4	5,605.8	5,654.2	5,858.4

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,611.0	6,503.5	6,076.3
R3	6,390.5	6,283.0	6,015.6
R2	6,170.0	6,170.0	5,995.4
R1	6,062.5	6,062.5	5,975.2	6,006.0
PP	5,949.5	5,949.5	5,949.5	5,921.3
S1	5,842.0	5,842.0	5,934.8	5,785.5
S2	5,729.0	5,729.0	5,914.6
S3	5,508.5	5,621.5	5,894.4
S4	5,288.0	5,401.0	5,833.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,992.0	5,836.5	155.5	2.6%	113.0	1.9%	52%	False	False	126,084
10	6,233.5	5,836.5	397.0	6.7%	107.3	1.8%	20%	False	False	119,307
20	6,391.5	5,836.5	555.0	9.4%	99.8	1.7%	15%	False	False	117,750
40	6,391.5	5,836.5	555.0	9.4%	109.9	1.9%	15%	False	False	124,195
60	6,391.5	5,805.0	586.5	9.9%	112.2	1.9%	19%	False	False	115,620
80	6,391.5	5,615.0	776.5	13.1%	122.4	2.1%	39%	False	False	86,916
100	6,391.5	5,593.5	798.0	13.5%	122.8	2.1%	41%	False	False	69,617
120	6,391.5	5,593.5	798.0	13.5%	112.1	1.9%	41%	False	False	58,268

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	25.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,444.4
2.618	6,268.9
1.618	6,161.4
1.000	6,095.0
0.618	6,053.9
HIGH	5,987.5
0.618	5,946.4
0.500	5,933.8
0.382	5,921.1
LOW	5,880.0
0.618	5,813.6
1.000	5,772.5
1.618	5,706.1
2.618	5,598.6
4.250	5,423.1

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	5,933.8	5,917.1
PP	5,928.3	5,916.7
S1	5,922.9	5,916.3

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

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