DAX Index Future September 2010

Trading Metrics calculated at close of trading on 06-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	06-Sep-2010	Change	Change %	Previous Week
Open	6,097.0	6,175.0	78.0	1.3%	5,977.0
High	6,179.5	6,176.0	-3.5	-0.1%	6,179.5
Low	6,087.5	6,142.0	54.5	0.9%	5,816.0
Close	6,129.0	6,150.0	21.0	0.3%	6,129.0
Range	92.0	34.0	-58.0	-63.0%	363.5
ATR	113.3	108.6	-4.7	-4.2%	0.0
Volume	132,324	47,281	-85,043	-64.3%	585,325

Daily Pivots for day following 06-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,258.0	6,238.0	6,168.7
R3	6,224.0	6,204.0	6,159.4
R2	6,190.0	6,190.0	6,156.2
R1	6,170.0	6,170.0	6,153.1	6,163.0
PP	6,156.0	6,156.0	6,156.0	6,152.5
S1	6,136.0	6,136.0	6,146.9	6,129.0
S2	6,122.0	6,122.0	6,143.8
S3	6,088.0	6,102.0	6,140.7
S4	6,054.0	6,068.0	6,131.3

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,132.0	6,994.0	6,328.9
R3	6,768.5	6,630.5	6,229.0
R2	6,405.0	6,405.0	6,195.6
R1	6,267.0	6,267.0	6,162.3	6,336.0
PP	6,041.5	6,041.5	6,041.5	6,076.0
S1	5,903.5	5,903.5	6,095.7	5,972.5
S2	5,678.0	5,678.0	6,062.4
S3	5,314.5	5,540.0	6,029.0
S4	4,951.0	5,176.5	5,929.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,179.5	5,816.0	363.5	5.9%	103.0	1.7%	92%	False	False	126,521
10	6,179.5	5,816.0	363.5	5.9%	108.0	1.8%	92%	False	False	126,303
20	6,342.0	5,816.0	526.0	8.6%	104.6	1.7%	63%	False	False	122,719
40	6,391.5	5,816.0	575.5	9.4%	109.1	1.8%	58%	False	False	124,251
60	6,391.5	5,805.0	586.5	9.5%	109.6	1.8%	59%	False	False	125,560
80	6,391.5	5,615.0	776.5	12.6%	118.5	1.9%	69%	False	False	94,796
100	6,391.5	5,593.5	798.0	13.0%	124.4	2.0%	70%	False	False	75,921
120	6,391.5	5,593.5	798.0	13.0%	114.3	1.9%	70%	False	False	63,430

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.5
Narrowest range in 113 trading days

Fibonacci Retracements and Extensions
4.250	6,320.5
2.618	6,265.0
1.618	6,231.0
1.000	6,210.0
0.618	6,197.0
HIGH	6,176.0
0.618	6,163.0
0.500	6,159.0
0.382	6,155.0
LOW	6,142.0
0.618	6,121.0
1.000	6,108.0
1.618	6,087.0
2.618	6,053.0
4.250	5,997.5

Fisher Pivots for day following 06-Sep-2010
Pivot	1 day	3 day
R1	6,159.0	6,138.7
PP	6,156.0	6,127.3
S1	6,153.0	6,116.0

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

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