DAX Index Future December 2010

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	6,274.0	6,262.0	-12.0	-0.2%	6,181.0
High	6,300.5	6,297.0	-3.5	-0.1%	6,242.0
Low	6,240.0	6,239.0	-1.0	0.0%	6,074.5
Close	6,272.0	6,288.0	16.0	0.3%	6,225.0
Range	60.5	58.0	-2.5	-4.1%	167.5
ATR	93.5	90.9	-2.5	-2.7%	0.0
Volume	28,560	59,247	30,687	107.4%	47,527

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,448.7	6,426.3	6,319.9
R3	6,390.7	6,368.3	6,304.0
R2	6,332.7	6,332.7	6,298.6
R1	6,310.3	6,310.3	6,293.3	6,321.5
PP	6,274.7	6,274.7	6,274.7	6,280.3
S1	6,252.3	6,252.3	6,282.7	6,263.5
S2	6,216.7	6,216.7	6,277.4
S3	6,158.7	6,194.3	6,272.1
S4	6,100.7	6,136.3	6,256.1

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,683.0	6,621.5	6,317.1
R3	6,515.5	6,454.0	6,271.1
R2	6,348.0	6,348.0	6,255.7
R1	6,286.5	6,286.5	6,240.4	6,317.3
PP	6,180.5	6,180.5	6,180.5	6,195.9
S1	6,119.0	6,119.0	6,209.6	6,149.8
S2	6,013.0	6,013.0	6,194.3
S3	5,845.5	5,951.5	6,178.9
S4	5,678.0	5,784.0	6,132.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,300.5	6,074.5	226.0	3.6%	73.3	1.2%	94%	False	False	25,120
10	6,300.5	5,895.0	405.5	6.4%	80.6	1.3%	97%	False	False	13,739
20	6,300.5	5,830.0	470.5	7.5%	90.5	1.4%	97%	False	False	7,228
40	6,394.5	5,830.0	564.5	9.0%	91.9	1.5%	81%	False	False	3,765
60	6,394.5	5,818.0	576.5	9.2%	97.4	1.5%	82%	False	False	2,658
80	6,394.5	5,717.0	677.5	10.8%	101.0	1.6%	84%	False	False	2,687
100	6,394.5	5,602.5	792.0	12.6%	110.7	1.8%	87%	False	False	2,231
120	6,394.5	5,602.5	792.0	12.6%	101.9	1.6%	87%	False	False	1,878

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	18.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,543.5
2.618	6,448.8
1.618	6,390.8
1.000	6,355.0
0.618	6,332.8
HIGH	6,297.0
0.618	6,274.8
0.500	6,268.0
0.382	6,261.2
LOW	6,239.0
0.618	6,203.2
1.000	6,181.0
1.618	6,145.2
2.618	6,087.2
4.250	5,992.5

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	6,281.3	6,274.4
PP	6,274.7	6,260.8
S1	6,268.0	6,247.3

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

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