DAX Index Future December 2010

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

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	6,263.5	6,182.0	-81.5	-1.3%	6,248.0
High	6,274.0	6,323.0	49.0	0.8%	6,349.5
Low	6,136.5	6,152.5	16.0	0.3%	6,136.5
Close	6,186.0	6,301.5	115.5	1.9%	6,301.5
Range	137.5	170.5	33.0	24.0%	213.0
ATR	94.9	100.3	5.4	5.7%	0.0
Volume	179,326	168,859	-10,467	-5.8%	783,564

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,770.5	6,706.5	6,395.3
R3	6,600.0	6,536.0	6,348.4
R2	6,429.5	6,429.5	6,332.8
R1	6,365.5	6,365.5	6,317.1	6,397.5
PP	6,259.0	6,259.0	6,259.0	6,275.0
S1	6,195.0	6,195.0	6,285.9	6,227.0
S2	6,088.5	6,088.5	6,270.2
S3	5,918.0	6,024.5	6,254.6
S4	5,747.5	5,854.0	6,207.7

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,901.5	6,814.5	6,418.7
R3	6,688.5	6,601.5	6,360.1
R2	6,475.5	6,475.5	6,340.6
R1	6,388.5	6,388.5	6,321.0	6,432.0
PP	6,262.5	6,262.5	6,262.5	6,284.3
S1	6,175.5	6,175.5	6,282.0	6,219.0
S2	6,049.5	6,049.5	6,262.5
S3	5,836.5	5,962.5	6,242.9
S4	5,623.5	5,749.5	6,184.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,349.5	6,136.5	213.0	3.4%	119.0	1.9%	77%	False	False	156,712
10	6,349.5	6,136.5	213.0	3.4%	96.8	1.5%	77%	False	False	123,243
20	6,349.5	5,830.0	519.5	8.2%	93.6	1.5%	91%	False	False	64,196
40	6,394.5	5,830.0	564.5	9.0%	92.8	1.5%	84%	False	False	32,299
60	6,394.5	5,823.0	571.5	9.1%	96.9	1.5%	84%	False	False	21,699
80	6,394.5	5,814.5	580.0	9.2%	99.2	1.6%	84%	False	False	16,938
100	6,394.5	5,625.0	769.5	12.2%	106.0	1.7%	88%	False	False	13,644
120	6,394.5	5,602.5	792.0	12.6%	106.7	1.7%	88%	False	False	11,411

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.7
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	7,047.6
2.618	6,769.4
1.618	6,598.9
1.000	6,493.5
0.618	6,428.4
HIGH	6,323.0
0.618	6,257.9
0.500	6,237.8
0.382	6,217.6
LOW	6,152.5
0.618	6,047.1
1.000	5,982.0
1.618	5,876.6
2.618	5,706.1
4.250	5,427.9

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	6,280.3	6,277.6
PP	6,259.0	6,253.7
S1	6,237.8	6,229.8

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

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