DAX Index Future December 2010

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	6,182.0	6,332.5	150.5	2.4%	6,248.0
High	6,323.0	6,340.0	17.0	0.3%	6,349.5
Low	6,152.5	6,280.5	128.0	2.1%	6,136.5
Close	6,301.5	6,285.5	-16.0	-0.3%	6,301.5
Range	170.5	59.5	-111.0	-65.1%	213.0
ATR	100.3	97.4	-2.9	-2.9%	0.0
Volume	168,859	100,420	-68,439	-40.5%	783,564

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,480.5	6,442.5	6,318.2
R3	6,421.0	6,383.0	6,301.9
R2	6,361.5	6,361.5	6,296.4
R1	6,323.5	6,323.5	6,291.0	6,312.8
PP	6,302.0	6,302.0	6,302.0	6,296.6
S1	6,264.0	6,264.0	6,280.0	6,253.3
S2	6,242.5	6,242.5	6,274.6
S3	6,183.0	6,204.5	6,269.1
S4	6,123.5	6,145.0	6,252.8

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%	110.9	1.8%	70%	False	False	151,176
10	6,349.5	6,136.5	213.0	3.4%	96.7	1.5%	70%	False	False	130,429
20	6,349.5	5,830.0	519.5	8.3%	91.2	1.5%	88%	False	False	69,155
40	6,394.5	5,830.0	564.5	9.0%	91.3	1.5%	81%	False	False	34,802
60	6,394.5	5,830.0	564.5	9.0%	97.0	1.5%	81%	False	False	23,366
80	6,394.5	5,814.5	580.0	9.2%	98.9	1.6%	81%	False	False	18,174
100	6,394.5	5,625.0	769.5	12.2%	105.9	1.7%	86%	False	False	14,642
120	6,394.5	5,602.5	792.0	12.6%	106.9	1.7%	86%	False	False	12,247

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	16.8
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,592.9
2.618	6,495.8
1.618	6,436.3
1.000	6,399.5
0.618	6,376.8
HIGH	6,340.0
0.618	6,317.3
0.500	6,310.3
0.382	6,303.2
LOW	6,280.5
0.618	6,243.7
1.000	6,221.0
1.618	6,184.2
2.618	6,124.7
4.250	6,027.6

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	6,310.3	6,269.8
PP	6,302.0	6,254.0
S1	6,293.8	6,238.3

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

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