DAX Index Future December 2010

Trading Metrics calculated at close of trading on 11-Nov-2010

Day Change Summary
	Previous	Current
	10-Nov-2010	11-Nov-2010	Change	Change %	Previous Week
Open	6,775.5	6,756.5	-19.0	-0.3%	6,666.5
High	6,791.0	6,768.5	-22.5	-0.3%	6,786.0
Low	6,690.0	6,708.0	18.0	0.3%	6,565.5
Close	6,731.5	6,733.0	1.5	0.0%	6,756.0
Range	101.0	60.5	-40.5	-40.1%	220.5
ATR	87.0	85.1	-1.9	-2.2%	0.0
Volume	159,465	133,185	-26,280	-16.5%	524,323

Daily Pivots for day following 11-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,918.0	6,886.0	6,766.3
R3	6,857.5	6,825.5	6,749.6
R2	6,797.0	6,797.0	6,744.1
R1	6,765.0	6,765.0	6,738.5	6,750.8
PP	6,736.5	6,736.5	6,736.5	6,729.4
S1	6,704.5	6,704.5	6,727.5	6,690.3
S2	6,676.0	6,676.0	6,721.9
S3	6,615.5	6,644.0	6,716.4
S4	6,555.0	6,583.5	6,699.7

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,364.0	7,280.5	6,877.3
R3	7,143.5	7,060.0	6,816.6
R2	6,923.0	6,923.0	6,796.4
R1	6,839.5	6,839.5	6,776.2	6,881.3
PP	6,702.5	6,702.5	6,702.5	6,723.4
S1	6,619.0	6,619.0	6,735.8	6,660.8
S2	6,482.0	6,482.0	6,715.6
S3	6,261.5	6,398.5	6,695.4
S4	6,041.0	6,178.0	6,634.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,818.5	6,690.0	128.5	1.9%	69.2	1.0%	33%	False	False	110,209
10	6,818.5	6,565.5	253.0	3.8%	79.0	1.2%	66%	False	False	105,967
20	6,818.5	6,447.0	371.5	5.5%	77.5	1.2%	77%	False	False	103,544
40	6,818.5	6,118.5	700.0	10.4%	91.0	1.4%	88%	False	False	112,836
60	6,818.5	5,830.0	988.5	14.7%	88.8	1.3%	91%	False	False	80,486
80	6,818.5	5,830.0	988.5	14.7%	89.2	1.3%	91%	False	False	60,442
100	6,818.5	5,818.0	1,000.5	14.9%	93.8	1.4%	91%	False	False	48,441
120	6,818.5	5,814.5	1,004.0	14.9%	96.3	1.4%	91%	False	False	40,827

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,025.6
2.618	6,926.9
1.618	6,866.4
1.000	6,829.0
0.618	6,805.9
HIGH	6,768.5
0.618	6,745.4
0.500	6,738.3
0.382	6,731.1
LOW	6,708.0
0.618	6,670.6
1.000	6,647.5
1.618	6,610.1
2.618	6,549.6
4.250	6,450.9

Fisher Pivots for day following 11-Nov-2010
Pivot	1 day	3 day
R1	6,738.3	6,754.3
PP	6,736.5	6,747.2
S1	6,734.8	6,740.1

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

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