DAX Index Future December 2010

Trading Metrics calculated at close of trading on 16-Nov-2010

Day Change Summary
	Previous	Current
	15-Nov-2010	16-Nov-2010	Change	Change %	Previous Week
Open	6,710.0	6,761.0	51.0	0.8%	6,753.5
High	6,820.5	6,776.5	-44.0	-0.6%	6,818.5
Low	6,685.0	6,654.5	-30.5	-0.5%	6,625.5
Close	6,790.0	6,677.5	-112.5	-1.7%	6,739.5
Range	135.5	122.0	-13.5	-10.0%	193.0
ATR	92.5	95.6	3.1	3.3%	0.0
Volume	146,251	0	-146,251	-100.0%	415,453

Daily Pivots for day following 16-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,068.8	6,995.2	6,744.6
R3	6,946.8	6,873.2	6,711.1
R2	6,824.8	6,824.8	6,699.9
R1	6,751.2	6,751.2	6,688.7	6,727.0
PP	6,702.8	6,702.8	6,702.8	6,690.8
S1	6,629.2	6,629.2	6,666.3	6,605.0
S2	6,580.8	6,580.8	6,655.1
S3	6,458.8	6,507.2	6,644.0
S4	6,336.8	6,385.2	6,610.4

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,306.8	7,216.2	6,845.7
R3	7,113.8	7,023.2	6,792.6
R2	6,920.8	6,920.8	6,774.9
R1	6,830.2	6,830.2	6,757.2	6,779.0
PP	6,727.8	6,727.8	6,727.8	6,702.3
S1	6,637.2	6,637.2	6,721.8	6,586.0
S2	6,534.8	6,534.8	6,704.1
S3	6,341.8	6,444.2	6,686.4
S4	6,148.8	6,251.2	6,633.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,820.5	6,625.5	195.0	2.9%	112.2	1.7%	27%	False	False	87,780
10	6,820.5	6,608.5	212.0	3.2%	93.2	1.4%	33%	False	False	83,160
20	6,820.5	6,471.0	349.5	5.2%	84.3	1.3%	59%	False	False	104,892
40	6,820.5	6,118.5	702.0	10.5%	93.0	1.4%	80%	False	False	104,949
60	6,820.5	5,830.0	990.5	14.8%	91.2	1.4%	86%	False	False	82,886
80	6,820.5	5,830.0	990.5	14.8%	92.0	1.4%	86%	False	False	62,241
100	6,820.5	5,818.0	1,002.5	15.0%	94.5	1.4%	86%	False	False	49,897
120	6,820.5	5,814.5	1,006.0	15.1%	97.2	1.5%	86%	False	False	42,034

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,295.0
2.618	7,095.9
1.618	6,973.9
1.000	6,898.5
0.618	6,851.9
HIGH	6,776.5
0.618	6,729.9
0.500	6,715.5
0.382	6,701.1
LOW	6,654.5
0.618	6,579.1
1.000	6,532.5
1.618	6,457.1
2.618	6,335.1
4.250	6,136.0

Fisher Pivots for day following 16-Nov-2010
Pivot	1 day	3 day
R1	6,715.5	6,723.0
PP	6,702.8	6,707.8
S1	6,690.2	6,692.7

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

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