DAX Index Future December 2010

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	6,747.5	6,850.0	102.5	1.5%	6,887.5
High	6,854.5	6,875.0	20.5	0.3%	6,907.5
Low	6,703.5	6,781.5	78.0	1.2%	6,703.5
Close	6,824.5	6,857.0	32.5	0.5%	6,857.0
Range	151.0	93.5	-57.5	-38.1%	204.0
ATR	101.2	100.7	-0.6	-0.5%	0.0
Volume	161,207	151,127	-10,080	-6.3%	471,477

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,118.3	7,081.2	6,908.4
R3	7,024.8	6,987.7	6,882.7
R2	6,931.3	6,931.3	6,874.1
R1	6,894.2	6,894.2	6,865.6	6,912.8
PP	6,837.8	6,837.8	6,837.8	6,847.1
S1	6,800.7	6,800.7	6,848.4	6,819.3
S2	6,744.3	6,744.3	6,839.9
S3	6,650.8	6,707.2	6,831.3
S4	6,557.3	6,613.7	6,805.6

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,434.7	7,349.8	6,969.2
R3	7,230.7	7,145.8	6,913.1
R2	7,026.7	7,026.7	6,894.4
R1	6,941.8	6,941.8	6,875.7	6,882.3
PP	6,822.7	6,822.7	6,822.7	6,792.9
S1	6,737.8	6,737.8	6,838.3	6,678.3
S2	6,618.7	6,618.7	6,819.6
S3	6,414.7	6,533.8	6,800.9
S4	6,210.7	6,329.8	6,744.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,907.5	6,703.5	204.0	3.0%	110.2	1.6%	75%	False	False	94,295
10	6,907.5	6,625.5	282.0	4.1%	109.0	1.6%	82%	False	False	89,912
20	6,907.5	6,565.5	342.0	5.0%	94.0	1.4%	85%	False	False	97,939
40	6,907.5	6,118.5	789.0	11.5%	88.8	1.3%	94%	False	False	99,208
60	6,907.5	6,074.5	833.0	12.1%	89.9	1.3%	94%	False	False	95,336
80	6,907.5	5,830.0	1,077.5	15.7%	92.3	1.3%	95%	False	False	71,634
100	6,907.5	5,830.0	1,077.5	15.7%	93.4	1.4%	95%	False	False	57,399
120	6,907.5	5,818.0	1,089.5	15.9%	95.0	1.4%	95%	False	False	48,219

Crabel Price Patterns
NR	True
NR4	True
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	26.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,272.4
2.618	7,119.8
1.618	7,026.3
1.000	6,968.5
0.618	6,932.8
HIGH	6,875.0
0.618	6,839.3
0.500	6,828.3
0.382	6,817.2
LOW	6,781.5
0.618	6,723.7
1.000	6,688.0
1.618	6,630.2
2.618	6,536.7
4.250	6,384.1

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	6,847.4	6,834.4
PP	6,837.8	6,811.8
S1	6,828.3	6,789.3

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

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