DAX Index Future December 2010

Trading Metrics calculated at close of trading on 15-Dec-2010

Day Change Summary
	Previous	Current
	14-Dec-2010	15-Dec-2010	Change	Change %	Previous Week
Open	7,022.5	7,006.0	-16.5	-0.2%	6,969.0
High	7,038.0	7,031.5	-6.5	-0.1%	7,043.5
Low	7,012.0	6,964.5	-47.5	-0.7%	6,927.5
Close	7,026.0	7,023.0	-3.0	0.0%	7,002.5
Range	26.0	67.0	41.0	157.7%	116.0
ATR	89.9	88.3	-1.6	-1.8%	0.0
Volume	188,436	235,531	47,095	25.0%	574,101

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,207.3	7,182.2	7,059.9
R3	7,140.3	7,115.2	7,041.4
R2	7,073.3	7,073.3	7,035.3
R1	7,048.2	7,048.2	7,029.1	7,060.8
PP	7,006.3	7,006.3	7,006.3	7,012.6
S1	6,981.2	6,981.2	7,016.9	6,993.8
S2	6,939.3	6,939.3	7,010.7
S3	6,872.3	6,914.2	7,004.6
S4	6,805.3	6,847.2	6,986.2

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,339.2	7,286.8	7,066.3
R3	7,223.2	7,170.8	7,034.4
R2	7,107.2	7,107.2	7,023.8
R1	7,054.8	7,054.8	7,013.1	7,081.0
PP	6,991.2	6,991.2	6,991.2	7,004.3
S1	6,938.8	6,938.8	6,991.9	6,965.0
S2	6,875.2	6,875.2	6,981.2
S3	6,759.2	6,822.8	6,970.6
S4	6,643.2	6,706.8	6,938.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,046.0	6,946.5	99.5	1.4%	52.6	0.7%	77%	False	False	161,356
10	7,046.0	6,843.0	203.0	2.9%	64.1	0.9%	89%	False	False	125,550
20	7,046.0	6,660.0	386.0	5.5%	91.3	1.3%	94%	False	False	132,778
40	7,046.0	6,471.0	575.0	8.2%	87.8	1.3%	96%	False	False	118,835
60	7,046.0	6,118.5	927.5	13.2%	92.4	1.3%	98%	False	False	114,225
80	7,046.0	5,830.0	1,216.0	17.3%	91.2	1.3%	98%	False	False	95,359
100	7,046.0	5,830.0	1,216.0	17.3%	91.8	1.3%	98%	False	False	76,349
120	7,046.0	5,818.0	1,228.0	17.5%	94.0	1.3%	98%	False	False	63,710

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	18.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,316.3
2.618	7,206.9
1.618	7,139.9
1.000	7,098.5
0.618	7,072.9
HIGH	7,031.5
0.618	7,005.9
0.500	6,998.0
0.382	6,990.1
LOW	6,964.5
0.618	6,923.1
1.000	6,897.5
1.618	6,856.1
2.618	6,789.1
4.250	6,679.8

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	7,014.7	7,017.1
PP	7,006.3	7,011.2
S1	6,998.0	7,005.3

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

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