DAX Index Future March 2011

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	6,270.5	6,336.5	66.0	1.1%	6,300.0
High	6,302.5	6,338.0	35.5	0.6%	6,338.0
Low	6,253.0	6,209.5	-43.5	-0.7%	6,209.5
Close	6,272.0	6,233.5	-38.5	-0.6%	6,233.5
Range	49.5	128.5	79.0	159.6%	128.5
ATR	75.7	79.5	3.8	5.0%	0.0
Volume	10,751	3,354	-7,397	-68.8%	28,292

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,645.8	6,568.2	6,304.2
R3	6,517.3	6,439.7	6,268.8
R2	6,388.8	6,388.8	6,257.1
R1	6,311.2	6,311.2	6,245.3	6,285.8
PP	6,260.3	6,260.3	6,260.3	6,247.6
S1	6,182.7	6,182.7	6,221.7	6,157.3
S2	6,131.8	6,131.8	6,209.9
S3	6,003.3	6,054.2	6,198.2
S4	5,874.8	5,925.7	6,162.8

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,645.8	6,568.2	6,304.2
R3	6,517.3	6,439.7	6,268.8
R2	6,388.8	6,388.8	6,257.1
R1	6,311.2	6,311.2	6,245.3	6,285.8
PP	6,260.3	6,260.3	6,260.3	6,247.6
S1	6,182.7	6,182.7	6,221.7	6,157.3
S2	6,131.8	6,131.8	6,209.9
S3	6,003.3	6,054.2	6,198.2
S4	5,874.8	5,925.7	6,162.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,338.0	6,209.5	128.5	2.1%	71.1	1.1%	19%	True	True	5,658
10	6,338.0	6,085.0	253.0	4.1%	64.5	1.0%	59%	True	False	3,309
20	6,338.0	5,863.5	474.5	7.6%	70.7	1.1%	78%	True	False	1,823
40	6,409.0	5,863.5	545.5	8.8%	72.5	1.2%	68%	False	False	960
60	6,409.0	5,844.0	565.0	9.1%	73.1	1.2%	69%	False	False	673

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.0
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,884.1
2.618	6,674.4
1.618	6,545.9
1.000	6,466.5
0.618	6,417.4
HIGH	6,338.0
0.618	6,288.9
0.500	6,273.8
0.382	6,258.6
LOW	6,209.5
0.618	6,130.1
1.000	6,081.0
1.618	6,001.6
2.618	5,873.1
4.250	5,663.4

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	6,273.8	6,273.8
PP	6,260.3	6,260.3
S1	6,246.9	6,246.9

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

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