DAX Index Future March 2011

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	7,033.0	7,028.5	-4.5	-0.1%	6,987.5
High	7,056.0	7,050.0	-6.0	-0.1%	7,060.0
Low	7,030.5	6,982.5	-48.0	-0.7%	6,945.5
Close	7,044.5	7,041.0	-3.5	0.0%	7,019.0
Range	25.5	67.5	42.0	164.7%	114.5
ATR	84.8	83.5	-1.2	-1.5%	0.0
Volume	108,938	125,386	16,448	15.1%	37,395

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,227.0	7,201.5	7,078.1
R3	7,159.5	7,134.0	7,059.6
R2	7,092.0	7,092.0	7,053.4
R1	7,066.5	7,066.5	7,047.2	7,079.3
PP	7,024.5	7,024.5	7,024.5	7,030.9
S1	6,999.0	6,999.0	7,034.8	7,011.8
S2	6,957.0	6,957.0	7,028.6
S3	6,889.5	6,931.5	7,022.4
S4	6,822.0	6,864.0	7,003.9

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,351.7	7,299.8	7,082.0
R3	7,237.2	7,185.3	7,050.5
R2	7,122.7	7,122.7	7,040.0
R1	7,070.8	7,070.8	7,029.5	7,096.8
PP	7,008.2	7,008.2	7,008.2	7,021.1
S1	6,956.3	6,956.3	7,008.5	6,982.3
S2	6,893.7	6,893.7	6,998.0
S3	6,779.2	6,841.8	6,987.5
S4	6,664.7	6,727.3	6,956.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,062.0	6,963.5	98.5	1.4%	51.5	0.7%	79%	False	False	59,456
10	7,062.0	6,864.0	198.0	2.8%	60.8	0.9%	89%	False	False	31,357
20	7,062.0	6,679.0	383.0	5.4%	86.4	1.2%	95%	False	False	16,098
40	7,062.0	6,532.5	529.5	7.5%	81.0	1.2%	96%	False	False	8,405
60	7,062.0	6,137.5	924.5	13.1%	84.6	1.2%	98%	False	False	5,922
80	7,062.0	5,863.5	1,198.5	17.0%	82.2	1.2%	98%	False	False	4,912
100	7,062.0	5,863.5	1,198.5	17.0%	80.7	1.1%	98%	False	False	3,959
120	7,062.0	5,844.0	1,218.0	17.3%	79.4	1.1%	98%	False	False	3,317

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	15.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,336.9
2.618	7,226.7
1.618	7,159.2
1.000	7,117.5
0.618	7,091.7
HIGH	7,050.0
0.618	7,024.2
0.500	7,016.3
0.382	7,008.3
LOW	6,982.5
0.618	6,940.8
1.000	6,915.0
1.618	6,873.3
2.618	6,805.8
4.250	6,695.6

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	7,032.8	7,034.8
PP	7,024.5	7,028.5
S1	7,016.3	7,022.3

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

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