DAX Index Future March 2011

Trading Metrics calculated at close of trading on 22-Dec-2010

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	7,065.0	7,094.0	29.0	0.4%	7,035.0
High	7,105.5	7,102.0	-3.5	0.0%	7,062.0
Low	7,059.0	7,084.0	25.0	0.4%	6,982.5
Close	7,088.5	7,094.0	5.5	0.1%	7,009.5
Range	46.5	18.0	-28.5	-61.3%	79.5
ATR	79.1	74.7	-4.4	-5.5%	0.0
Volume	65,975	43,449	-22,526	-34.1%	484,903

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,147.3	7,138.7	7,103.9
R3	7,129.3	7,120.7	7,099.0
R2	7,111.3	7,111.3	7,097.3
R1	7,102.7	7,102.7	7,095.7	7,103.0
PP	7,093.3	7,093.3	7,093.3	7,093.5
S1	7,084.7	7,084.7	7,092.4	7,085.0
S2	7,075.3	7,075.3	7,090.7
S3	7,057.3	7,066.7	7,089.1
S4	7,039.3	7,048.7	7,084.1

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,256.5	7,212.5	7,053.2
R3	7,177.0	7,133.0	7,031.4
R2	7,097.5	7,097.5	7,024.1
R1	7,053.5	7,053.5	7,016.8	7,035.8
PP	7,018.0	7,018.0	7,018.0	7,009.1
S1	6,974.0	6,974.0	7,002.2	6,956.3
S2	6,938.5	6,938.5	6,994.9
S3	6,859.0	6,894.5	6,987.6
S4	6,779.5	6,815.0	6,965.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,105.5	6,997.0	108.5	1.5%	51.4	0.7%	89%	False	False	82,762
10	7,105.5	6,963.5	142.0	2.0%	51.5	0.7%	92%	False	False	71,109
20	7,105.5	6,679.0	426.5	6.0%	74.0	1.0%	97%	False	False	36,569
40	7,105.5	6,597.0	508.5	7.2%	79.4	1.1%	98%	False	False	18,652
60	7,105.5	6,137.5	968.0	13.6%	79.6	1.1%	99%	False	False	12,704
80	7,105.5	6,085.0	1,020.5	14.4%	79.4	1.1%	99%	False	False	10,063
100	7,105.5	5,863.5	1,242.0	17.5%	79.2	1.1%	99%	False	False	8,097
120	7,105.5	5,863.5	1,242.0	17.5%	78.3	1.1%	99%	False	False	6,759

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7
Narrowest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	7,178.5
2.618	7,149.1
1.618	7,131.1
1.000	7,120.0
0.618	7,113.1
HIGH	7,102.0
0.618	7,095.1
0.500	7,093.0
0.382	7,090.9
LOW	7,084.0
0.618	7,072.9
1.000	7,066.0
1.618	7,054.9
2.618	7,036.9
4.250	7,007.5

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	7,093.7	7,080.8
PP	7,093.3	7,067.5
S1	7,093.0	7,054.3

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

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