DAX Index Future March 2011

Trading Metrics calculated at close of trading on 06-Jan-2011

Day Change Summary
	Previous	Current
	05-Jan-2011	06-Jan-2011	Change	Change %	Previous Week
Open	6,960.5	6,962.0	1.5	0.0%	7,080.5
High	6,981.0	7,059.0	78.0	1.1%	7,083.5
Low	6,852.5	6,956.0	103.5	1.5%	6,910.0
Close	6,946.5	6,989.5	43.0	0.6%	6,927.0
Range	128.5	103.0	-25.5	-19.8%	173.5
ATR	84.7	86.7	2.0	2.3%	0.0
Volume	158,435	137,766	-20,669	-13.0%	234,251

Daily Pivots for day following 06-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,310.5	7,253.0	7,046.2
R3	7,207.5	7,150.0	7,017.8
R2	7,104.5	7,104.5	7,008.4
R1	7,047.0	7,047.0	6,998.9	7,075.8
PP	7,001.5	7,001.5	7,001.5	7,015.9
S1	6,944.0	6,944.0	6,980.1	6,972.8
S2	6,898.5	6,898.5	6,970.6
S3	6,795.5	6,841.0	6,961.2
S4	6,692.5	6,738.0	6,932.9

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,494.0	7,384.0	7,022.4
R3	7,320.5	7,210.5	6,974.7
R2	7,147.0	7,147.0	6,958.8
R1	7,037.0	7,037.0	6,942.9	7,005.3
PP	6,973.5	6,973.5	6,973.5	6,957.6
S1	6,863.5	6,863.5	6,911.1	6,831.8
S2	6,800.0	6,800.0	6,895.2
S3	6,626.5	6,690.0	6,879.3
S4	6,453.0	6,516.5	6,831.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,059.0	6,852.5	206.5	3.0%	97.0	1.4%	66%	True	False	110,301
10	7,100.5	6,852.5	248.0	3.5%	87.7	1.3%	55%	False	False	78,580
20	7,105.5	6,852.5	253.0	3.6%	69.6	1.0%	54%	False	False	74,845
40	7,105.5	6,646.5	459.0	6.6%	83.2	1.2%	75%	False	False	38,180
60	7,105.5	6,467.5	638.0	9.1%	78.7	1.1%	82%	False	False	25,669
80	7,105.5	6,137.5	968.0	13.8%	83.2	1.2%	88%	False	False	19,642
100	7,105.5	5,863.5	1,242.0	17.8%	81.3	1.2%	91%	False	False	15,939
120	7,105.5	5,863.5	1,242.0	17.8%	79.5	1.1%	91%	False	False	13,300

Crabel Price Patterns
NR	True
NR4	False
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	12.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,496.8
2.618	7,328.7
1.618	7,225.7
1.000	7,162.0
0.618	7,122.7
HIGH	7,059.0
0.618	7,019.7
0.500	7,007.5
0.382	6,995.3
LOW	6,956.0
0.618	6,892.3
1.000	6,853.0
1.618	6,789.3
2.618	6,686.3
4.250	6,518.3

Fisher Pivots for day following 06-Jan-2011
Pivot	1 day	3 day
R1	7,007.5	6,978.3
PP	7,001.5	6,967.0
S1	6,995.5	6,955.8

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

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