DAX Index Future March 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	6,962.0	6,991.0	29.0	0.4%	7,001.5
High	7,059.0	7,022.5	-36.5	-0.5%	7,059.0
Low	6,956.0	6,934.0	-22.0	-0.3%	6,852.5
Close	6,989.5	6,961.5	-28.0	-0.4%	6,961.5
Range	103.0	88.5	-14.5	-14.1%	206.5
ATR	86.7	86.8	0.1	0.1%	0.0
Volume	137,766	158,953	21,187	15.4%	664,992

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,238.2	7,188.3	7,010.2
R3	7,149.7	7,099.8	6,985.8
R2	7,061.2	7,061.2	6,977.7
R1	7,011.3	7,011.3	6,969.6	6,992.0
PP	6,972.7	6,972.7	6,972.7	6,963.0
S1	6,922.8	6,922.8	6,953.4	6,903.5
S2	6,884.2	6,884.2	6,945.3
S3	6,795.7	6,834.3	6,937.2
S4	6,707.2	6,745.8	6,912.8

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,577.2	7,475.8	7,075.1
R3	7,370.7	7,269.3	7,018.3
R2	7,164.2	7,164.2	6,999.4
R1	7,062.8	7,062.8	6,980.4	7,010.3
PP	6,957.7	6,957.7	6,957.7	6,931.4
S1	6,856.3	6,856.3	6,942.6	6,803.8
S2	6,751.2	6,751.2	6,923.6
S3	6,544.7	6,649.8	6,904.7
S4	6,338.2	6,443.3	6,847.9

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%	92.1	1.3%	53%	False	False	132,998
10	7,083.5	6,852.5	231.0	3.3%	92.2	1.3%	47%	False	False	89,924
20	7,105.5	6,852.5	253.0	3.6%	70.0	1.0%	43%	False	False	82,382
40	7,105.5	6,646.5	459.0	6.6%	84.3	1.2%	69%	False	False	42,125
60	7,105.5	6,470.0	635.5	9.1%	79.6	1.1%	77%	False	False	28,305
80	7,105.5	6,137.5	968.0	13.9%	83.6	1.2%	85%	False	False	21,495
100	7,105.5	5,863.5	1,242.0	17.8%	80.7	1.2%	88%	False	False	17,528
120	7,105.5	5,863.5	1,242.0	17.8%	79.0	1.1%	88%	False	False	14,622

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	15.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,398.6
2.618	7,254.2
1.618	7,165.7
1.000	7,111.0
0.618	7,077.2
HIGH	7,022.5
0.618	6,988.7
0.500	6,978.3
0.382	6,967.8
LOW	6,934.0
0.618	6,879.3
1.000	6,845.5
1.618	6,790.8
2.618	6,702.3
4.250	6,557.9

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	6,978.3	6,959.6
PP	6,972.7	6,957.7
S1	6,967.1	6,955.8

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

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