DAX Index Future March 2011

Trading Metrics calculated at close of trading on 12-Jan-2011

Day Change Summary
	Previous	Current
	11-Jan-2011	12-Jan-2011	Change	Change %	Previous Week
Open	6,890.5	6,952.5	62.0	0.9%	7,001.5
High	6,959.5	7,097.0	137.5	2.0%	7,059.0
Low	6,867.0	6,952.0	85.0	1.2%	6,852.5
Close	6,953.0	7,077.5	124.5	1.8%	6,961.5
Range	92.5	145.0	52.5	56.8%	206.5
ATR	89.4	93.3	4.0	4.4%	0.0
Volume	131,373	142,601	11,228	8.5%	664,992

Daily Pivots for day following 12-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,477.2	7,422.3	7,157.3
R3	7,332.2	7,277.3	7,117.4
R2	7,187.2	7,187.2	7,104.1
R1	7,132.3	7,132.3	7,090.8	7,159.8
PP	7,042.2	7,042.2	7,042.2	7,055.9
S1	6,987.3	6,987.3	7,064.2	7,014.8
S2	6,897.2	6,897.2	7,050.9
S3	6,752.2	6,842.3	7,037.6
S4	6,607.2	6,697.3	6,997.8

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	7,097.0	6,842.5	254.5	3.6%	107.7	1.5%	92%	True	False	142,548
10	7,097.0	6,842.5	254.5	3.6%	103.4	1.5%	92%	True	False	117,195
20	7,105.5	6,842.5	263.0	3.7%	81.8	1.2%	89%	False	False	94,999
40	7,105.5	6,679.0	426.5	6.0%	83.4	1.2%	93%	False	False	52,476
60	7,105.5	6,490.0	615.5	8.7%	81.3	1.1%	95%	False	False	35,187
80	7,105.5	6,137.5	968.0	13.7%	84.3	1.2%	97%	False	False	26,627
100	7,105.5	5,863.5	1,242.0	17.5%	82.3	1.2%	98%	False	False	21,676
120	7,105.5	5,863.5	1,242.0	17.5%	80.9	1.1%	98%	False	False	18,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.6
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	7,713.3
2.618	7,476.6
1.618	7,331.6
1.000	7,242.0
0.618	7,186.6
HIGH	7,097.0
0.618	7,041.6
0.500	7,024.5
0.382	7,007.4
LOW	6,952.0
0.618	6,862.4
1.000	6,807.0
1.618	6,717.4
2.618	6,572.4
4.250	6,335.8

Fisher Pivots for day following 12-Jan-2011
Pivot	1 day	3 day
R1	7,059.8	7,041.6
PP	7,042.2	7,005.7
S1	7,024.5	6,969.8

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

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