DAX Index Future March 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	7,102.0	7,102.0	0.0	0.0%	7,086.0
High	7,113.5	7,169.5	56.0	0.8%	7,193.0
Low	7,053.5	7,094.0	40.5	0.6%	7,015.5
Close	7,063.5	7,130.5	67.0	0.9%	7,070.0
Range	60.0	75.5	15.5	25.8%	177.5
ATR	89.3	90.5	1.2	1.3%	0.0
Volume	139,327	123,029	-16,298	-11.7%	245,655

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,357.8	7,319.7	7,172.0
R3	7,282.3	7,244.2	7,151.3
R2	7,206.8	7,206.8	7,144.3
R1	7,168.7	7,168.7	7,137.4	7,187.8
PP	7,131.3	7,131.3	7,131.3	7,140.9
S1	7,093.2	7,093.2	7,123.6	7,112.3
S2	7,055.8	7,055.8	7,116.7
S3	6,980.3	7,017.7	7,109.7
S4	6,904.8	6,942.2	7,089.0

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,625.3	7,525.2	7,167.6
R3	7,447.8	7,347.7	7,118.8
R2	7,270.3	7,270.3	7,102.5
R1	7,170.2	7,170.2	7,086.3	7,131.5
PP	7,092.8	7,092.8	7,092.8	7,073.5
S1	6,992.7	6,992.7	7,053.7	6,954.0
S2	6,915.3	6,915.3	7,037.5
S3	6,737.8	6,815.2	7,021.2
S4	6,560.3	6,637.7	6,972.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,169.5	7,010.5	159.0	2.2%	81.5	1.1%	75%	True	False	77,949
10	7,193.0	6,952.0	241.0	3.4%	89.3	1.3%	74%	False	False	102,141
20	7,193.0	6,842.5	350.5	4.9%	90.4	1.3%	82%	False	False	104,976
40	7,193.0	6,679.0	514.0	7.2%	79.5	1.1%	88%	False	False	74,217
60	7,193.0	6,622.0	571.0	8.0%	83.7	1.2%	89%	False	False	49,734
80	7,193.0	6,139.0	1,054.0	14.8%	81.3	1.1%	94%	False	False	37,460
100	7,193.0	6,085.0	1,108.0	15.5%	82.9	1.2%	94%	False	False	30,441
120	7,193.0	5,863.5	1,329.5	18.6%	81.9	1.1%	95%	False	False	25,407

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	11.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,490.4
2.618	7,367.2
1.618	7,291.7
1.000	7,245.0
0.618	7,216.2
HIGH	7,169.5
0.618	7,140.7
0.500	7,131.8
0.382	7,122.8
LOW	7,094.0
0.618	7,047.3
1.000	7,018.5
1.618	6,971.8
2.618	6,896.3
4.250	6,773.1

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	7,131.8	7,117.0
PP	7,131.3	7,103.5
S1	7,130.9	7,090.0

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

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