DAX Index Future March 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	7,179.0	7,142.0	-37.0	-0.5%	7,310.5
High	7,182.5	7,203.5	21.0	0.3%	7,356.5
Low	7,083.5	7,131.5	48.0	0.7%	7,083.5
Close	7,135.0	7,185.5	50.5	0.7%	7,185.5
Range	99.0	72.0	-27.0	-27.3%	273.0
ATR	88.7	87.5	-1.2	-1.3%	0.0
Volume	191,323	118,181	-73,142	-38.2%	682,991

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,389.5	7,359.5	7,225.1
R3	7,317.5	7,287.5	7,205.3
R2	7,245.5	7,245.5	7,198.7
R1	7,215.5	7,215.5	7,192.1	7,230.5
PP	7,173.5	7,173.5	7,173.5	7,181.0
S1	7,143.5	7,143.5	7,178.9	7,158.5
S2	7,101.5	7,101.5	7,172.3
S3	7,029.5	7,071.5	7,165.7
S4	6,957.5	6,999.5	7,145.9

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,027.5	7,879.5	7,335.7
R3	7,754.5	7,606.5	7,260.6
R2	7,481.5	7,481.5	7,235.6
R1	7,333.5	7,333.5	7,210.5	7,271.0
PP	7,208.5	7,208.5	7,208.5	7,177.3
S1	7,060.5	7,060.5	7,160.5	6,998.0
S2	6,935.5	6,935.5	7,135.5
S3	6,662.5	6,787.5	7,110.4
S4	6,389.5	6,514.5	7,035.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,430.5	7,083.5	347.0	4.8%	97.9	1.4%	29%	False	False	136,598
10	7,443.5	7,083.5	360.0	5.0%	80.4	1.1%	28%	False	False	126,623
20	7,443.5	7,041.0	402.5	5.6%	75.8	1.1%	36%	False	False	126,881
40	7,443.5	6,842.5	601.0	8.4%	84.1	1.2%	57%	False	False	118,139
60	7,443.5	6,748.0	695.5	9.7%	77.7	1.1%	63%	False	False	94,050
80	7,443.5	6,630.0	813.5	11.3%	81.7	1.1%	68%	False	False	70,734
100	7,443.5	6,250.0	1,193.5	16.6%	79.4	1.1%	78%	False	False	56,713
120	7,443.5	6,085.0	1,358.5	18.9%	81.9	1.1%	81%	False	False	47,656

Crabel Price Patterns
NR	True
NR4	True
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	20.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,509.5
2.618	7,392.0
1.618	7,320.0
1.000	7,275.5
0.618	7,248.0
HIGH	7,203.5
0.618	7,176.0
0.500	7,167.5
0.382	7,159.0
LOW	7,131.5
0.618	7,087.0
1.000	7,059.5
1.618	7,015.0
2.618	6,943.0
4.250	6,825.5

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	7,179.5	7,199.8
PP	7,173.5	7,195.0
S1	7,167.5	7,190.3

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

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