DAX Index Future March 2011

Trading Metrics calculated at close of trading on 11-Mar-2011

Day Change Summary
	Previous	Current
	10-Mar-2011	11-Mar-2011	Change	Change %	Previous Week
Open	7,087.5	6,991.5	-96.0	-1.4%	7,146.0
High	7,111.5	7,018.0	-93.5	-1.3%	7,274.0
Low	7,023.0	6,967.0	-56.0	-0.8%	6,967.0
Close	7,055.0	6,982.5	-72.5	-1.0%	6,982.5
Range	88.5	51.0	-37.5	-42.4%	307.0
ATR	111.8	110.1	-1.7	-1.5%	0.0
Volume	187,794	166,404	-21,390	-11.4%	915,491

Daily Pivots for day following 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,142.2	7,113.3	7,010.6
R3	7,091.2	7,062.3	6,996.5
R2	7,040.2	7,040.2	6,991.9
R1	7,011.3	7,011.3	6,987.2	7,000.3
PP	6,989.2	6,989.2	6,989.2	6,983.6
S1	6,960.3	6,960.3	6,977.8	6,949.3
S2	6,938.2	6,938.2	6,973.2
S3	6,887.2	6,909.3	6,968.5
S4	6,836.2	6,858.3	6,954.5

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,995.5	7,796.0	7,151.4
R3	7,688.5	7,489.0	7,066.9
R2	7,381.5	7,381.5	7,038.8
R1	7,182.0	7,182.0	7,010.6	7,128.3
PP	7,074.5	7,074.5	7,074.5	7,047.6
S1	6,875.0	6,875.0	6,954.4	6,821.3
S2	6,767.5	6,767.5	6,926.2
S3	6,460.5	6,568.0	6,898.1
S4	6,153.5	6,261.0	6,813.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,274.0	6,967.0	307.0	4.4%	110.8	1.6%	5%	False	True	183,098
10	7,360.5	6,967.0	393.5	5.6%	127.6	1.8%	4%	False	True	157,651
20	7,443.5	6,967.0	476.5	6.8%	104.0	1.5%	3%	False	True	142,137
40	7,443.5	6,967.0	476.5	6.8%	90.1	1.3%	3%	False	True	128,254
60	7,443.5	6,842.5	601.0	8.6%	87.4	1.3%	23%	False	False	117,169
80	7,443.5	6,679.0	764.5	10.9%	86.8	1.2%	40%	False	False	90,365
100	7,443.5	6,490.0	953.5	13.7%	84.9	1.2%	52%	False	False	72,414
120	7,443.5	6,137.5	1,306.0	18.7%	86.2	1.2%	65%	False	False	60,502

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	30.9
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	7,234.8
2.618	7,151.5
1.618	7,100.5
1.000	7,069.0
0.618	7,049.5
HIGH	7,018.0
0.618	6,998.5
0.500	6,992.5
0.382	6,986.5
LOW	6,967.0
0.618	6,935.5
1.000	6,916.0
1.618	6,884.5
2.618	6,833.5
4.250	6,750.3

Fisher Pivots for day following 11-Mar-2011
Pivot	1 day	3 day
R1	6,992.5	7,093.5
PP	6,989.2	7,056.5
S1	6,985.8	7,019.5

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

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