DAX Index Future December 2007

Trading Metrics calculated at close of trading on 24-Sep-2007

Day Change Summary
	Previous	Current
	21-Sep-2007	24-Sep-2007	Change	Change %	Previous Week
Open	7,795.5	7,874.5	79.0	1.0%	7,589.0
High	7,895.0	7,882.0	-13.0	-0.2%	7,895.0
Low	7,792.5	7,839.0	46.5	0.6%	7,523.0
Close	7,883.0	7,872.5	-10.5	-0.1%	7,883.0
Range	102.5	43.0	-59.5	-58.0%	372.0
ATR	131.4	125.2	-6.2	-4.8%	0.0
Volume	192,167	107,791	-84,376	-43.9%	516,637

Daily Pivots for day following 24-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,993.5	7,976.0	7,896.2
R3	7,950.5	7,933.0	7,884.3
R2	7,907.5	7,907.5	7,880.4
R1	7,890.0	7,890.0	7,876.4	7,877.3
PP	7,864.5	7,864.5	7,864.5	7,858.1
S1	7,847.0	7,847.0	7,868.6	7,834.3
S2	7,821.5	7,821.5	7,864.6
S3	7,778.5	7,804.0	7,860.7
S4	7,735.5	7,761.0	7,848.9

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,883.0	8,755.0	8,087.6
R3	8,511.0	8,383.0	7,985.3
R2	8,139.0	8,139.0	7,951.2
R1	8,011.0	8,011.0	7,917.1	8,075.0
PP	7,767.0	7,767.0	7,767.0	7,799.0
S1	7,639.0	7,639.0	7,848.9	7,703.0
S2	7,395.0	7,395.0	7,814.8
S3	7,023.0	7,267.0	7,780.7
S4	6,651.0	6,895.0	7,678.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,895.0	7,533.5	361.5	4.6%	105.8	1.3%	94%	False	False	115,683
10	7,895.0	7,510.0	385.0	4.9%	95.8	1.2%	94%	False	False	64,945
20	7,895.0	7,460.0	435.0	5.5%	113.0	1.4%	95%	False	False	33,142
40	7,895.0	7,307.0	588.0	7.5%	124.3	1.6%	96%	False	False	16,997
60	8,300.0	7,307.0	993.0	12.6%	128.0	1.6%	57%	False	False	11,516
80	8,300.0	7,307.0	993.0	12.6%	126.6	1.6%	57%	False	False	8,909
100	8,300.0	7,307.0	993.0	12.6%	113.0	1.4%	57%	False	False	7,193
120	8,300.0	7,276.0	1,024.0	13.0%	101.1	1.3%	58%	False	False	6,011

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.1
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	8,064.8
2.618	7,994.6
1.618	7,951.6
1.000	7,925.0
0.618	7,908.6
HIGH	7,882.0
0.618	7,865.6
0.500	7,860.5
0.382	7,855.4
LOW	7,839.0
0.618	7,812.4
1.000	7,796.0
1.618	7,769.4
2.618	7,726.4
4.250	7,656.3

Fisher Pivots for day following 24-Sep-2007
Pivot	1 day	3 day
R1	7,868.5	7,861.3
PP	7,864.5	7,850.2
S1	7,860.5	7,839.0

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

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