DAX Index Future September 2008

Trading Metrics calculated at close of trading on 15-Jul-2008

Day Change Summary
	Previous	Current
	14-Jul-2008	15-Jul-2008	Change	Change %	Previous Week
Open	6,279.0	6,172.5	-106.5	-1.7%	6,348.0
High	6,306.0	6,206.0	-100.0	-1.6%	6,477.0
Low	6,191.5	6,054.0	-137.5	-2.2%	6,178.5
Close	6,255.0	6,140.0	-115.0	-1.8%	6,209.0
Range	114.5	152.0	37.5	32.8%	298.5
ATR	145.6	149.5	4.0	2.7%	0.0
Volume	168,488	259,955	91,467	54.3%	989,267

Daily Pivots for day following 15-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,589.3	6,516.7	6,223.6
R3	6,437.3	6,364.7	6,181.8
R2	6,285.3	6,285.3	6,167.9
R1	6,212.7	6,212.7	6,153.9	6,173.0
PP	6,133.3	6,133.3	6,133.3	6,113.5
S1	6,060.7	6,060.7	6,126.1	6,021.0
S2	5,981.3	5,981.3	6,112.1
S3	5,829.3	5,908.7	6,098.2
S4	5,677.3	5,756.7	6,056.4

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,183.7	6,994.8	6,373.2
R3	6,885.2	6,696.3	6,291.1
R2	6,586.7	6,586.7	6,263.7
R1	6,397.8	6,397.8	6,236.4	6,343.0
PP	6,288.2	6,288.2	6,288.2	6,260.8
S1	6,099.3	6,099.3	6,181.6	6,044.5
S2	5,989.7	5,989.7	6,154.3
S3	5,691.2	5,800.8	6,126.9
S4	5,392.7	5,502.3	6,044.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,453.0	6,054.0	399.0	6.5%	150.3	2.4%	22%	False	True	205,984
10	6,477.0	6,054.0	423.0	6.9%	158.4	2.6%	20%	False	True	204,825
20	6,932.5	6,054.0	878.5	14.3%	145.5	2.4%	10%	False	True	177,982
40	7,285.0	6,054.0	1,231.0	20.0%	130.3	2.1%	7%	False	True	90,863
60	7,340.0	6,054.0	1,286.0	20.9%	116.8	1.9%	7%	False	True	60,687
80	7,340.0	6,054.0	1,286.0	20.9%	116.2	1.9%	7%	False	True	45,713
100	7,340.0	6,054.0	1,286.0	20.9%	119.4	1.9%	7%	False	True	36,950
120	7,340.0	6,054.0	1,286.0	20.9%	122.0	2.0%	7%	False	True	30,855

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	33.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,852.0
2.618	6,603.9
1.618	6,451.9
1.000	6,358.0
0.618	6,299.9
HIGH	6,206.0
0.618	6,147.9
0.500	6,130.0
0.382	6,112.1
LOW	6,054.0
0.618	5,960.1
1.000	5,902.0
1.618	5,808.1
2.618	5,656.1
4.250	5,408.0

Fisher Pivots for day following 15-Jul-2008
Pivot	1 day	3 day
R1	6,136.7	6,229.0
PP	6,133.3	6,199.3
S1	6,130.0	6,169.7

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

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