DAX Index Future September 2008

Trading Metrics calculated at close of trading on 16-Jul-2008

Day Change Summary
	Previous	Current
	15-Jul-2008	16-Jul-2008	Change	Change %	Previous Week
Open	6,172.5	6,165.0	-7.5	-0.1%	6,348.0
High	6,206.0	6,282.5	76.5	1.2%	6,477.0
Low	6,054.0	6,041.5	-12.5	-0.2%	6,178.5
Close	6,140.0	6,198.0	58.0	0.9%	6,209.0
Range	152.0	241.0	89.0	58.6%	298.5
ATR	149.5	156.1	6.5	4.4%	0.0
Volume	259,955	232,583	-27,372	-10.5%	989,267

Daily Pivots for day following 16-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,897.0	6,788.5	6,330.6
R3	6,656.0	6,547.5	6,264.3
R2	6,415.0	6,415.0	6,242.2
R1	6,306.5	6,306.5	6,220.1	6,360.8
PP	6,174.0	6,174.0	6,174.0	6,201.1
S1	6,065.5	6,065.5	6,175.9	6,119.8
S2	5,933.0	5,933.0	6,153.8
S3	5,692.0	5,824.5	6,131.7
S4	5,451.0	5,583.5	6,065.5

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	6,442.5	6,041.5	401.0	6.5%	174.1	2.8%	39%	False	True	222,651
10	6,477.0	6,041.5	435.5	7.0%	164.4	2.7%	36%	False	True	205,486
20	6,875.5	6,041.5	834.0	13.5%	151.7	2.4%	19%	False	True	186,082
40	7,254.0	6,041.5	1,212.5	19.6%	134.3	2.2%	13%	False	True	96,671
60	7,340.0	6,041.5	1,298.5	21.0%	119.3	1.9%	12%	False	True	64,559
80	7,340.0	6,041.5	1,298.5	21.0%	118.0	1.9%	12%	False	True	48,543
100	7,340.0	6,041.5	1,298.5	21.0%	120.6	1.9%	12%	False	True	39,271
120	7,340.0	6,041.5	1,298.5	21.0%	123.1	2.0%	12%	False	True	32,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43.9
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	7,306.8
2.618	6,913.4
1.618	6,672.4
1.000	6,523.5
0.618	6,431.4
HIGH	6,282.5
0.618	6,190.4
0.500	6,162.0
0.382	6,133.6
LOW	6,041.5
0.618	5,892.6
1.000	5,800.5
1.618	5,651.6
2.618	5,410.6
4.250	5,017.3

Fisher Pivots for day following 16-Jul-2008
Pivot	1 day	3 day
R1	6,186.0	6,189.9
PP	6,174.0	6,181.8
S1	6,162.0	6,173.8

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

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