DAX Index Future September 2008

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	6,402.5	6,467.5	65.0	1.0%	6,265.0
High	6,566.0	6,530.5	-35.5	-0.5%	6,473.5
Low	6,387.5	6,448.0	60.5	0.9%	6,248.0
Close	6,520.0	6,485.0	-35.0	-0.5%	6,436.5
Range	178.5	82.5	-96.0	-53.8%	225.5
ATR	133.7	130.0	-3.7	-2.7%	0.0
Volume	175,619	152,670	-22,949	-13.1%	522,873

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,735.3	6,692.7	6,530.4
R3	6,652.8	6,610.2	6,507.7
R2	6,570.3	6,570.3	6,500.1
R1	6,527.7	6,527.7	6,492.6	6,549.0
PP	6,487.8	6,487.8	6,487.8	6,498.5
S1	6,445.2	6,445.2	6,477.4	6,466.5
S2	6,405.3	6,405.3	6,469.9
S3	6,322.8	6,362.7	6,462.3
S4	6,240.3	6,280.2	6,439.6

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,062.5	6,975.0	6,560.5
R3	6,837.0	6,749.5	6,498.5
R2	6,611.5	6,611.5	6,477.8
R1	6,524.0	6,524.0	6,457.2	6,567.8
PP	6,386.0	6,386.0	6,386.0	6,407.9
S1	6,298.5	6,298.5	6,415.8	6,342.3
S2	6,160.5	6,160.5	6,395.2
S3	5,935.0	6,073.0	6,374.5
S4	5,709.5	5,847.5	6,312.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,566.0	6,276.5	289.5	4.5%	126.2	1.9%	72%	False	False	132,663
10	6,566.0	6,237.5	328.5	5.1%	121.1	1.9%	75%	False	False	120,259
20	6,665.0	6,237.5	427.5	6.6%	120.3	1.9%	58%	False	False	134,535
40	6,665.0	6,041.5	623.5	9.6%	135.0	2.1%	71%	False	False	154,021
60	6,932.5	6,041.5	891.0	13.7%	137.3	2.1%	50%	False	False	148,241
80	7,340.0	6,041.5	1,298.5	20.0%	129.4	2.0%	34%	False	False	111,456
100	7,340.0	6,041.5	1,298.5	20.0%	122.3	1.9%	34%	False	False	89,230
120	7,340.0	6,041.5	1,298.5	20.0%	123.9	1.9%	34%	False	False	74,733

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,881.1
2.618	6,746.5
1.618	6,664.0
1.000	6,613.0
0.618	6,581.5
HIGH	6,530.5
0.618	6,499.0
0.500	6,489.3
0.382	6,479.5
LOW	6,448.0
0.618	6,397.0
1.000	6,365.5
1.618	6,314.5
2.618	6,232.0
4.250	6,097.4

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	6,489.3	6,475.8
PP	6,487.8	6,466.5
S1	6,486.4	6,457.3

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

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