DAX Index Future June 2007

Trading Metrics calculated at close of trading on 17-May-2007

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.28)

Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 0.75x

ATR(14) %: 1.2%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	16-May-2007	17-May-2007	Change	Change %	Previous Week
Open	7,498.5	7,548.0	49.5	0.7%	7,574.0
High	7,547.5	7,558.5	11.0	0.1%	7,578.0
Low	7,483.5	7,505.0	21.5	0.3%	7,333.0
Close	7,502.5	7,518.0	15.5	0.2%	7,501.0
Range	64.0	53.5	-10.5	-16.4%	245.0
ATR(14)	96.8	93.9	-2.9	-3.0%	97.6
Volume	170,712	120,106	-50,606	-29.6%	946,146

Multi-Period Performance

1-Month (21d)

2.6%

3-Month (63d)

6.6%

6-Month (126d)

14.4%

1-Year (252d)

—

Year-To-Date (YTD)

10.7%

52-Week Range

52W Low: 6,016.0 (25.0%)

Position (96%)

52W High: 7,578.0 (0.8%)

Daily Pivots for day following 17-May-2007

Level	Classic	Woodie	Camarilla	DeMark
R4	7,687.7	7,656.3	7,547.4
R3	7,634.2	7,602.8	7,532.7
R2	7,580.7	7,580.7	7,527.8
R1	7,549.3	7,549.3	7,522.9	7,538.3
PP	7,527.2	7,527.2	7,527.2	7,521.6
S1	7,495.8	7,495.8	7,513.1	7,484.8
S2	7,473.7	7,473.7	7,508.2
S3	7,420.2	7,442.3	7,503.3
S4	7,366.7	7,388.8	7,488.6

Weekly Pivots for week ending 11-May-2007

Level	Classic	Woodie	Camarilla	DeMark
R4	8,205.7	8,098.3	7,635.8
R3	7,960.7	7,853.3	7,568.4
R2	7,715.7	7,715.7	7,545.9
R1	7,608.3	7,608.3	7,523.5	7,539.5
PP	7,470.7	7,470.7	7,470.7	7,436.3
S1	7,363.3	7,363.3	7,478.5	7,294.5
S2	7,225.7	7,225.7	7,456.1
S3	6,980.7	7,118.3	7,433.6
S4	6,735.7	6,873.3	7,366.3

Fisher Pivots for day following 17-May-2007

Pivot	1 Day	3 Day
R1	7,531.8	7,512.1
PP	7,527.2	7,506.2
S1	7,522.6	7,500.3

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	7,785.9
2.618	7,698.6
1.618	7,645.1
1.000	7,612.0
0.618	7,591.6
HIGH	7,558.5
0.618	7,538.1
0.500	7,531.8
0.382	7,525.4
LOW	7,505.0
0.618	7,471.9
1.000	7,451.5
1.618	7,418.4
2.618	7,364.9
4.250	7,277.6

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	7,209.4
38.2%	6,981.3
50.0%	6,797.0
61.8%	6,612.7
78.6%	6,350.3

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	7,505.5	12.5	0.2%	Above
10-Day SMA	7,504.7	13.3	0.2%	Above
20-Day SMA	7,466.1	51.9	0.7%	Above
50-Day SMA	7,163.3	354.7	5.0%	Above
100-Day SMA	7,011.9	506.1	7.2%	Above
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 7,576.6

Middle: 7,466.1

Lower: 7,355.7

Bandwidth: 3.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 7,455.5

Kijun-sen: 7,355.5

Span A: 7,405.5

Span B: 7,030.5

Chikou Span: 7,206.5

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

63.62

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

87.94

Signal: 104.17 · Hist: -16.22

Stochastic (14, 3)

Neutral

%K: 75.51

%D: 74.01

StochRSI (14)

Neutral

%K: 20.22

%D: 19.64

ADX (14) & Trend

Neutral

18.05

+DI: 17.01 · -DI: 17.75

CCI (20)

Neutral

89.56

Range -100 to +100

Williams %R (14)

Neutral

-24.49

Range -100 to 0

Ultimate Oscillator

Neutral

57.33

Periods: 7, 14, 28

ROC (12)

Bullish

0.89%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

78.27

Bull: 78.27 · Bear: 24.77

Crabel Price Patterns

Pattern	Signal / Value
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	17.6
Narrowest range in 8 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,558.5	7,333.0	225.5	3.0%	106.9	1.4%	82%	True	False	191,335
10	7,578.0	7,333.0	245.0	3.3%	98.7	1.3%	76%	False	False	179,120
20	7,578.0	7,307.0	271.0	3.6%	87.5	1.2%	78%	False	False	160,814
40	7,578.0	6,745.0	833.0	11.1%	85.3	1.1%	93%	False	False	171,331
60	7,578.0	6,483.0	1,095.0	14.6%	93.5	1.2%	95%	False	False	132,240
80	7,578.0	6,483.0	1,095.0	14.6%	83.5	1.1%	95%	False	False	99,364
100	7,578.0	6,483.0	1,095.0	14.6%	80.4	1.1%	95%	False	False	79,670
120	7,578.0	6,331.0	1,247.0	16.6%	79.1	1.1%	95%	False	False	66,869

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