DAX Index Future September 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	7,288.0	7,371.0	83.0	1.1%	7,207.5
High	7,384.5	7,399.0	14.5	0.2%	7,373.5
Low	7,274.5	7,317.5	43.0	0.6%	7,106.5
Close	7,370.5	7,349.0	-21.5	-0.3%	7,336.5
Range	110.0	81.5	-28.5	-25.9%	267.0
ATR	126.0	122.9	-3.2	-2.5%	0.0
Volume	114,840	122,854	8,014	7.0%	728,324

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,599.7	7,555.8	7,393.8
R3	7,518.2	7,474.3	7,371.4
R2	7,436.7	7,436.7	7,363.9
R1	7,392.8	7,392.8	7,356.5	7,374.0
PP	7,355.2	7,355.2	7,355.2	7,345.8
S1	7,311.3	7,311.3	7,341.5	7,292.5
S2	7,273.7	7,273.7	7,334.1
S3	7,192.2	7,229.8	7,326.6
S4	7,110.7	7,148.3	7,304.2

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,073.2	7,971.8	7,483.4
R3	7,806.2	7,704.8	7,409.9
R2	7,539.2	7,539.2	7,385.5
R1	7,437.8	7,437.8	7,361.0	7,488.5
PP	7,272.2	7,272.2	7,272.2	7,297.5
S1	7,170.8	7,170.8	7,312.0	7,221.5
S2	7,005.2	7,005.2	7,287.6
S3	6,738.2	6,903.8	7,263.1
S4	6,471.2	6,636.8	7,189.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,399.0	7,156.5	242.5	3.3%	114.2	1.6%	79%	True	False	136,484
10	7,399.0	7,106.5	292.5	4.0%	114.8	1.6%	83%	True	False	140,560
20	7,547.0	7,014.5	532.5	7.2%	118.4	1.6%	63%	False	False	140,195
40	7,547.0	7,014.5	532.5	7.2%	118.4	1.6%	63%	False	False	98,195
60	7,604.0	7,014.5	589.5	8.0%	116.8	1.6%	57%	False	False	65,788
80	7,650.0	7,014.5	635.5	8.6%	107.1	1.5%	53%	False	False	49,407
100	7,650.0	6,486.5	1,163.5	15.8%	108.2	1.5%	74%	False	False	40,126
120	7,650.0	6,486.5	1,163.5	15.8%	100.4	1.4%	74%	False	False	33,452

Crabel Price Patterns
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	28.9
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	7,745.4
2.618	7,612.4
1.618	7,530.9
1.000	7,480.5
0.618	7,449.4
HIGH	7,399.0
0.618	7,367.9
0.500	7,358.3
0.382	7,348.6
LOW	7,317.5
0.618	7,267.1
1.000	7,236.0
1.618	7,185.6
2.618	7,104.1
4.250	6,971.1

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	7,358.3	7,344.9
PP	7,355.2	7,340.8
S1	7,352.1	7,336.8

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

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