DAX Index Future September 2011

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	5,538.0	5,411.0	-127.0	-2.3%	6,077.0
High	5,598.0	5,595.0	-3.0	-0.1%	6,112.0
Low	5,346.0	5,393.0	47.0	0.9%	5,346.0
Close	5,423.5	5,445.5	22.0	0.4%	5,423.5
Range	252.0	202.0	-50.0	-19.8%	766.0
ATR	271.9	266.9	-5.0	-1.8%	0.0
Volume	254,008	164,583	-89,425	-35.2%	906,591

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,083.8	5,966.7	5,556.6
R3	5,881.8	5,764.7	5,501.1
R2	5,679.8	5,679.8	5,482.5
R1	5,562.7	5,562.7	5,464.0	5,621.3
PP	5,477.8	5,477.8	5,477.8	5,507.1
S1	5,360.7	5,360.7	5,427.0	5,419.3
S2	5,275.8	5,275.8	5,408.5
S3	5,073.8	5,158.7	5,390.0
S4	4,871.8	4,956.7	5,334.4

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,925.2	7,440.3	5,844.8
R3	7,159.2	6,674.3	5,634.2
R2	6,393.2	6,393.2	5,563.9
R1	5,908.3	5,908.3	5,493.7	5,767.8
PP	5,627.2	5,627.2	5,627.2	5,556.9
S1	5,142.3	5,142.3	5,353.3	5,001.8
S2	4,861.2	4,861.2	5,283.1
S3	4,095.2	4,376.3	5,212.9
S4	3,329.2	3,610.3	5,002.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,050.0	5,346.0	704.0	12.9%	233.0	4.3%	14%	False	False	189,222
10	6,121.0	5,346.0	775.0	14.2%	323.1	5.9%	13%	False	False	228,728
20	7,399.0	5,346.0	2,053.0	37.7%	301.0	5.5%	5%	False	False	228,838
40	7,547.0	5,346.0	2,201.0	40.4%	209.4	3.8%	5%	False	False	184,240
60	7,547.0	5,346.0	2,201.0	40.4%	178.9	3.3%	5%	False	False	139,702
80	7,650.0	5,346.0	2,304.0	42.3%	163.0	3.0%	4%	False	False	105,019
100	7,650.0	5,346.0	2,304.0	42.3%	145.5	2.7%	4%	False	False	84,068
120	7,650.0	5,346.0	2,304.0	42.3%	140.2	2.6%	4%	False	False	70,556

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	91.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,453.5
2.618	6,123.8
1.618	5,921.8
1.000	5,797.0
0.618	5,719.8
HIGH	5,595.0
0.618	5,517.8
0.500	5,494.0
0.382	5,470.2
LOW	5,393.0
0.618	5,268.2
1.000	5,191.0
1.618	5,066.2
2.618	4,864.2
4.250	4,534.5

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	5,494.0	5,622.0
PP	5,477.8	5,563.2
S1	5,461.7	5,504.3

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

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