DAX Index Future September 2011

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	7,308.5	7,261.5	-47.0	-0.6%	7,088.0
High	7,337.0	7,275.5	-61.5	-0.8%	7,259.0
Low	7,276.0	7,143.0	-133.0	-1.8%	7,042.5
Close	7,283.0	7,171.0	-112.0	-1.5%	7,183.0
Range	61.0	132.5	71.5	117.2%	216.5
ATR	123.4	124.6	1.2	1.0%	0.0
Volume	122,303	151,555	29,252	23.9%	285,657

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,594.0	7,515.0	7,243.9
R3	7,461.5	7,382.5	7,207.4
R2	7,329.0	7,329.0	7,195.3
R1	7,250.0	7,250.0	7,183.1	7,223.3
PP	7,196.5	7,196.5	7,196.5	7,183.1
S1	7,117.5	7,117.5	7,158.9	7,090.8
S2	7,064.0	7,064.0	7,146.7
S3	6,931.5	6,985.0	7,134.6
S4	6,799.0	6,852.5	7,098.1

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,811.0	7,713.5	7,302.1
R3	7,594.5	7,497.0	7,242.5
R2	7,378.0	7,378.0	7,222.7
R1	7,280.5	7,280.5	7,202.8	7,329.3
PP	7,161.5	7,161.5	7,161.5	7,185.9
S1	7,064.0	7,064.0	7,163.2	7,112.8
S2	6,945.0	6,945.0	7,143.3
S3	6,728.5	6,847.5	7,123.5
S4	6,512.0	6,631.0	7,063.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,339.0	7,062.5	276.5	3.9%	126.7	1.8%	39%	False	False	144,240
10	7,339.0	7,042.5	296.5	4.1%	118.6	1.7%	43%	False	False	82,154
20	7,370.0	7,020.0	350.0	4.9%	113.5	1.6%	43%	False	False	41,891
40	7,650.0	7,020.0	630.0	8.8%	113.8	1.6%	24%	False	False	21,347
60	7,650.0	7,020.0	630.0	8.8%	101.3	1.4%	24%	False	False	14,320
80	7,650.0	6,486.5	1,163.5	16.2%	103.5	1.4%	59%	False	False	11,489
100	7,650.0	6,486.5	1,163.5	16.2%	94.4	1.3%	59%	False	False	9,205
120	7,650.0	6,486.5	1,163.5	16.2%	87.8	1.2%	59%	False	False	7,682

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	24.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,838.6
2.618	7,622.4
1.618	7,489.9
1.000	7,408.0
0.618	7,357.4
HIGH	7,275.5
0.618	7,224.9
0.500	7,209.3
0.382	7,193.6
LOW	7,143.0
0.618	7,061.1
1.000	7,010.5
1.618	6,928.6
2.618	6,796.1
4.250	6,579.9

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	7,209.3	7,241.0
PP	7,196.5	7,217.7
S1	7,183.8	7,194.3

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

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