DAX Index Future September 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	7,259.0	7,119.0	-140.0	-1.9%	7,138.0
High	7,298.0	7,171.5	-126.5	-1.7%	7,339.0
Low	7,121.0	7,101.5	-19.5	-0.3%	7,086.0
Close	7,133.5	7,156.0	22.5	0.3%	7,133.5
Range	177.0	70.0	-107.0	-60.5%	253.0
ATR	128.3	124.2	-4.2	-3.2%	0.0
Volume	178,160	111,790	-66,370	-37.3%	711,374

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,353.0	7,324.5	7,194.5
R3	7,283.0	7,254.5	7,175.3
R2	7,213.0	7,213.0	7,168.8
R1	7,184.5	7,184.5	7,162.4	7,198.8
PP	7,143.0	7,143.0	7,143.0	7,150.1
S1	7,114.5	7,114.5	7,149.6	7,128.8
S2	7,073.0	7,073.0	7,143.2
S3	7,003.0	7,044.5	7,136.8
S4	6,933.0	6,974.5	7,117.5

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,945.2	7,792.3	7,272.7
R3	7,692.2	7,539.3	7,203.1
R2	7,439.2	7,439.2	7,179.9
R1	7,286.3	7,286.3	7,156.7	7,236.3
PP	7,186.2	7,186.2	7,186.2	7,161.1
S1	7,033.3	7,033.3	7,110.3	6,983.3
S2	6,933.2	6,933.2	7,087.1
S3	6,680.2	6,780.3	7,063.9
S4	6,427.2	6,527.3	6,994.4

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	7,101.5	237.5	3.3%	116.2	1.6%	23%	False	True	138,374
10	7,339.0	7,042.5	296.5	4.1%	121.8	1.7%	38%	False	False	110,634
20	7,370.0	7,020.0	350.0	4.9%	118.4	1.7%	39%	False	False	56,196
40	7,604.0	7,020.0	584.0	8.2%	116.0	1.6%	23%	False	False	28,585
60	7,650.0	7,020.0	630.0	8.8%	103.4	1.4%	22%	False	False	19,145
80	7,650.0	6,486.5	1,163.5	16.3%	105.7	1.5%	58%	False	False	15,109
100	7,650.0	6,486.5	1,163.5	16.3%	96.8	1.4%	58%	False	False	12,103
120	7,650.0	6,486.5	1,163.5	16.3%	88.2	1.2%	58%	False	False	10,098

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	24.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,469.0
2.618	7,354.8
1.618	7,284.8
1.000	7,241.5
0.618	7,214.8
HIGH	7,171.5
0.618	7,144.8
0.500	7,136.5
0.382	7,128.2
LOW	7,101.5
0.618	7,058.2
1.000	7,031.5
1.618	6,988.2
2.618	6,918.2
4.250	6,804.0

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	7,149.5	7,199.8
PP	7,143.0	7,185.2
S1	7,136.5	7,170.6

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

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