DAX Index Future September 2011

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	7,119.0	7,149.5	30.5	0.4%	7,138.0
High	7,171.5	7,233.5	62.0	0.9%	7,339.0
Low	7,101.5	7,098.0	-3.5	0.0%	7,086.0
Close	7,156.0	7,232.5	76.5	1.1%	7,133.5
Range	70.0	135.5	65.5	93.6%	253.0
ATR	124.2	125.0	0.8	0.7%	0.0
Volume	111,790	146,399	34,609	31.0%	711,374

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,594.5	7,549.0	7,307.0
R3	7,459.0	7,413.5	7,269.8
R2	7,323.5	7,323.5	7,257.3
R1	7,278.0	7,278.0	7,244.9	7,300.8
PP	7,188.0	7,188.0	7,188.0	7,199.4
S1	7,142.5	7,142.5	7,220.1	7,165.3
S2	7,052.5	7,052.5	7,207.7
S3	6,917.0	7,007.0	7,195.2
S4	6,781.5	6,871.5	7,158.0

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	7,337.0	7,098.0	239.0	3.3%	115.2	1.6%	56%	False	True	142,041
10	7,339.0	7,042.5	296.5	4.1%	124.9	1.7%	64%	False	False	124,280
20	7,370.0	7,020.0	350.0	4.8%	119.5	1.7%	61%	False	False	63,351
40	7,604.0	7,020.0	584.0	8.1%	117.9	1.6%	36%	False	False	32,238
60	7,650.0	7,020.0	630.0	8.7%	103.7	1.4%	34%	False	False	21,580
80	7,650.0	6,486.5	1,163.5	16.1%	105.4	1.5%	64%	False	False	16,937
100	7,650.0	6,486.5	1,163.5	16.1%	97.8	1.4%	64%	False	False	13,567
120	7,650.0	6,486.5	1,163.5	16.1%	88.9	1.2%	64%	False	False	11,317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,809.4
2.618	7,588.2
1.618	7,452.7
1.000	7,369.0
0.618	7,317.2
HIGH	7,233.5
0.618	7,181.7
0.500	7,165.8
0.382	7,149.8
LOW	7,098.0
0.618	7,014.3
1.000	6,962.5
1.618	6,878.8
2.618	6,743.3
4.250	6,522.1

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	7,210.3	7,221.0
PP	7,188.0	7,209.5
S1	7,165.8	7,198.0

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

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