DAX Index Future September 2011

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	7,466.0	7,490.5	24.5	0.3%	7,119.0
High	7,499.0	7,495.0	-4.0	-0.1%	7,477.0
Low	7,445.5	7,419.0	-26.5	-0.4%	7,098.0
Close	7,460.0	7,470.0	10.0	0.1%	7,469.0
Range	53.5	76.0	22.5	42.1%	379.0
ATR	116.7	113.8	-2.9	-2.5%	0.0
Volume	110,083	124,550	14,467	13.1%	638,206

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,689.3	7,655.7	7,511.8
R3	7,613.3	7,579.7	7,490.9
R2	7,537.3	7,537.3	7,483.9
R1	7,503.7	7,503.7	7,477.0	7,482.5
PP	7,461.3	7,461.3	7,461.3	7,450.8
S1	7,427.7	7,427.7	7,463.0	7,406.5
S2	7,385.3	7,385.3	7,456.1
S3	7,309.3	7,351.7	7,449.1
S4	7,233.3	7,275.7	7,428.2

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,485.0	8,356.0	7,677.5
R3	8,106.0	7,977.0	7,573.2
R2	7,727.0	7,727.0	7,538.5
R1	7,598.0	7,598.0	7,503.7	7,662.5
PP	7,348.0	7,348.0	7,348.0	7,380.3
S1	7,219.0	7,219.0	7,434.3	7,283.5
S2	6,969.0	6,969.0	7,399.5
S3	6,590.0	6,840.0	7,364.8
S4	6,211.0	6,461.0	7,260.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,499.0	7,223.5	275.5	3.7%	90.9	1.2%	89%	False	False	122,930
10	7,499.0	7,098.0	401.0	5.4%	103.1	1.4%	93%	False	False	132,485
20	7,499.0	7,020.0	479.0	6.4%	113.2	1.5%	94%	False	False	93,805
40	7,604.0	7,020.0	584.0	7.8%	113.2	1.5%	77%	False	False	47,540
60	7,650.0	7,020.0	630.0	8.4%	106.5	1.4%	71%	False	False	31,809
80	7,650.0	6,486.5	1,163.5	15.6%	104.9	1.4%	85%	False	False	24,569
100	7,650.0	6,486.5	1,163.5	15.6%	100.0	1.3%	85%	False	False	19,709
120	7,650.0	6,486.5	1,163.5	15.6%	90.5	1.2%	85%	False	False	16,438

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,818.0
2.618	7,694.0
1.618	7,618.0
1.000	7,571.0
0.618	7,542.0
HIGH	7,495.0
0.618	7,466.0
0.500	7,457.0
0.382	7,448.0
LOW	7,419.0
0.618	7,372.0
1.000	7,343.0
1.618	7,296.0
2.618	7,220.0
4.250	7,096.0

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	7,465.7	7,459.8
PP	7,461.3	7,449.7
S1	7,457.0	7,439.5

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

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