DAX Index Future September 2011

Trading Metrics calculated at close of trading on 07-Jul-2011

Day Change Summary
	Previous	Current
	06-Jul-2011	07-Jul-2011	Change	Change %	Previous Week
Open	7,490.5	7,505.0	14.5	0.2%	7,119.0
High	7,495.0	7,540.0	45.0	0.6%	7,477.0
Low	7,419.0	7,464.0	45.0	0.6%	7,098.0
Close	7,470.0	7,513.5	43.5	0.6%	7,469.0
Range	76.0	76.0	0.0	0.0%	379.0
ATR	113.8	111.1	-2.7	-2.4%	0.0
Volume	124,550	112,888	-11,662	-9.4%	638,206

Daily Pivots for day following 07-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,733.8	7,699.7	7,555.3
R3	7,657.8	7,623.7	7,534.4
R2	7,581.8	7,581.8	7,527.4
R1	7,547.7	7,547.7	7,520.5	7,564.8
PP	7,505.8	7,505.8	7,505.8	7,514.4
S1	7,471.7	7,471.7	7,506.5	7,488.8
S2	7,429.8	7,429.8	7,499.6
S3	7,353.8	7,395.7	7,492.6
S4	7,277.8	7,319.7	7,471.7

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	7,540.0	7,309.0	231.0	3.1%	81.8	1.1%	89%	True	False	115,211
10	7,540.0	7,098.0	442.0	5.9%	104.6	1.4%	94%	True	False	131,544
20	7,540.0	7,042.5	497.5	6.6%	112.4	1.5%	95%	True	False	99,385
40	7,540.0	7,020.0	520.0	6.9%	111.9	1.5%	95%	True	False	50,359
60	7,650.0	7,020.0	630.0	8.4%	106.7	1.4%	78%	False	False	33,688
80	7,650.0	6,486.5	1,163.5	15.5%	104.8	1.4%	88%	False	False	25,966
100	7,650.0	6,486.5	1,163.5	15.5%	100.5	1.3%	88%	False	False	20,837
120	7,650.0	6,486.5	1,163.5	15.5%	90.9	1.2%	88%	False	False	17,377

Crabel Price Patterns
NR	False
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	False
Bull Hook	False
Stretch	25.7

Fibonacci Retracements and Extensions
4.250	7,863.0
2.618	7,739.0
1.618	7,663.0
1.000	7,616.0
0.618	7,587.0
HIGH	7,540.0
0.618	7,511.0
0.500	7,502.0
0.382	7,493.0
LOW	7,464.0
0.618	7,417.0
1.000	7,388.0
1.618	7,341.0
2.618	7,265.0
4.250	7,141.0

Fisher Pivots for day following 07-Jul-2011
Pivot	1 day	3 day
R1	7,509.7	7,502.2
PP	7,505.8	7,490.8
S1	7,502.0	7,479.5

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

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