DAX Index Future September 2011

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	7,505.0	7,524.5	19.5	0.3%	7,466.0
High	7,540.0	7,547.0	7.0	0.1%	7,547.0
Low	7,464.0	7,411.0	-53.0	-0.7%	7,411.0
Close	7,513.5	7,447.5	-66.0	-0.9%	7,447.5
Range	76.0	136.0	60.0	78.9%	136.0
ATR	111.1	112.8	1.8	1.6%	0.0
Volume	112,888	143,758	30,870	27.3%	491,279

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,876.5	7,798.0	7,522.3
R3	7,740.5	7,662.0	7,484.9
R2	7,604.5	7,604.5	7,472.4
R1	7,526.0	7,526.0	7,460.0	7,497.3
PP	7,468.5	7,468.5	7,468.5	7,454.1
S1	7,390.0	7,390.0	7,435.0	7,361.3
S2	7,332.5	7,332.5	7,422.6
S3	7,196.5	7,254.0	7,410.1
S4	7,060.5	7,118.0	7,372.7

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,876.5	7,798.0	7,522.3
R3	7,740.5	7,662.0	7,484.9
R2	7,604.5	7,604.5	7,472.4
R1	7,526.0	7,526.0	7,460.0	7,497.3
PP	7,468.5	7,468.5	7,468.5	7,454.1
S1	7,390.0	7,390.0	7,435.0	7,361.3
S2	7,332.5	7,332.5	7,422.6
S3	7,196.5	7,254.0	7,410.1
S4	7,060.5	7,118.0	7,372.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,547.0	7,380.0	167.0	2.2%	87.7	1.2%	40%	True	False	121,247
10	7,547.0	7,098.0	449.0	6.0%	104.9	1.4%	78%	True	False	130,764
20	7,547.0	7,042.5	504.5	6.8%	111.7	1.5%	80%	True	False	106,459
40	7,547.0	7,020.0	527.0	7.1%	112.2	1.5%	81%	True	False	53,946
60	7,650.0	7,020.0	630.0	8.5%	107.8	1.4%	68%	False	False	36,081
80	7,650.0	6,486.5	1,163.5	15.6%	103.6	1.4%	83%	False	False	27,633
100	7,650.0	6,486.5	1,163.5	15.6%	101.8	1.4%	83%	False	False	22,275
120	7,650.0	6,486.5	1,163.5	15.6%	92.1	1.2%	83%	False	False	18,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.6
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	8,125.0
2.618	7,903.0
1.618	7,767.0
1.000	7,683.0
0.618	7,631.0
HIGH	7,547.0
0.618	7,495.0
0.500	7,479.0
0.382	7,463.0
LOW	7,411.0
0.618	7,327.0
1.000	7,275.0
1.618	7,191.0
2.618	7,055.0
4.250	6,833.0

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	7,479.0	7,479.0
PP	7,468.5	7,468.5
S1	7,458.0	7,458.0

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

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