DAX Index Future September 2011

Trading Metrics calculated at close of trading on 11-Jul-2011

Day Change Summary
	Previous	Current
	08-Jul-2011	11-Jul-2011	Change	Change %	Previous Week
Open	7,524.5	7,410.0	-114.5	-1.5%	7,466.0
High	7,547.0	7,416.5	-130.5	-1.7%	7,547.0
Low	7,411.0	7,209.5	-201.5	-2.7%	7,411.0
Close	7,447.5	7,225.0	-222.5	-3.0%	7,447.5
Range	136.0	207.0	71.0	52.2%	136.0
ATR	112.8	121.8	8.9	7.9%	0.0
Volume	143,758	165,239	21,481	14.9%	491,279

Daily Pivots for day following 11-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,904.7	7,771.8	7,338.9
R3	7,697.7	7,564.8	7,281.9
R2	7,490.7	7,490.7	7,263.0
R1	7,357.8	7,357.8	7,244.0	7,320.8
PP	7,283.7	7,283.7	7,283.7	7,265.1
S1	7,150.8	7,150.8	7,206.0	7,113.8
S2	7,076.7	7,076.7	7,187.1
S3	6,869.7	6,943.8	7,168.1
S4	6,662.7	6,736.8	7,111.2

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	7,209.5	337.5	4.7%	109.7	1.5%	5%	False	True	131,303
10	7,547.0	7,098.0	449.0	6.2%	107.9	1.5%	28%	False	False	129,472
20	7,547.0	7,042.5	504.5	7.0%	115.4	1.6%	36%	False	False	114,587
40	7,547.0	7,020.0	527.0	7.3%	113.5	1.6%	39%	False	False	58,063
60	7,650.0	7,020.0	630.0	8.7%	110.1	1.5%	33%	False	False	38,833
80	7,650.0	6,606.0	1,044.0	14.4%	102.5	1.4%	59%	False	False	29,506
100	7,650.0	6,486.5	1,163.5	16.1%	103.5	1.4%	63%	False	False	23,927
120	7,650.0	6,486.5	1,163.5	16.1%	92.9	1.3%	63%	False	False	19,952

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.3
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	8,296.3
2.618	7,958.4
1.618	7,751.4
1.000	7,623.5
0.618	7,544.4
HIGH	7,416.5
0.618	7,337.4
0.500	7,313.0
0.382	7,288.6
LOW	7,209.5
0.618	7,081.6
1.000	7,002.5
1.618	6,874.6
2.618	6,667.6
4.250	6,329.8

Fisher Pivots for day following 11-Jul-2011
Pivot	1 day	3 day
R1	7,313.0	7,378.3
PP	7,283.7	7,327.2
S1	7,254.3	7,276.1

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

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