DAX Index Future September 2011

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	7,163.0	7,180.5	17.5	0.2%	7,466.0
High	7,225.0	7,301.5	76.5	1.1%	7,547.0
Low	7,014.5	7,167.5	153.0	2.2%	7,411.0
Close	7,160.5	7,243.5	83.0	1.2%	7,447.5
Range	210.5	134.0	-76.5	-36.3%	136.0
ATR	128.1	129.0	0.9	0.7%	0.0
Volume	215,371	154,304	-61,067	-28.4%	491,279

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,639.5	7,575.5	7,317.2
R3	7,505.5	7,441.5	7,280.4
R2	7,371.5	7,371.5	7,268.1
R1	7,307.5	7,307.5	7,255.8	7,339.5
PP	7,237.5	7,237.5	7,237.5	7,253.5
S1	7,173.5	7,173.5	7,231.2	7,205.5
S2	7,103.5	7,103.5	7,218.9
S3	6,969.5	7,039.5	7,206.7
S4	6,835.5	6,905.5	7,169.8

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	7,014.5	532.5	7.4%	152.7	2.1%	43%	False	False	158,312
10	7,547.0	7,014.5	532.5	7.4%	121.8	1.7%	43%	False	False	140,621
20	7,547.0	7,014.5	532.5	7.4%	123.4	1.7%	43%	False	False	132,450
40	7,547.0	7,014.5	532.5	7.4%	116.5	1.6%	43%	False	False	67,265
60	7,650.0	7,014.5	635.5	8.8%	113.8	1.6%	36%	False	False	44,989
80	7,650.0	6,765.5	884.5	12.2%	103.7	1.4%	54%	False	False	33,796
100	7,650.0	6,486.5	1,163.5	16.1%	106.1	1.5%	65%	False	False	27,621
120	7,650.0	6,486.5	1,163.5	16.1%	95.4	1.3%	65%	False	False	23,031

Crabel Price Patterns
NR	True
NR4	True
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	23.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,871.0
2.618	7,652.3
1.618	7,518.3
1.000	7,435.5
0.618	7,384.3
HIGH	7,301.5
0.618	7,250.3
0.500	7,234.5
0.382	7,218.7
LOW	7,167.5
0.618	7,084.7
1.000	7,033.5
1.618	6,950.7
2.618	6,816.7
4.250	6,598.0

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	7,240.5	7,234.2
PP	7,237.5	7,224.8
S1	7,234.5	7,215.5

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

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