DAX Index Future September 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	7,217.0	7,207.5	-9.5	-0.1%	7,410.0
High	7,274.0	7,212.5	-61.5	-0.8%	7,416.5
Low	7,157.0	7,106.5	-50.5	-0.7%	7,014.5
Close	7,254.0	7,143.5	-110.5	-1.5%	7,254.0
Range	117.0	106.0	-11.0	-9.4%	402.0
ATR	127.2	128.6	1.5	1.1%	0.0
Volume	139,626	144,616	4,990	3.6%	820,196

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,472.2	7,413.8	7,201.8
R3	7,366.2	7,307.8	7,172.7
R2	7,260.2	7,260.2	7,162.9
R1	7,201.8	7,201.8	7,153.2	7,178.0
PP	7,154.2	7,154.2	7,154.2	7,142.3
S1	7,095.8	7,095.8	7,133.8	7,072.0
S2	7,048.2	7,048.2	7,124.1
S3	6,942.2	6,989.8	7,114.4
S4	6,836.2	6,883.8	7,085.2

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,434.3	8,246.2	7,475.1
R3	8,032.3	7,844.2	7,364.6
R2	7,630.3	7,630.3	7,327.7
R1	7,442.2	7,442.2	7,290.9	7,335.3
PP	7,228.3	7,228.3	7,228.3	7,174.9
S1	7,040.2	7,040.2	7,217.2	6,933.3
S2	6,826.3	6,826.3	7,180.3
S3	6,424.3	6,638.2	7,143.5
S4	6,022.3	6,236.2	7,032.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,301.5	7,014.5	287.0	4.0%	136.3	1.9%	45%	False	False	159,914
10	7,547.0	7,014.5	532.5	7.5%	123.0	1.7%	24%	False	False	145,609
20	7,547.0	7,014.5	532.5	7.5%	119.0	1.7%	24%	False	False	140,283
40	7,547.0	7,014.5	532.5	7.5%	116.3	1.6%	24%	False	False	77,949
60	7,650.0	7,014.5	635.5	8.9%	113.2	1.6%	20%	False	False	52,136
80	7,650.0	6,830.0	820.0	11.5%	104.8	1.5%	38%	False	False	39,162
100	7,650.0	6,486.5	1,163.5	16.3%	106.2	1.5%	56%	False	False	31,918
120	7,650.0	6,486.5	1,163.5	16.3%	96.9	1.4%	56%	False	False	26,609

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	27.0
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,663.0
2.618	7,490.0
1.618	7,384.0
1.000	7,318.5
0.618	7,278.0
HIGH	7,212.5
0.618	7,172.0
0.500	7,159.5
0.382	7,147.0
LOW	7,106.5
0.618	7,041.0
1.000	7,000.5
1.618	6,935.0
2.618	6,829.0
4.250	6,656.0

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	7,159.5	7,198.3
PP	7,154.2	7,180.0
S1	7,148.8	7,161.8

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

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