DAX Index Future September 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	7,255.0	7,260.5	5.5	0.1%	7,410.0
High	7,282.0	7,344.5	62.5	0.9%	7,416.5
Low	7,182.5	7,156.5	-26.0	-0.4%	7,014.5
Close	7,238.0	7,331.5	93.5	1.3%	7,254.0
Range	99.5	188.0	88.5	88.9%	402.0
ATR	125.5	130.0	4.5	3.6%	0.0
Volume	139,546	192,512	52,966	38.0%	820,196

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,841.5	7,774.5	7,434.9
R3	7,653.5	7,586.5	7,383.2
R2	7,465.5	7,465.5	7,366.0
R1	7,398.5	7,398.5	7,348.7	7,432.0
PP	7,277.5	7,277.5	7,277.5	7,294.3
S1	7,210.5	7,210.5	7,314.3	7,244.0
S2	7,089.5	7,089.5	7,297.0
S3	6,901.5	7,022.5	7,279.8
S4	6,713.5	6,834.5	7,228.1

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	7,344.5	7,106.5	238.0	3.2%	123.2	1.7%	95%	True	False	151,056
10	7,547.0	7,014.5	532.5	7.3%	141.8	1.9%	60%	False	False	157,960
20	7,547.0	7,014.5	532.5	7.3%	123.2	1.7%	60%	False	False	144,752
40	7,547.0	7,014.5	532.5	7.3%	118.1	1.6%	60%	False	False	89,597
60	7,650.0	7,014.5	635.5	8.7%	115.9	1.6%	50%	False	False	59,958
80	7,650.0	6,919.5	730.5	10.0%	106.1	1.4%	56%	False	False	45,035
100	7,650.0	6,486.5	1,163.5	15.9%	107.9	1.5%	73%	False	False	36,626
120	7,650.0	6,486.5	1,163.5	15.9%	98.8	1.3%	73%	False	False	30,534

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	32.4
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	8,143.5
2.618	7,836.7
1.618	7,648.7
1.000	7,532.5
0.618	7,460.7
HIGH	7,344.5
0.618	7,272.7
0.500	7,250.5
0.382	7,228.3
LOW	7,156.5
0.618	7,040.3
1.000	6,968.5
1.618	6,852.3
2.618	6,664.3
4.250	6,357.5

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	7,304.5	7,303.6
PP	7,277.5	7,275.7
S1	7,250.5	7,247.8

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

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