DAX Index Future September 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	7,359.0	7,288.0	-71.0	-1.0%	7,207.5
High	7,373.5	7,384.5	11.0	0.1%	7,373.5
Low	7,281.5	7,274.5	-7.0	-0.1%	7,106.5
Close	7,336.5	7,370.5	34.0	0.5%	7,336.5
Range	92.0	110.0	18.0	19.6%	267.0
ATR	127.3	126.0	-1.2	-1.0%	0.0
Volume	112,669	114,840	2,171	1.9%	728,324

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,673.2	7,631.8	7,431.0
R3	7,563.2	7,521.8	7,400.8
R2	7,453.2	7,453.2	7,390.7
R1	7,411.8	7,411.8	7,380.6	7,432.5
PP	7,343.2	7,343.2	7,343.2	7,353.5
S1	7,301.8	7,301.8	7,360.4	7,322.5
S2	7,233.2	7,233.2	7,350.3
S3	7,123.2	7,191.8	7,340.3
S4	7,013.2	7,081.8	7,310.0

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,073.2	7,971.8	7,483.4
R3	7,806.2	7,704.8	7,409.9
R2	7,539.2	7,539.2	7,385.5
R1	7,437.8	7,437.8	7,361.0	7,488.5
PP	7,272.2	7,272.2	7,272.2	7,297.5
S1	7,170.8	7,170.8	7,312.0	7,221.5
S2	7,005.2	7,005.2	7,287.6
S3	6,738.2	6,903.8	7,263.1
S4	6,471.2	6,636.8	7,189.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,384.5	7,151.0	233.5	3.2%	119.0	1.6%	94%	True	False	139,709
10	7,384.5	7,014.5	370.0	5.0%	127.7	1.7%	96%	True	False	149,812
20	7,547.0	7,014.5	532.5	7.2%	117.8	1.6%	67%	False	False	139,642
40	7,547.0	7,014.5	532.5	7.2%	117.8	1.6%	67%	False	False	95,133
60	7,650.0	7,014.5	635.5	8.6%	117.1	1.6%	56%	False	False	63,746
80	7,650.0	7,014.5	635.5	8.6%	106.6	1.4%	56%	False	False	47,875
100	7,650.0	6,486.5	1,163.5	15.8%	108.1	1.5%	76%	False	False	38,899
120	7,650.0	6,486.5	1,163.5	15.8%	99.7	1.4%	76%	False	False	32,428

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,852.0
2.618	7,672.5
1.618	7,562.5
1.000	7,494.5
0.618	7,452.5
HIGH	7,384.5
0.618	7,342.5
0.500	7,329.5
0.382	7,316.5
LOW	7,274.5
0.618	7,206.5
1.000	7,164.5
1.618	7,096.5
2.618	6,986.5
4.250	6,807.0

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	7,356.8	7,337.2
PP	7,343.2	7,303.8
S1	7,329.5	7,270.5

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

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