DAX Index Future September 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	7,371.0	7,346.0	-25.0	-0.3%	7,207.5
High	7,399.0	7,362.0	-37.0	-0.5%	7,373.5
Low	7,317.5	7,203.0	-114.5	-1.6%	7,106.5
Close	7,349.0	7,270.0	-79.0	-1.1%	7,336.5
Range	81.5	159.0	77.5	95.1%	267.0
ATR	122.9	125.4	2.6	2.1%	0.0
Volume	122,854	142,940	20,086	16.3%	728,324

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,755.3	7,671.7	7,357.5
R3	7,596.3	7,512.7	7,313.7
R2	7,437.3	7,437.3	7,299.2
R1	7,353.7	7,353.7	7,284.6	7,316.0
PP	7,278.3	7,278.3	7,278.3	7,259.5
S1	7,194.7	7,194.7	7,255.4	7,157.0
S2	7,119.3	7,119.3	7,240.9
S3	6,960.3	7,035.7	7,226.3
S4	6,801.3	6,876.7	7,182.6

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	7,399.0	7,156.5	242.5	3.3%	126.1	1.7%	47%	False	False	137,163
10	7,399.0	7,106.5	292.5	4.0%	117.3	1.6%	56%	False	False	139,424
20	7,547.0	7,014.5	532.5	7.3%	119.5	1.6%	48%	False	False	140,022
40	7,547.0	7,014.5	532.5	7.3%	119.5	1.6%	48%	False	False	101,687
60	7,604.0	7,014.5	589.5	8.1%	118.4	1.6%	43%	False	False	68,166
80	7,650.0	7,014.5	635.5	8.7%	107.7	1.5%	40%	False	False	51,190
100	7,650.0	6,486.5	1,163.5	16.0%	108.2	1.5%	67%	False	False	41,554
120	7,650.0	6,486.5	1,163.5	16.0%	101.4	1.4%	67%	False	False	34,643

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	29.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,037.8
2.618	7,778.3
1.618	7,619.3
1.000	7,521.0
0.618	7,460.3
HIGH	7,362.0
0.618	7,301.3
0.500	7,282.5
0.382	7,263.7
LOW	7,203.0
0.618	7,104.7
1.000	7,044.0
1.618	6,945.7
2.618	6,786.7
4.250	6,527.3

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	7,282.5	7,301.0
PP	7,278.3	7,290.7
S1	7,274.2	7,280.3

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

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