DAX Index Future September 2011

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	7,201.0	7,090.5	-110.5	-1.5%	7,288.0
High	7,221.0	7,206.5	-14.5	-0.2%	7,399.0
Low	7,125.5	7,078.5	-47.0	-0.7%	7,078.5
Close	7,144.0	7,145.0	1.0	0.0%	7,145.0
Range	95.5	128.0	32.5	34.0%	320.5
ATR	126.8	126.9	0.1	0.1%	0.0
Volume	158,861	145,910	-12,951	-8.2%	685,405

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,527.3	7,464.2	7,215.4
R3	7,399.3	7,336.2	7,180.2
R2	7,271.3	7,271.3	7,168.5
R1	7,208.2	7,208.2	7,156.7	7,239.8
PP	7,143.3	7,143.3	7,143.3	7,159.1
S1	7,080.2	7,080.2	7,133.3	7,111.8
S2	7,015.3	7,015.3	7,121.5
S3	6,887.3	6,952.2	7,109.8
S4	6,759.3	6,824.2	7,074.6

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,169.0	7,977.5	7,321.3
R3	7,848.5	7,657.0	7,233.1
R2	7,528.0	7,528.0	7,203.8
R1	7,336.5	7,336.5	7,174.4	7,272.0
PP	7,207.5	7,207.5	7,207.5	7,175.3
S1	7,016.0	7,016.0	7,115.6	6,951.5
S2	6,887.0	6,887.0	7,086.2
S3	6,566.5	6,695.5	7,056.9
S4	6,246.0	6,375.0	6,968.7

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	7,078.5	320.5	4.5%	114.8	1.6%	21%	False	True	137,081
10	7,399.0	7,078.5	320.5	4.5%	116.5	1.6%	21%	False	True	141,372
20	7,547.0	7,014.5	532.5	7.5%	119.3	1.7%	25%	False	False	142,008
40	7,547.0	7,014.5	532.5	7.5%	117.7	1.6%	25%	False	False	109,202
60	7,604.0	7,014.5	589.5	8.3%	117.1	1.6%	22%	False	False	73,217
80	7,650.0	7,014.5	635.5	8.9%	109.4	1.5%	21%	False	False	54,995
100	7,650.0	6,486.5	1,163.5	16.3%	107.9	1.5%	57%	False	False	44,595
120	7,650.0	6,486.5	1,163.5	16.3%	102.6	1.4%	57%	False	False	37,182

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	22.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,750.5
2.618	7,541.6
1.618	7,413.6
1.000	7,334.5
0.618	7,285.6
HIGH	7,206.5
0.618	7,157.6
0.500	7,142.5
0.382	7,127.4
LOW	7,078.5
0.618	6,999.4
1.000	6,950.5
1.618	6,871.4
2.618	6,743.4
4.250	6,534.5

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	7,144.2	7,220.3
PP	7,143.3	7,195.2
S1	7,142.5	7,170.1

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

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