DAX Index Future September 2011

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	5,748.0	5,990.0	242.0	4.2%	7,260.0
High	6,034.5	6,121.0	86.5	1.4%	7,299.0
Low	5,497.5	5,541.5	44.0	0.8%	6,125.0
Close	6,020.0	5,632.0	-388.0	-6.4%	6,257.5
Range	537.0	579.5	42.5	7.9%	1,174.0
ATR	245.6	269.5	23.8	9.7%	0.0
Volume	390,450	333,198	-57,252	-14.7%	1,361,668

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,503.3	7,147.2	5,950.7
R3	6,923.8	6,567.7	5,791.4
R2	6,344.3	6,344.3	5,738.2
R1	5,988.2	5,988.2	5,685.1	5,876.5
PP	5,764.8	5,764.8	5,764.8	5,709.0
S1	5,408.7	5,408.7	5,578.9	5,297.0
S2	5,185.3	5,185.3	5,525.8
S3	4,605.8	4,829.2	5,472.6
S4	4,026.3	4,249.7	5,313.3

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,082.5	9,344.0	6,903.2
R3	8,908.5	8,170.0	6,580.4
R2	7,734.5	7,734.5	6,472.7
R1	6,996.0	6,996.0	6,365.1	6,778.3
PP	6,560.5	6,560.5	6,560.5	6,451.6
S1	5,822.0	5,822.0	6,149.9	5,604.3
S2	5,386.5	5,386.5	6,042.3
S3	4,212.5	4,648.0	5,934.7
S4	3,038.5	3,474.0	5,611.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,750.5	5,497.5	1,253.0	22.2%	499.9	8.9%	11%	False	False	350,426
10	7,299.0	5,497.5	1,801.5	32.0%	366.6	6.5%	7%	False	False	274,735
20	7,399.0	5,497.5	1,901.5	33.8%	241.9	4.3%	7%	False	False	207,079
40	7,547.0	5,497.5	2,049.5	36.4%	182.6	3.2%	7%	False	False	169,765
60	7,547.0	5,497.5	2,049.5	36.4%	158.3	2.8%	7%	False	False	113,870
80	7,650.0	5,497.5	2,152.5	38.2%	145.8	2.6%	6%	False	False	85,511
100	7,650.0	5,497.5	2,152.5	38.2%	131.4	2.3%	6%	False	False	68,452
120	7,650.0	5,497.5	2,152.5	38.2%	128.7	2.3%	6%	False	False	57,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	94.3
Widest range in 159 trading days

Fibonacci Retracements and Extensions
4.250	8,583.9
2.618	7,638.1
1.618	7,058.6
1.000	6,700.5
0.618	6,479.1
HIGH	6,121.0
0.618	5,899.6
0.500	5,831.3
0.382	5,762.9
LOW	5,541.5
0.618	5,183.4
1.000	4,962.0
1.618	4,603.9
2.618	4,024.4
4.250	3,078.6

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	5,831.3	5,890.5
PP	5,764.8	5,804.3
S1	5,698.4	5,718.2

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

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