DAX Index Future September 2011

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	5,990.0	5,771.0	-219.0	-3.7%	7,260.0
High	6,121.0	5,951.5	-169.5	-2.8%	7,299.0
Low	5,541.5	5,491.5	-50.0	-0.9%	6,125.0
Close	5,632.0	5,863.5	231.5	4.1%	6,257.5
Range	579.5	460.0	-119.5	-20.6%	1,174.0
ATR	269.5	283.1	13.6	5.1%	0.0
Volume	333,198	286,680	-46,518	-14.0%	1,361,668

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,148.8	6,966.2	6,116.5
R3	6,688.8	6,506.2	5,990.0
R2	6,228.8	6,228.8	5,947.8
R1	6,046.2	6,046.2	5,905.7	6,137.5
PP	5,768.8	5,768.8	5,768.8	5,814.5
S1	5,586.2	5,586.2	5,821.3	5,677.5
S2	5,308.8	5,308.8	5,779.2
S3	4,848.8	5,126.2	5,737.0
S4	4,388.8	4,666.2	5,610.5

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	6,449.5	5,491.5	958.0	16.3%	493.4	8.4%	39%	False	True	346,311
10	7,299.0	5,491.5	1,807.5	30.8%	403.1	6.9%	21%	False	True	287,517
20	7,399.0	5,491.5	1,907.5	32.5%	259.2	4.4%	20%	False	True	214,130
40	7,547.0	5,491.5	2,055.5	35.1%	190.9	3.3%	18%	False	True	176,100
60	7,547.0	5,491.5	2,055.5	35.1%	164.8	2.8%	18%	False	True	118,636
80	7,650.0	5,491.5	2,158.5	36.8%	149.5	2.5%	17%	False	True	89,090
100	7,650.0	5,491.5	2,158.5	36.8%	135.0	2.3%	17%	False	True	71,316
120	7,650.0	5,491.5	2,158.5	36.8%	131.6	2.2%	17%	False	True	59,920

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	110.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,906.5
2.618	7,155.8
1.618	6,695.8
1.000	6,411.5
0.618	6,235.8
HIGH	5,951.5
0.618	5,775.8
0.500	5,721.5
0.382	5,667.2
LOW	5,491.5
0.618	5,207.2
1.000	5,031.5
1.618	4,747.2
2.618	4,287.2
4.250	3,536.5

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	5,816.2	5,844.4
PP	5,768.8	5,825.3
S1	5,721.5	5,806.3

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

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