DAX Index Future September 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	5,771.0	5,818.5	47.5	0.8%	6,081.5
High	5,951.5	6,067.5	116.0	1.9%	6,283.5
Low	5,491.5	5,680.0	188.5	3.4%	5,491.5
Close	5,863.5	6,018.0	154.5	2.6%	6,018.0
Range	460.0	387.5	-72.5	-15.8%	792.0
ATR	283.1	290.5	7.5	2.6%	0.0
Volume	286,680	205,779	-80,901	-28.2%	1,573,372

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,084.3	6,938.7	6,231.1
R3	6,696.8	6,551.2	6,124.6
R2	6,309.3	6,309.3	6,089.0
R1	6,163.7	6,163.7	6,053.5	6,236.5
PP	5,921.8	5,921.8	5,921.8	5,958.3
S1	5,776.2	5,776.2	5,982.5	5,849.0
S2	5,534.3	5,534.3	5,947.0
S3	5,146.8	5,388.7	5,911.4
S4	4,759.3	5,001.2	5,804.9

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,307.0	7,954.5	6,453.6
R3	7,515.0	7,162.5	6,235.8
R2	6,723.0	6,723.0	6,163.2
R1	6,370.5	6,370.5	6,090.6	6,150.8
PP	5,931.0	5,931.0	5,931.0	5,821.1
S1	5,578.5	5,578.5	5,945.4	5,358.8
S2	5,139.0	5,139.0	5,872.8
S3	4,347.0	4,786.5	5,800.2
S4	3,555.0	3,994.5	5,582.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,283.5	5,491.5	792.0	13.2%	506.0	8.4%	66%	False	False	314,674
10	7,299.0	5,491.5	1,807.5	30.0%	429.0	7.1%	29%	False	False	293,504
20	7,399.0	5,491.5	1,907.5	31.7%	272.8	4.5%	28%	False	False	217,438
40	7,547.0	5,491.5	2,055.5	34.2%	198.0	3.3%	26%	False	False	179,945
60	7,547.0	5,491.5	2,055.5	34.2%	169.6	2.8%	26%	False	False	122,047
80	7,650.0	5,491.5	2,158.5	35.9%	153.7	2.6%	24%	False	False	91,661
100	7,650.0	5,491.5	2,158.5	35.9%	138.3	2.3%	24%	False	False	73,373
120	7,650.0	5,491.5	2,158.5	35.9%	134.3	2.2%	24%	False	False	61,634

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	123.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,714.4
2.618	7,082.0
1.618	6,694.5
1.000	6,455.0
0.618	6,307.0
HIGH	6,067.5
0.618	5,919.5
0.500	5,873.8
0.382	5,828.0
LOW	5,680.0
0.618	5,440.5
1.000	5,292.5
1.618	5,053.0
2.618	4,665.5
4.250	4,033.1

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	5,969.9	5,947.4
PP	5,921.8	5,876.8
S1	5,873.8	5,806.3

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

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