DAX Index Future September 2011

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	5,964.0	5,867.0	-97.0	-1.6%	6,081.5
High	6,023.0	5,898.0	-125.0	-2.1%	6,283.5
Low	5,875.0	5,533.5	-341.5	-5.8%	5,491.5
Close	5,916.5	5,603.0	-313.5	-5.3%	6,018.0
Range	148.0	364.5	216.5	146.3%	792.0
ATR	264.6	273.1	8.5	3.2%	0.0
Volume	155,771	246,684	90,913	58.4%	1,573,372

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,771.7	6,551.8	5,803.5
R3	6,407.2	6,187.3	5,703.2
R2	6,042.7	6,042.7	5,669.8
R1	5,822.8	5,822.8	5,636.4	5,750.5
PP	5,678.2	5,678.2	5,678.2	5,642.0
S1	5,458.3	5,458.3	5,569.6	5,386.0
S2	5,313.7	5,313.7	5,536.2
S3	4,949.2	5,093.8	5,502.8
S4	4,584.7	4,729.3	5,402.5

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	6,112.0	5,533.5	578.5	10.3%	240.0	4.3%	12%	False	True	171,672
10	6,449.5	5,491.5	958.0	17.1%	366.7	6.5%	12%	False	False	258,992
20	7,399.0	5,491.5	1,907.5	34.0%	288.4	5.1%	6%	False	False	219,284
40	7,547.0	5,491.5	2,055.5	36.7%	205.8	3.7%	5%	False	False	182,018
60	7,547.0	5,491.5	2,055.5	36.7%	174.9	3.1%	5%	False	False	132,826
80	7,650.0	5,491.5	2,158.5	38.5%	159.0	2.8%	5%	False	False	99,790
100	7,650.0	5,491.5	2,158.5	38.5%	142.6	2.5%	5%	False	False	79,885
120	7,650.0	5,491.5	2,158.5	38.5%	138.0	2.5%	5%	False	False	67,069

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	117.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,447.1
2.618	6,852.3
1.618	6,487.8
1.000	6,262.5
0.618	6,123.3
HIGH	5,898.0
0.618	5,758.8
0.500	5,715.8
0.382	5,672.7
LOW	5,533.5
0.618	5,308.2
1.000	5,169.0
1.618	4,943.7
2.618	4,579.2
4.250	3,984.4

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	5,715.8	5,791.8
PP	5,678.2	5,728.8
S1	5,640.6	5,665.9

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

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