DAX Index Future September 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	5,867.0	5,538.0	-329.0	-5.6%	6,077.0
High	5,898.0	5,598.0	-300.0	-5.1%	6,112.0
Low	5,533.5	5,346.0	-187.5	-3.4%	5,346.0
Close	5,603.0	5,423.5	-179.5	-3.2%	5,423.5
Range	364.5	252.0	-112.5	-30.9%	766.0
ATR	273.1	271.9	-1.1	-0.4%	0.0
Volume	246,684	254,008	7,324	3.0%	906,591

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,211.8	6,069.7	5,562.1
R3	5,959.8	5,817.7	5,492.8
R2	5,707.8	5,707.8	5,469.7
R1	5,565.7	5,565.7	5,446.6	5,510.8
PP	5,455.8	5,455.8	5,455.8	5,428.4
S1	5,313.7	5,313.7	5,400.4	5,258.8
S2	5,203.8	5,203.8	5,377.3
S3	4,951.8	5,061.7	5,354.2
S4	4,699.8	4,809.7	5,284.9

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,925.2	7,440.3	5,844.8
R3	7,159.2	6,674.3	5,634.2
R2	6,393.2	6,393.2	5,563.9
R1	5,908.3	5,908.3	5,493.7	5,767.8
PP	5,627.2	5,627.2	5,627.2	5,556.9
S1	5,142.3	5,142.3	5,353.3	5,001.8
S2	4,861.2	4,861.2	5,283.1
S3	4,095.2	4,376.3	5,212.9
S4	3,329.2	3,610.3	5,002.2

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	5,346.0	766.0	14.1%	212.9	3.9%	10%	False	True	181,318
10	6,283.5	5,346.0	937.5	17.3%	359.5	6.6%	8%	False	True	247,996
20	7,399.0	5,346.0	2,053.0	37.9%	296.4	5.5%	4%	False	True	226,351
40	7,547.0	5,346.0	2,201.0	40.6%	208.8	3.8%	4%	False	True	184,580
60	7,547.0	5,346.0	2,201.0	40.6%	177.0	3.3%	4%	False	True	137,017
80	7,650.0	5,346.0	2,304.0	42.5%	161.3	3.0%	3%	False	True	102,963
100	7,650.0	5,346.0	2,304.0	42.5%	144.3	2.7%	3%	False	True	82,424
120	7,650.0	5,346.0	2,304.0	42.5%	138.6	2.6%	3%	False	True	69,186

Crabel Price Patterns
NR	True
NR4	False
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	110.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,669.0
2.618	6,257.7
1.618	6,005.7
1.000	5,850.0
0.618	5,753.7
HIGH	5,598.0
0.618	5,501.7
0.500	5,472.0
0.382	5,442.3
LOW	5,346.0
0.618	5,190.3
1.000	5,094.0
1.618	4,938.3
2.618	4,686.3
4.250	4,275.0

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	5,472.0	5,684.5
PP	5,455.8	5,597.5
S1	5,439.7	5,510.5

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

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