DAX Index Future September 2011

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	5,411.0	5,522.5	111.5	2.1%	6,077.0
High	5,595.0	5,639.0	44.0	0.8%	6,112.0
Low	5,393.0	5,453.0	60.0	1.1%	5,346.0
Close	5,445.5	5,628.0	182.5	3.4%	5,423.5
Range	202.0	186.0	-16.0	-7.9%	766.0
ATR	266.9	261.7	-5.2	-2.0%	0.0
Volume	164,583	169,974	5,391	3.3%	906,591

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,131.3	6,065.7	5,730.3
R3	5,945.3	5,879.7	5,679.2
R2	5,759.3	5,759.3	5,662.1
R1	5,693.7	5,693.7	5,645.1	5,726.5
PP	5,573.3	5,573.3	5,573.3	5,589.8
S1	5,507.7	5,507.7	5,611.0	5,540.5
S2	5,387.3	5,387.3	5,593.9
S3	5,201.3	5,321.7	5,576.9
S4	5,015.3	5,135.7	5,525.7

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	6,023.0	5,346.0	677.0	12.0%	230.5	4.1%	42%	False	False	198,204
10	6,121.0	5,346.0	775.0	13.8%	288.0	5.1%	36%	False	False	206,680
20	7,362.0	5,346.0	2,016.0	35.8%	306.3	5.4%	14%	False	False	231,194
40	7,547.0	5,346.0	2,201.0	39.1%	212.3	3.8%	13%	False	False	185,695
60	7,547.0	5,346.0	2,201.0	39.1%	181.0	3.2%	13%	False	False	142,528
80	7,604.0	5,346.0	2,258.0	40.1%	164.2	2.9%	12%	False	False	107,140
100	7,650.0	5,346.0	2,304.0	40.9%	146.9	2.6%	12%	False	False	85,765
120	7,650.0	5,346.0	2,304.0	40.9%	141.2	2.5%	12%	False	False	71,971

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	73.5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,429.5
2.618	6,125.9
1.618	5,939.9
1.000	5,825.0
0.618	5,753.9
HIGH	5,639.0
0.618	5,567.9
0.500	5,546.0
0.382	5,524.1
LOW	5,453.0
0.618	5,338.1
1.000	5,267.0
1.618	5,152.1
2.618	4,966.1
4.250	4,662.5

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	5,600.7	5,582.8
PP	5,573.3	5,537.7
S1	5,546.0	5,492.5

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

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