DAX Index Future September 2011

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	5,689.5	5,582.0	-107.5	-1.9%	5,411.0
High	5,779.5	5,592.0	-187.5	-3.2%	5,779.5
Low	5,419.0	5,405.0	-14.0	-0.3%	5,393.0
Close	5,530.5	5,575.0	44.5	0.8%	5,575.0
Range	360.5	187.0	-173.5	-48.1%	386.5
ATR	266.7	261.0	-5.7	-2.1%	0.0
Volume	241,808	200,403	-41,405	-17.1%	946,548

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,085.0	6,017.0	5,677.9
R3	5,898.0	5,830.0	5,626.4
R2	5,711.0	5,711.0	5,609.3
R1	5,643.0	5,643.0	5,592.1	5,583.5
PP	5,524.0	5,524.0	5,524.0	5,494.3
S1	5,456.0	5,456.0	5,557.9	5,396.5
S2	5,337.0	5,337.0	5,540.7
S3	5,150.0	5,269.0	5,523.6
S4	4,963.0	5,082.0	5,472.2

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,742.0	6,545.0	5,787.6
R3	6,355.5	6,158.5	5,681.3
R2	5,969.0	5,969.0	5,645.9
R1	5,772.0	5,772.0	5,610.4	5,870.5
PP	5,582.5	5,582.5	5,582.5	5,631.8
S1	5,385.5	5,385.5	5,539.6	5,484.0
S2	5,196.0	5,196.0	5,504.1
S3	4,809.5	4,999.0	5,468.7
S4	4,423.0	4,612.5	5,362.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,779.5	5,393.0	386.5	6.9%	233.4	4.2%	47%	False	False	189,309
10	6,112.0	5,346.0	766.0	13.7%	223.2	4.0%	30%	False	False	185,313
20	7,299.0	5,346.0	1,953.0	35.0%	326.1	5.8%	12%	False	False	239,408
40	7,547.0	5,346.0	2,201.0	39.5%	222.7	4.0%	10%	False	False	190,708
60	7,547.0	5,346.0	2,201.0	39.5%	187.1	3.4%	10%	False	False	152,604
80	7,604.0	5,346.0	2,258.0	40.5%	169.4	3.0%	10%	False	False	114,765
100	7,650.0	5,346.0	2,304.0	41.3%	152.7	2.7%	10%	False	False	91,878
120	7,650.0	5,346.0	2,304.0	41.3%	144.2	2.6%	10%	False	False	77,064

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	44.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,386.8
2.618	6,081.6
1.618	5,894.6
1.000	5,779.0
0.618	5,707.6
HIGH	5,592.0
0.618	5,520.6
0.500	5,498.5
0.382	5,476.4
LOW	5,405.0
0.618	5,289.4
1.000	5,218.0
1.618	5,102.4
2.618	4,915.4
4.250	4,610.3

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	5,549.5	5,592.3
PP	5,524.0	5,586.5
S1	5,498.5	5,580.8

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

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