DAX Index Future September 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	5,710.5	5,662.0	-48.5	-0.8%	5,411.0
High	5,731.5	5,872.5	141.0	2.5%	5,779.5
Low	5,572.0	5,648.5	76.5	1.4%	5,393.0
Close	5,646.0	5,760.0	114.0	2.0%	5,575.0
Range	159.5	224.0	64.5	40.4%	386.5
ATR	246.0	244.6	-1.4	-0.6%	0.0
Volume	164,265	194,484	30,219	18.4%	946,548

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,432.3	6,320.2	5,883.2
R3	6,208.3	6,096.2	5,821.6
R2	5,984.3	5,984.3	5,801.1
R1	5,872.2	5,872.2	5,780.5	5,928.3
PP	5,760.3	5,760.3	5,760.3	5,788.4
S1	5,648.2	5,648.2	5,739.5	5,704.3
S2	5,536.3	5,536.3	5,718.9
S3	5,312.3	5,424.2	5,698.4
S4	5,088.3	5,200.2	5,636.8

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	5,872.5	5,405.0	467.5	8.1%	212.3	3.7%	76%	True	False	179,708
10	5,898.0	5,346.0	552.0	9.6%	229.8	4.0%	75%	False	False	190,356
20	6,750.5	5,346.0	1,404.5	24.4%	304.6	5.3%	29%	False	False	227,702
40	7,547.0	5,346.0	2,201.0	38.2%	229.9	4.0%	19%	False	False	193,376
60	7,547.0	5,346.0	2,201.0	38.2%	191.0	3.3%	19%	False	False	160,186
80	7,604.0	5,346.0	2,258.0	39.2%	171.6	3.0%	18%	False	False	120,458
100	7,650.0	5,346.0	2,304.0	40.0%	155.9	2.7%	18%	False	False	96,436
120	7,650.0	5,346.0	2,304.0	40.0%	146.5	2.5%	18%	False	False	80,838

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	42.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,824.5
2.618	6,458.9
1.618	6,234.9
1.000	6,096.5
0.618	6,010.9
HIGH	5,872.5
0.618	5,786.9
0.500	5,760.5
0.382	5,734.1
LOW	5,648.5
0.618	5,510.1
1.000	5,424.5
1.618	5,286.1
2.618	5,062.1
4.250	4,696.5

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	5,760.5	5,747.4
PP	5,760.3	5,734.8
S1	5,760.2	5,722.3

Download as Excel Spreadsheet

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

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