DAX Index Future September 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	5,638.5	5,202.0	-436.5	-7.7%	5,637.5
High	5,650.0	5,335.0	-315.0	-5.6%	5,872.5
Low	5,493.0	5,152.0	-341.0	-6.2%	5,493.0
Close	5,541.5	5,264.0	-277.5	-5.0%	5,541.5
Range	157.0	183.0	26.0	16.6%	379.5
ATR	233.8	245.0	11.1	4.8%	0.0
Volume	163,704	251,205	87,501	53.5%	821,791

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,799.3	5,714.7	5,364.7
R3	5,616.3	5,531.7	5,314.3
R2	5,433.3	5,433.3	5,297.6
R1	5,348.7	5,348.7	5,280.8	5,391.0
PP	5,250.3	5,250.3	5,250.3	5,271.5
S1	5,165.7	5,165.7	5,247.2	5,208.0
S2	5,067.3	5,067.3	5,230.5
S3	4,884.3	4,982.7	5,213.7
S4	4,701.3	4,799.7	5,163.4

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,774.2	6,537.3	5,750.2
R3	6,394.7	6,157.8	5,645.9
R2	6,015.2	6,015.2	5,611.1
R1	5,778.3	5,778.3	5,576.3	5,707.0
PP	5,635.7	5,635.7	5,635.7	5,600.0
S1	5,398.8	5,398.8	5,506.7	5,327.5
S2	5,256.2	5,256.2	5,471.9
S3	4,876.7	5,019.3	5,437.1
S4	4,497.2	4,639.8	5,332.8

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	5,152.0	720.5	13.7%	176.6	3.4%	16%	False	True	195,083
10	5,872.5	5,152.0	720.5	13.7%	197.9	3.8%	16%	False	True	185,496
20	6,121.0	5,152.0	969.0	18.4%	260.5	4.9%	12%	False	True	207,112
40	7,399.0	5,152.0	2,247.0	42.7%	231.9	4.4%	5%	False	True	198,246
60	7,547.0	5,152.0	2,395.0	45.5%	193.1	3.7%	5%	False	True	170,360
80	7,547.0	5,152.0	2,395.0	45.5%	172.7	3.3%	5%	False	True	128,155
100	7,650.0	5,152.0	2,498.0	47.5%	158.8	3.0%	4%	False	True	102,598
120	7,650.0	5,152.0	2,498.0	47.5%	145.6	2.8%	4%	False	True	85,753

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	39.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,112.8
2.618	5,814.1
1.618	5,631.1
1.000	5,518.0
0.618	5,448.1
HIGH	5,335.0
0.618	5,265.1
0.500	5,243.5
0.382	5,221.9
LOW	5,152.0
0.618	5,038.9
1.000	4,969.0
1.618	4,855.9
2.618	4,672.9
4.250	4,374.3

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	5,257.2	5,474.8
PP	5,250.3	5,404.5
S1	5,243.5	5,334.3

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

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