DAX Index Future September 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	5,202.0	5,315.5	113.5	2.2%	5,637.5
High	5,335.0	5,454.0	119.0	2.2%	5,872.5
Low	5,152.0	5,277.0	125.0	2.4%	5,493.0
Close	5,264.0	5,450.0	186.0	3.5%	5,541.5
Range	183.0	177.0	-6.0	-3.3%	379.5
ATR	245.0	241.0	-3.9	-1.6%	0.0
Volume	251,205	185,602	-65,603	-26.1%	821,791

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,924.7	5,864.3	5,547.4
R3	5,747.7	5,687.3	5,498.7
R2	5,570.7	5,570.7	5,482.5
R1	5,510.3	5,510.3	5,466.2	5,540.5
PP	5,393.7	5,393.7	5,393.7	5,408.8
S1	5,333.3	5,333.3	5,433.8	5,363.5
S2	5,216.7	5,216.7	5,417.6
S3	5,039.7	5,156.3	5,401.3
S4	4,862.7	4,979.3	5,352.7

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	13.2%	180.1	3.3%	41%	False	False	199,350
10	5,872.5	5,152.0	720.5	13.2%	197.0	3.6%	41%	False	False	187,058
20	6,121.0	5,152.0	969.0	17.8%	242.5	4.4%	31%	False	False	196,869
40	7,399.0	5,152.0	2,247.0	41.2%	231.1	4.2%	13%	False	False	197,502
60	7,547.0	5,152.0	2,395.0	43.9%	194.7	3.6%	12%	False	False	173,412
80	7,547.0	5,152.0	2,395.0	43.9%	173.5	3.2%	12%	False	False	130,466
100	7,650.0	5,152.0	2,498.0	45.8%	159.7	2.9%	12%	False	False	104,452
120	7,650.0	5,152.0	2,498.0	45.8%	146.0	2.7%	12%	False	False	87,129

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	36.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,206.3
2.618	5,917.4
1.618	5,740.4
1.000	5,631.0
0.618	5,563.4
HIGH	5,454.0
0.618	5,386.4
0.500	5,365.5
0.382	5,344.6
LOW	5,277.0
0.618	5,167.6
1.000	5,100.0
1.618	4,990.6
2.618	4,813.6
4.250	4,524.8

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	5,421.8	5,433.7
PP	5,393.7	5,417.3
S1	5,365.5	5,401.0

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

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