DAX Index Future September 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	5,315.5	5,424.5	109.0	2.1%	5,637.5
High	5,454.0	5,474.0	20.0	0.4%	5,872.5
Low	5,277.0	5,307.5	30.5	0.6%	5,493.0
Close	5,450.0	5,347.5	-102.5	-1.9%	5,541.5
Range	177.0	166.5	-10.5	-5.9%	379.5
ATR	241.0	235.7	-5.3	-2.2%	0.0
Volume	185,602	212,280	26,678	14.4%	821,791

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,875.8	5,778.2	5,439.1
R3	5,709.3	5,611.7	5,393.3
R2	5,542.8	5,542.8	5,378.0
R1	5,445.2	5,445.2	5,362.8	5,410.8
PP	5,376.3	5,376.3	5,376.3	5,359.1
S1	5,278.7	5,278.7	5,332.2	5,244.3
S2	5,209.8	5,209.8	5,317.0
S3	5,043.3	5,112.2	5,301.7
S4	4,876.8	4,945.7	5,255.9

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	5,797.5	5,152.0	645.5	12.1%	168.6	3.2%	30%	False	False	202,909
10	5,872.5	5,152.0	720.5	13.5%	190.5	3.6%	27%	False	False	191,308
20	6,112.0	5,152.0	960.0	18.0%	221.8	4.1%	20%	False	False	190,823
40	7,399.0	5,152.0	2,247.0	42.0%	231.9	4.3%	9%	False	False	198,951
60	7,547.0	5,152.0	2,395.0	44.8%	195.7	3.7%	8%	False	False	176,784
80	7,547.0	5,152.0	2,395.0	44.8%	174.2	3.3%	8%	False	False	133,108
100	7,650.0	5,152.0	2,498.0	46.7%	161.0	3.0%	8%	False	False	106,574
120	7,650.0	5,152.0	2,498.0	46.7%	146.4	2.7%	8%	False	False	88,848

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	35.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,181.6
2.618	5,909.9
1.618	5,743.4
1.000	5,640.5
0.618	5,576.9
HIGH	5,474.0
0.618	5,410.4
0.500	5,390.8
0.382	5,371.1
LOW	5,307.5
0.618	5,204.6
1.000	5,141.0
1.618	5,038.1
2.618	4,871.6
4.250	4,599.9

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	5,390.8	5,336.0
PP	5,376.3	5,324.5
S1	5,361.9	5,313.0

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

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