DAX Index Future September 2011

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	5,101.0	5,392.0	291.0	5.7%	5,202.0
High	5,450.5	5,582.0	131.5	2.4%	5,474.0
Low	5,071.0	5,373.5	302.5	6.0%	5,140.5
Close	5,339.0	5,582.0	243.0	4.6%	5,154.5
Range	379.5	208.5	-171.0	-45.1%	333.5
ATR	246.5	246.3	-0.3	-0.1%	0.0
Volume	362,078	269,303	-92,775	-25.6%	885,737

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,138.0	6,068.5	5,696.7
R3	5,929.5	5,860.0	5,639.3
R2	5,721.0	5,721.0	5,620.2
R1	5,651.5	5,651.5	5,601.1	5,686.3
PP	5,512.5	5,512.5	5,512.5	5,529.9
S1	5,443.0	5,443.0	5,562.9	5,477.8
S2	5,304.0	5,304.0	5,543.8
S3	5,095.5	5,234.5	5,524.7
S4	4,887.0	5,026.0	5,467.3

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,256.8	6,039.2	5,337.9
R3	5,923.3	5,705.7	5,246.2
R2	5,589.8	5,589.8	5,215.6
R1	5,372.2	5,372.2	5,185.1	5,314.3
PP	5,256.3	5,256.3	5,256.3	5,227.4
S1	5,038.7	5,038.7	5,123.9	4,980.8
S2	4,922.8	4,922.8	5,093.4
S3	4,589.3	4,705.2	5,062.8
S4	4,255.8	4,371.7	4,971.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,582.0	4,962.0	620.0	11.1%	259.7	4.7%	100%	True	False	296,624
10	5,797.5	4,962.0	835.5	15.0%	214.2	3.8%	74%	False	False	249,766
20	5,898.0	4,962.0	936.0	16.8%	222.0	4.0%	66%	False	False	220,061
40	7,399.0	4,962.0	2,437.0	43.7%	250.8	4.5%	25%	False	False	218,319
60	7,547.0	4,962.0	2,585.0	46.3%	206.1	3.7%	24%	False	False	192,626
80	7,547.0	4,962.0	2,585.0	46.3%	183.8	3.3%	24%	False	False	151,583
100	7,650.0	4,962.0	2,688.0	48.2%	168.9	3.0%	23%	False	False	121,381
120	7,650.0	4,962.0	2,688.0	48.2%	153.3	2.7%	23%	False	False	101,195

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	40.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,468.1
2.618	6,127.9
1.618	5,919.4
1.000	5,790.5
0.618	5,710.9
HIGH	5,582.0
0.618	5,502.4
0.500	5,477.8
0.382	5,453.1
LOW	5,373.5
0.618	5,244.6
1.000	5,165.0
1.618	5,036.1
2.618	4,827.6
4.250	4,487.4

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	5,547.3	5,478.8
PP	5,512.5	5,375.7
S1	5,477.8	5,272.5

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

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