DAX Index Future September 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	5,392.0	5,572.5	180.5	3.3%	5,079.0
High	5,582.0	5,636.5	54.5	1.0%	5,636.5
Low	5,373.5	5,529.0	155.5	2.9%	4,962.0
Close	5,582.0	5,575.9	-6.1	-0.1%	5,575.9
Range	208.5	107.5	-101.0	-48.4%	674.5
ATR	246.3	236.4	-9.9	-4.0%	0.0
Volume	269,303	43,245	-226,058	-83.9%	1,289,715

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,903.0	5,846.9	5,635.0
R3	5,795.5	5,739.4	5,605.5
R2	5,688.0	5,688.0	5,595.6
R1	5,631.9	5,631.9	5,585.8	5,660.0
PP	5,580.5	5,580.5	5,580.5	5,594.5
S1	5,524.4	5,524.4	5,566.0	5,552.5
S2	5,473.0	5,473.0	5,556.2
S3	5,365.5	5,416.9	5,546.3
S4	5,258.0	5,309.4	5,516.8

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,415.0	7,169.9	5,946.9
R3	6,740.5	6,495.4	5,761.4
R2	6,066.0	6,066.0	5,699.6
R1	5,820.9	5,820.9	5,637.7	5,943.5
PP	5,391.5	5,391.5	5,391.5	5,452.7
S1	5,146.4	5,146.4	5,514.1	5,269.0
S2	4,717.0	4,717.0	5,452.2
S3	4,042.5	4,471.9	5,390.4
S4	3,368.0	3,797.4	5,204.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,636.5	4,962.0	674.5	12.1%	228.8	4.1%	91%	True	False	257,943
10	5,650.0	4,962.0	688.0	12.3%	209.0	3.7%	89%	False	False	233,915
20	5,872.5	4,962.0	910.5	16.3%	209.1	3.8%	67%	False	False	209,889
40	7,399.0	4,962.0	2,437.0	43.7%	248.8	4.5%	25%	False	False	214,587
60	7,547.0	4,962.0	2,585.0	46.4%	206.9	3.7%	24%	False	False	191,309
80	7,547.0	4,962.0	2,585.0	46.4%	183.4	3.3%	24%	False	False	152,092
100	7,650.0	4,962.0	2,688.0	48.2%	169.0	3.0%	23%	False	False	121,810
120	7,650.0	4,962.0	2,688.0	48.2%	153.6	2.8%	23%	False	False	101,552

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	43.2
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	6,093.4
2.618	5,917.9
1.618	5,810.4
1.000	5,744.0
0.618	5,702.9
HIGH	5,636.5
0.618	5,595.4
0.500	5,582.8
0.382	5,570.1
LOW	5,529.0
0.618	5,462.6
1.000	5,421.5
1.618	5,355.1
2.618	5,247.6
4.250	5,072.1

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	5,582.8	5,501.9
PP	5,580.5	5,427.8
S1	5,578.2	5,353.8

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

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