DAX Index Future December 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	5,325.0	5,430.5	105.5	2.0%	5,665.0
High	5,460.0	5,483.5	23.5	0.4%	5,885.0
Low	5,288.0	5,323.5	35.5	0.7%	5,517.0
Close	5,436.5	5,365.0	-71.5	-1.3%	5,557.0
Range	172.0	160.0	-12.0	-7.0%	368.0
ATR	232.9	227.7	-5.2	-2.2%	0.0
Volume	4,243	16,342	12,099	285.2%	6,907

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,870.7	5,777.8	5,453.0
R3	5,710.7	5,617.8	5,409.0
R2	5,550.7	5,550.7	5,394.3
R1	5,457.8	5,457.8	5,379.7	5,424.3
PP	5,390.7	5,390.7	5,390.7	5,373.9
S1	5,297.8	5,297.8	5,350.3	5,264.3
S2	5,230.7	5,230.7	5,335.7
S3	5,070.7	5,137.8	5,321.0
S4	4,910.7	4,977.8	5,277.0

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,757.0	6,525.0	5,759.4
R3	6,389.0	6,157.0	5,658.2
R2	6,021.0	6,021.0	5,624.5
R1	5,789.0	5,789.0	5,590.7	5,721.0
PP	5,653.0	5,653.0	5,653.0	5,619.0
S1	5,421.0	5,421.0	5,523.3	5,353.0
S2	5,285.0	5,285.0	5,489.5
S3	4,917.0	5,053.0	5,455.8
S4	4,549.0	4,685.0	5,354.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,809.5	5,164.0	645.5	12.0%	160.8	3.0%	31%	False	False	5,859
10	5,885.0	5,164.0	721.0	13.4%	178.8	3.3%	28%	False	False	3,440
20	6,126.5	5,164.0	962.5	17.9%	208.8	3.9%	21%	False	False	2,137
40	7,425.0	5,164.0	2,261.0	42.1%	219.3	4.1%	9%	False	False	1,445
60	7,575.5	5,164.0	2,411.5	44.9%	181.6	3.4%	8%	False	False	1,528
80	7,575.5	5,164.0	2,411.5	44.9%	157.4	2.9%	8%	False	False	1,521
100	7,680.0	5,164.0	2,516.0	46.9%	142.8	2.7%	8%	False	False	1,235
120	7,680.0	5,164.0	2,516.0	46.9%	126.2	2.4%	8%	False	False	1,037

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	31.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,163.5
2.618	5,902.4
1.618	5,742.4
1.000	5,643.5
0.618	5,582.4
HIGH	5,483.5
0.618	5,422.4
0.500	5,403.5
0.382	5,384.6
LOW	5,323.5
0.618	5,224.6
1.000	5,163.5
1.618	5,064.6
2.618	4,904.6
4.250	4,643.5

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	5,403.5	5,351.3
PP	5,390.7	5,337.5
S1	5,377.8	5,323.8

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

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