DAX Index Future December 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	5,082.0	5,162.5	80.5	1.6%	5,215.5
High	5,160.0	5,233.0	73.0	1.4%	5,483.5
Low	4,971.0	4,972.5	1.5	0.0%	5,150.5
Close	5,160.0	5,208.0	48.0	0.9%	5,177.0
Range	189.0	260.5	71.5	37.8%	333.0
ATR	228.2	230.5	2.3	1.0%	0.0
Volume	55,149	121,654	66,505	120.6%	41,171

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,919.3	5,824.2	5,351.3
R3	5,658.8	5,563.7	5,279.6
R2	5,398.3	5,398.3	5,255.8
R1	5,303.2	5,303.2	5,231.9	5,350.8
PP	5,137.8	5,137.8	5,137.8	5,161.6
S1	5,042.7	5,042.7	5,184.1	5,090.3
S2	4,877.3	4,877.3	5,160.2
S3	4,616.8	4,782.2	5,136.4
S4	4,356.3	4,521.7	5,064.7

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,269.3	6,056.2	5,360.2
R3	5,936.3	5,723.2	5,268.6
R2	5,603.3	5,603.3	5,238.1
R1	5,390.2	5,390.2	5,207.5	5,330.3
PP	5,270.3	5,270.3	5,270.3	5,240.4
S1	5,057.2	5,057.2	5,146.5	4,997.3
S2	4,937.3	4,937.3	5,116.0
S3	4,604.3	4,724.2	5,085.4
S4	4,271.3	4,391.2	4,993.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,483.5	4,971.0	512.5	9.8%	207.9	4.0%	46%	False	False	42,537
10	5,885.0	4,971.0	914.0	17.5%	187.5	3.6%	26%	False	False	22,427
20	6,059.5	4,971.0	1,088.5	20.9%	198.2	3.8%	22%	False	False	11,623
40	7,425.0	4,971.0	2,454.0	47.1%	230.1	4.4%	10%	False	False	6,230
60	7,575.5	4,971.0	2,604.5	50.0%	187.0	3.6%	9%	False	False	4,269
80	7,575.5	4,971.0	2,604.5	50.0%	162.5	3.1%	9%	False	False	3,917
100	7,680.0	4,971.0	2,709.0	52.0%	147.8	2.8%	9%	False	False	3,152
120	7,680.0	4,971.0	2,709.0	52.0%	130.2	2.5%	9%	False	False	2,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38.3
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,340.1
2.618	5,915.0
1.618	5,654.5
1.000	5,493.5
0.618	5,394.0
HIGH	5,233.0
0.618	5,133.5
0.500	5,102.8
0.382	5,072.0
LOW	4,972.5
0.618	4,811.5
1.000	4,712.0
1.618	4,551.0
2.618	4,290.5
4.250	3,865.4

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	5,172.9	5,201.9
PP	5,137.8	5,195.8
S1	5,102.8	5,189.8

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

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