DAX Index Future December 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	5,162.5	5,103.0	-59.5	-1.2%	5,215.5
High	5,233.0	5,458.0	225.0	4.3%	5,483.5
Low	4,972.5	5,080.0	107.5	2.2%	5,150.5
Close	5,208.0	5,348.5	140.5	2.7%	5,177.0
Range	260.5	378.0	117.5	45.1%	333.0
ATR	230.5	241.0	10.5	4.6%	0.0
Volume	121,654	164,940	43,286	35.6%	41,171

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,429.5	6,267.0	5,556.4
R3	6,051.5	5,889.0	5,452.5
R2	5,673.5	5,673.5	5,417.8
R1	5,511.0	5,511.0	5,383.2	5,592.3
PP	5,295.5	5,295.5	5,295.5	5,336.1
S1	5,133.0	5,133.0	5,313.9	5,214.3
S2	4,917.5	4,917.5	5,279.2
S3	4,539.5	4,755.0	5,244.6
S4	4,161.5	4,377.0	5,140.6

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	9.6%	249.1	4.7%	74%	False	False	74,676
10	5,885.0	4,971.0	914.0	17.1%	210.3	3.9%	41%	False	False	38,711
20	6,025.0	4,971.0	1,054.0	19.7%	208.0	3.9%	36%	False	False	19,836
40	7,425.0	4,971.0	2,454.0	45.9%	237.4	4.4%	15%	False	False	10,348
60	7,575.5	4,971.0	2,604.5	48.7%	191.2	3.6%	14%	False	False	7,015
80	7,575.5	4,971.0	2,604.5	48.7%	166.4	3.1%	14%	False	False	5,977
100	7,680.0	4,971.0	2,709.0	50.6%	150.7	2.8%	14%	False	False	4,802
120	7,680.0	4,971.0	2,709.0	50.6%	133.0	2.5%	14%	False	False	4,011

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 22 trading days

Fibonacci Retracements and Extensions
4.250	7,064.5
2.618	6,447.6
1.618	6,069.6
1.000	5,836.0
0.618	5,691.6
HIGH	5,458.0
0.618	5,313.6
0.500	5,269.0
0.382	5,224.4
LOW	5,080.0
0.618	4,846.4
1.000	4,702.0
1.618	4,468.4
2.618	4,090.4
4.250	3,473.5

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	5,322.0	5,303.8
PP	5,295.5	5,259.2
S1	5,269.0	5,214.5

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

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