DAX Index Future December 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	5,397.0	5,578.5	181.5	3.4%	5,082.0
High	5,589.0	5,679.0	90.0	1.6%	5,679.0
Low	5,383.0	5,531.5	148.5	2.8%	4,971.0
Close	5,589.0	5,560.5	-28.5	-0.5%	5,560.5
Range	206.0	147.5	-58.5	-28.4%	708.0
ATR	241.0	234.3	-6.7	-2.8%	0.0
Volume	142,562	224,486	81,924	57.5%	708,791

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,032.8	5,944.2	5,641.6
R3	5,885.3	5,796.7	5,601.1
R2	5,737.8	5,737.8	5,587.5
R1	5,649.2	5,649.2	5,574.0	5,619.8
PP	5,590.3	5,590.3	5,590.3	5,575.6
S1	5,501.7	5,501.7	5,547.0	5,472.3
S2	5,442.8	5,442.8	5,533.5
S3	5,295.3	5,354.2	5,519.9
S4	5,147.8	5,206.7	5,479.4

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,527.5	7,252.0	5,949.9
R3	6,819.5	6,544.0	5,755.2
R2	6,111.5	6,111.5	5,690.3
R1	5,836.0	5,836.0	5,625.4	5,973.8
PP	5,403.5	5,403.5	5,403.5	5,472.4
S1	5,128.0	5,128.0	5,495.6	5,265.8
S2	4,695.5	4,695.5	5,430.7
S3	3,987.5	4,420.0	5,365.8
S4	3,279.5	3,712.0	5,171.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,679.0	4,971.0	708.0	12.7%	236.2	4.2%	83%	True	False	141,758
10	5,679.0	4,971.0	708.0	12.7%	209.9	3.8%	83%	True	False	75,212
20	5,885.0	4,971.0	914.0	16.4%	202.5	3.6%	64%	False	False	38,091
40	7,425.0	4,971.0	2,454.0	44.1%	240.4	4.3%	24%	False	False	19,505
60	7,575.5	4,971.0	2,604.5	46.8%	194.4	3.5%	23%	False	False	13,121
80	7,575.5	4,971.0	2,604.5	46.8%	168.5	3.0%	23%	False	False	10,563
100	7,680.0	4,971.0	2,709.0	48.7%	152.7	2.7%	22%	False	False	8,471
120	7,680.0	4,971.0	2,709.0	48.7%	134.8	2.4%	22%	False	False	7,069

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	42.5
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6,305.9
2.618	6,065.2
1.618	5,917.7
1.000	5,826.5
0.618	5,770.2
HIGH	5,679.0
0.618	5,622.7
0.500	5,605.3
0.382	5,587.8
LOW	5,531.5
0.618	5,440.3
1.000	5,384.0
1.618	5,292.8
2.618	5,145.3
4.250	4,904.6

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	5,605.3	5,500.2
PP	5,590.3	5,439.8
S1	5,575.4	5,379.5

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

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