DAX Index Future September 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	6,522.0	6,557.5	35.5	0.5%	6,263.5
High	6,597.0	6,647.5	50.5	0.8%	6,438.5
Low	6,507.5	6,478.0	-29.5	-0.5%	6,098.0
Close	6,577.0	6,538.0	-39.0	-0.6%	6,411.5
Range	89.5	169.5	80.0	89.4%	340.5
ATR	140.1	142.2	2.1	1.5%	0.0
Volume	111,937	174,067	62,130	55.5%	699,162

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,063.0	6,970.0	6,631.2
R3	6,893.5	6,800.5	6,584.6
R2	6,724.0	6,724.0	6,569.1
R1	6,631.0	6,631.0	6,553.5	6,592.8
PP	6,554.5	6,554.5	6,554.5	6,535.4
S1	6,461.5	6,461.5	6,522.5	6,423.3
S2	6,385.0	6,385.0	6,506.9
S3	6,215.5	6,292.0	6,491.4
S4	6,046.0	6,122.5	6,444.8

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,337.5	7,215.0	6,598.8
R3	6,997.0	6,874.5	6,505.1
R2	6,656.5	6,656.5	6,473.9
R1	6,534.0	6,534.0	6,442.7	6,595.3
PP	6,316.0	6,316.0	6,316.0	6,346.6
S1	6,193.5	6,193.5	6,380.3	6,254.8
S2	5,975.5	5,975.5	6,349.1
S3	5,635.0	5,853.0	6,317.9
S4	5,294.5	5,512.5	6,224.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,647.5	6,098.0	549.5	8.4%	162.3	2.5%	80%	True	False	154,604
10	6,647.5	6,098.0	549.5	8.4%	137.7	2.1%	80%	True	False	141,498
20	6,647.5	6,057.0	590.5	9.0%	134.3	2.1%	81%	True	False	119,252
40	6,647.5	5,917.5	730.0	11.2%	129.7	2.0%	85%	True	False	61,378
60	6,885.0	5,917.5	967.5	14.8%	135.1	2.1%	64%	False	False	41,003
80	7,217.5	5,917.5	1,300.0	19.9%	129.4	2.0%	48%	False	False	31,248
100	7,217.5	5,917.5	1,300.0	19.9%	120.2	1.8%	48%	False	False	25,046
120	7,217.5	5,917.5	1,300.0	19.9%	109.5	1.7%	48%	False	False	20,878

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,367.9
2.618	7,091.3
1.618	6,921.8
1.000	6,817.0
0.618	6,752.3
HIGH	6,647.5
0.618	6,582.8
0.500	6,562.8
0.382	6,542.7
LOW	6,478.0
0.618	6,373.2
1.000	6,308.5
1.618	6,203.7
2.618	6,034.2
4.250	5,757.6

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	6,562.8	6,532.4
PP	6,554.5	6,526.8
S1	6,546.3	6,521.3

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

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