DAX Index Future September 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	6,419.0	6,428.0	9.0	0.1%	6,445.0
High	6,503.5	6,463.0	-40.5	-0.6%	6,647.5
Low	6,401.5	6,367.0	-34.5	-0.5%	6,395.0
Close	6,451.5	6,425.0	-26.5	-0.4%	6,414.5
Range	102.0	96.0	-6.0	-5.9%	252.5
ATR	133.0	130.3	-2.6	-2.0%	0.0
Volume	116,729	131,686	14,957	12.8%	563,657

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,706.3	6,661.7	6,477.8
R3	6,610.3	6,565.7	6,451.4
R2	6,514.3	6,514.3	6,442.6
R1	6,469.7	6,469.7	6,433.8	6,444.0
PP	6,418.3	6,418.3	6,418.3	6,405.5
S1	6,373.7	6,373.7	6,416.2	6,348.0
S2	6,322.3	6,322.3	6,407.4
S3	6,226.3	6,277.7	6,398.6
S4	6,130.3	6,181.7	6,372.2

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,243.2	7,081.3	6,553.4
R3	6,990.7	6,828.8	6,483.9
R2	6,738.2	6,738.2	6,460.8
R1	6,576.3	6,576.3	6,437.6	6,531.0
PP	6,485.7	6,485.7	6,485.7	6,463.0
S1	6,323.8	6,323.8	6,391.4	6,278.5
S2	6,233.2	6,233.2	6,368.2
S3	5,980.7	6,071.3	6,345.1
S4	5,728.2	5,818.8	6,275.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,537.0	6,350.5	186.5	2.9%	104.0	1.6%	40%	False	False	124,499
10	6,647.5	6,098.0	549.5	8.6%	133.2	2.1%	60%	False	False	139,552
20	6,647.5	6,081.5	566.0	8.8%	124.0	1.9%	61%	False	False	139,283
40	6,647.5	5,917.5	730.0	11.4%	126.7	2.0%	70%	False	False	76,891
60	6,885.0	5,917.5	967.5	15.1%	131.2	2.0%	52%	False	False	51,366
80	7,189.5	5,917.5	1,272.0	19.8%	130.8	2.0%	40%	False	False	38,570
100	7,217.5	5,917.5	1,300.0	20.2%	121.0	1.9%	39%	False	False	31,269
120	7,217.5	5,917.5	1,300.0	20.2%	111.5	1.7%	39%	False	False	26,063

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,871.0
2.618	6,714.3
1.618	6,618.3
1.000	6,559.0
0.618	6,522.3
HIGH	6,463.0
0.618	6,426.3
0.500	6,415.0
0.382	6,403.7
LOW	6,367.0
0.618	6,307.7
1.000	6,271.0
1.618	6,211.7
2.618	6,115.7
4.250	5,959.0

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	6,421.7	6,427.0
PP	6,418.3	6,426.3
S1	6,415.0	6,425.7

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

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