DAX Index Future September 2012

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	6,555.0	6,586.5	31.5	0.5%	6,406.0
High	6,578.5	6,630.0	51.5	0.8%	6,577.5
Low	6,510.5	6,543.5	33.0	0.5%	6,350.5
Close	6,576.0	6,568.0	-8.0	-0.1%	6,542.5
Range	68.0	86.5	18.5	27.2%	227.0
ATR	127.4	124.4	-2.9	-2.3%	0.0
Volume	86,259	116,029	29,770	34.5%	610,626

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,840.0	6,790.5	6,615.6
R3	6,753.5	6,704.0	6,591.8
R2	6,667.0	6,667.0	6,583.9
R1	6,617.5	6,617.5	6,575.9	6,599.0
PP	6,580.5	6,580.5	6,580.5	6,571.3
S1	6,531.0	6,531.0	6,560.1	6,512.5
S2	6,494.0	6,494.0	6,552.1
S3	6,407.5	6,444.5	6,544.2
S4	6,321.0	6,358.0	6,520.4

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,171.2	7,083.8	6,667.4
R3	6,944.2	6,856.8	6,604.9
R2	6,717.2	6,717.2	6,584.1
R1	6,629.8	6,629.8	6,563.3	6,673.5
PP	6,490.2	6,490.2	6,490.2	6,512.0
S1	6,402.8	6,402.8	6,521.7	6,446.5
S2	6,263.2	6,263.2	6,500.9
S3	6,036.2	6,175.8	6,480.1
S4	5,809.2	5,948.8	6,417.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,630.0	6,367.0	263.0	4.0%	98.5	1.5%	76%	True	False	112,958
10	6,647.5	6,350.5	297.0	4.5%	107.4	1.6%	73%	False	False	122,488
20	6,647.5	6,098.0	549.5	8.4%	122.1	1.9%	86%	False	False	131,922
40	6,647.5	5,917.5	730.0	11.1%	124.6	1.9%	89%	False	False	84,746
60	6,885.0	5,917.5	967.5	14.7%	130.0	2.0%	67%	False	False	56,626
80	7,175.0	5,917.5	1,257.5	19.1%	131.4	2.0%	52%	False	False	42,520
100	7,217.5	5,917.5	1,300.0	19.8%	121.6	1.9%	50%	False	False	34,427
120	7,217.5	5,917.5	1,300.0	19.8%	112.9	1.7%	50%	False	False	28,699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,997.6
2.618	6,856.5
1.618	6,770.0
1.000	6,716.5
0.618	6,683.5
HIGH	6,630.0
0.618	6,597.0
0.500	6,586.8
0.382	6,576.5
LOW	6,543.5
0.618	6,490.0
1.000	6,457.0
1.618	6,403.5
2.618	6,317.0
4.250	6,175.9

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	6,586.8	6,556.6
PP	6,580.5	6,545.2
S1	6,574.3	6,533.8

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

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