DAX Index Future September 2012

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	6,586.5	6,590.0	3.5	0.1%	6,406.0
High	6,630.0	6,698.5	68.5	1.0%	6,577.5
Low	6,543.5	6,579.5	36.0	0.6%	6,350.5
Close	6,568.0	6,681.5	113.5	1.7%	6,542.5
Range	86.5	119.0	32.5	37.6%	227.0
ATR	124.4	124.9	0.4	0.3%	0.0
Volume	116,029	117,784	1,755	1.5%	610,626

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,010.2	6,964.8	6,747.0
R3	6,891.2	6,845.8	6,714.2
R2	6,772.2	6,772.2	6,703.3
R1	6,726.8	6,726.8	6,692.4	6,749.5
PP	6,653.2	6,653.2	6,653.2	6,664.5
S1	6,607.8	6,607.8	6,670.6	6,630.5
S2	6,534.2	6,534.2	6,659.7
S3	6,415.2	6,488.8	6,648.8
S4	6,296.2	6,369.8	6,616.1

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	6,698.5	6,367.0	331.5	5.0%	101.9	1.5%	95%	True	False	113,169
10	6,698.5	6,350.5	348.0	5.2%	110.3	1.7%	95%	True	False	123,072
20	6,698.5	6,098.0	600.5	9.0%	120.7	1.8%	97%	True	False	130,316
40	6,698.5	5,917.5	781.0	11.7%	125.3	1.9%	98%	True	False	87,664
60	6,885.0	5,917.5	967.5	14.5%	128.4	1.9%	79%	False	False	58,583
80	7,175.0	5,917.5	1,257.5	18.8%	131.2	2.0%	61%	False	False	43,990
100	7,217.5	5,917.5	1,300.0	19.5%	121.6	1.8%	59%	False	False	35,604
120	7,217.5	5,917.5	1,300.0	19.5%	113.0	1.7%	59%	False	False	29,680

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,204.3
2.618	7,010.0
1.618	6,891.0
1.000	6,817.5
0.618	6,772.0
HIGH	6,698.5
0.618	6,653.0
0.500	6,639.0
0.382	6,625.0
LOW	6,579.5
0.618	6,506.0
1.000	6,460.5
1.618	6,387.0
2.618	6,268.0
4.250	6,073.8

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	6,667.3	6,655.8
PP	6,653.2	6,630.2
S1	6,639.0	6,604.5

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

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