DAX Index Future September 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	6,713.0	6,758.0	45.0	0.7%	6,555.0
High	6,776.5	6,781.5	5.0	0.1%	6,781.5
Low	6,699.0	6,621.0	-78.0	-1.2%	6,510.5
Close	6,753.0	6,633.5	-119.5	-1.8%	6,633.5
Range	77.5	160.5	83.0	107.1%	271.0
ATR	122.7	125.4	2.7	2.2%	0.0
Volume	119,645	150,102	30,457	25.5%	589,819

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,160.2	7,057.3	6,721.8
R3	6,999.7	6,896.8	6,677.6
R2	6,839.2	6,839.2	6,662.9
R1	6,736.3	6,736.3	6,648.2	6,707.5
PP	6,678.7	6,678.7	6,678.7	6,664.3
S1	6,575.8	6,575.8	6,618.8	6,547.0
S2	6,518.2	6,518.2	6,604.1
S3	6,357.7	6,415.3	6,589.4
S4	6,197.2	6,254.8	6,545.2

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,454.8	7,315.2	6,782.6
R3	7,183.8	7,044.2	6,708.0
R2	6,912.8	6,912.8	6,683.2
R1	6,773.2	6,773.2	6,658.3	6,843.0
PP	6,641.8	6,641.8	6,641.8	6,676.8
S1	6,502.2	6,502.2	6,608.7	6,572.0
S2	6,370.8	6,370.8	6,583.8
S3	6,099.8	6,231.2	6,559.0
S4	5,828.8	5,960.2	6,484.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,781.5	6,510.5	271.0	4.1%	102.3	1.5%	45%	True	False	117,963
10	6,781.5	6,350.5	431.0	6.5%	104.1	1.6%	66%	True	False	120,044
20	6,781.5	6,098.0	683.5	10.3%	119.2	1.8%	78%	True	False	129,427
40	6,781.5	5,917.5	864.0	13.0%	125.8	1.9%	83%	True	False	94,290
60	6,885.0	5,917.5	967.5	14.6%	129.1	1.9%	74%	False	False	63,072
80	7,175.0	5,917.5	1,257.5	19.0%	131.1	2.0%	57%	False	False	47,355
100	7,217.5	5,917.5	1,300.0	19.6%	123.1	1.9%	55%	False	False	38,302
120	7,217.5	5,917.5	1,300.0	19.6%	114.0	1.7%	55%	False	False	31,928

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.7
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,463.6
2.618	7,201.7
1.618	7,041.2
1.000	6,942.0
0.618	6,880.7
HIGH	6,781.5
0.618	6,720.2
0.500	6,701.3
0.382	6,682.3
LOW	6,621.0
0.618	6,521.8
1.000	6,460.5
1.618	6,361.3
2.618	6,200.8
4.250	5,938.9

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	6,701.3	6,680.5
PP	6,678.7	6,664.8
S1	6,656.1	6,649.2

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

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