DAX Index Future September 2012

Trading Metrics calculated at close of trading on 23-Jul-2012

Day Change Summary
	Previous	Current
	20-Jul-2012	23-Jul-2012	Change	Change %	Previous Week
Open	6,758.0	6,546.0	-212.0	-3.1%	6,555.0
High	6,781.5	6,575.5	-206.0	-3.0%	6,781.5
Low	6,621.0	6,371.0	-250.0	-3.8%	6,510.5
Close	6,633.5	6,427.0	-206.5	-3.1%	6,633.5
Range	160.5	204.5	44.0	27.4%	271.0
ATR	125.4	135.2	9.8	7.8%	0.0
Volume	150,102	175,636	25,534	17.0%	589,819

Daily Pivots for day following 23-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,071.3	6,953.7	6,539.5
R3	6,866.8	6,749.2	6,483.2
R2	6,662.3	6,662.3	6,464.5
R1	6,544.7	6,544.7	6,445.7	6,501.3
PP	6,457.8	6,457.8	6,457.8	6,436.1
S1	6,340.2	6,340.2	6,408.3	6,296.8
S2	6,253.3	6,253.3	6,389.5
S3	6,048.8	6,135.7	6,370.8
S4	5,844.3	5,931.2	6,314.5

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	6,371.0	410.5	6.4%	129.6	2.0%	14%	False	True	135,839
10	6,781.5	6,350.5	431.0	6.7%	119.8	1.9%	18%	False	False	126,827
20	6,781.5	6,098.0	683.5	10.6%	126.2	2.0%	48%	False	False	131,945
40	6,781.5	5,917.5	864.0	13.4%	127.8	2.0%	59%	False	False	98,520
60	6,885.0	5,917.5	967.5	15.1%	130.3	2.0%	53%	False	False	65,995
80	7,127.0	5,917.5	1,209.5	18.8%	132.6	2.1%	42%	False	False	49,548
100	7,217.5	5,917.5	1,300.0	20.2%	124.9	1.9%	39%	False	False	40,058
120	7,217.5	5,917.5	1,300.0	20.2%	115.5	1.8%	39%	False	False	33,391

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.7
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	7,444.6
2.618	7,110.9
1.618	6,906.4
1.000	6,780.0
0.618	6,701.9
HIGH	6,575.5
0.618	6,497.4
0.500	6,473.3
0.382	6,449.1
LOW	6,371.0
0.618	6,244.6
1.000	6,166.5
1.618	6,040.1
2.618	5,835.6
4.250	5,501.9

Fisher Pivots for day following 23-Jul-2012
Pivot	1 day	3 day
R1	6,473.3	6,576.3
PP	6,457.8	6,526.5
S1	6,442.4	6,476.8

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

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