DAX Index Future September 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	6,407.5	6,612.5	205.0	3.2%	6,546.0
High	6,595.0	6,817.5	222.5	3.4%	6,817.5
Low	6,323.0	6,513.5	190.5	3.0%	6,314.0
Close	6,575.0	6,682.5	107.5	1.6%	6,682.5
Range	272.0	304.0	32.0	11.8%	503.5
ATR	145.5	156.8	11.3	7.8%	0.0
Volume	209,203	181,290	-27,913	-13.3%	865,732

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,583.2	7,436.8	6,849.7
R3	7,279.2	7,132.8	6,766.1
R2	6,975.2	6,975.2	6,738.2
R1	6,828.8	6,828.8	6,710.4	6,902.0
PP	6,671.2	6,671.2	6,671.2	6,707.8
S1	6,524.8	6,524.8	6,654.6	6,598.0
S2	6,367.2	6,367.2	6,626.8
S3	6,063.2	6,220.8	6,598.9
S4	5,759.2	5,916.8	6,515.3

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,115.2	7,902.3	6,959.4
R3	7,611.7	7,398.8	6,821.0
R2	7,108.2	7,108.2	6,774.8
R1	6,895.3	6,895.3	6,728.7	7,001.8
PP	6,604.7	6,604.7	6,604.7	6,657.9
S1	6,391.8	6,391.8	6,636.3	6,498.3
S2	6,101.2	6,101.2	6,590.2
S3	5,597.7	5,888.3	6,544.0
S4	5,094.2	5,384.8	6,405.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,817.5	6,314.0	503.5	7.5%	211.9	3.2%	73%	True	False	173,146
10	6,817.5	6,314.0	503.5	7.5%	157.1	2.4%	73%	True	False	145,555
20	6,817.5	6,187.0	630.5	9.4%	144.5	2.2%	79%	True	False	139,950
40	6,817.5	5,917.5	900.0	13.5%	137.5	2.1%	85%	True	False	115,676
60	6,817.5	5,917.5	900.0	13.5%	134.2	2.0%	85%	True	False	77,477
80	7,103.5	5,917.5	1,186.0	17.7%	136.7	2.0%	65%	False	False	58,164
100	7,217.5	5,917.5	1,300.0	19.5%	130.9	2.0%	59%	False	False	46,955
120	7,217.5	5,917.5	1,300.0	19.5%	120.6	1.8%	59%	False	False	39,141

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	34.9
Widest range in 153 trading days

Fibonacci Retracements and Extensions
4.250	8,109.5
2.618	7,613.4
1.618	7,309.4
1.000	7,121.5
0.618	7,005.4
HIGH	6,817.5
0.618	6,701.4
0.500	6,665.5
0.382	6,629.6
LOW	6,513.5
0.618	6,325.6
1.000	6,209.5
1.618	6,021.6
2.618	5,717.6
4.250	5,221.5

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	6,676.8	6,645.1
PP	6,671.2	6,607.7
S1	6,665.5	6,570.3

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

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