DAX Index Future September 2012

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	6,810.5	6,755.0	-55.5	-0.8%	6,546.0
High	6,838.0	6,803.5	-34.5	-0.5%	6,817.5
Low	6,755.0	6,726.0	-29.0	-0.4%	6,314.0
Close	6,784.0	6,758.0	-26.0	-0.4%	6,682.5
Range	83.0	77.5	-5.5	-6.6%	503.5
ATR	148.8	143.7	-5.1	-3.4%	0.0
Volume	136,790	108,757	-28,033	-20.5%	865,732

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,995.0	6,954.0	6,800.6
R3	6,917.5	6,876.5	6,779.3
R2	6,840.0	6,840.0	6,772.2
R1	6,799.0	6,799.0	6,765.1	6,819.5
PP	6,762.5	6,762.5	6,762.5	6,772.8
S1	6,721.5	6,721.5	6,750.9	6,742.0
S2	6,685.0	6,685.0	6,743.8
S3	6,607.5	6,644.0	6,736.7
S4	6,530.0	6,566.5	6,715.4

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	6,838.0	6,323.0	515.0	7.6%	166.3	2.5%	84%	False	False	153,204
10	6,838.0	6,314.0	524.0	7.8%	155.3	2.3%	85%	False	False	151,100
20	6,838.0	6,314.0	524.0	7.8%	132.8	2.0%	85%	False	False	137,086
40	6,838.0	6,000.0	838.0	12.4%	132.8	2.0%	90%	False	False	124,068
60	6,838.0	5,917.5	920.5	13.6%	129.9	1.9%	91%	False	False	83,720
80	6,885.0	5,917.5	967.5	14.3%	134.5	2.0%	87%	False	False	62,853
100	7,217.5	5,917.5	1,300.0	19.2%	129.2	1.9%	65%	False	False	50,694
120	7,217.5	5,917.5	1,300.0	19.2%	121.6	1.8%	65%	False	False	42,269

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.0
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7,132.9
2.618	7,006.4
1.618	6,928.9
1.000	6,881.0
0.618	6,851.4
HIGH	6,803.5
0.618	6,773.9
0.500	6,764.8
0.382	6,755.6
LOW	6,726.0
0.618	6,678.1
1.000	6,648.5
1.618	6,600.6
2.618	6,523.1
4.250	6,396.6

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	6,764.8	6,770.5
PP	6,762.5	6,766.3
S1	6,760.3	6,762.2

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

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