DAX Index Future September 2012

Trading Metrics calculated at close of trading on 07-Aug-2012

Day Change Summary
	Previous	Current
	06-Aug-2012	07-Aug-2012	Change	Change %	Previous Week
Open	6,869.0	6,910.0	41.0	0.6%	6,756.5
High	6,945.0	6,990.0	45.0	0.6%	6,890.5
Low	6,847.0	6,896.5	49.5	0.7%	6,552.0
Close	6,921.0	6,964.5	43.5	0.6%	6,867.5
Range	98.0	93.5	-4.5	-4.6%	338.5
ATR	158.7	154.0	-4.7	-2.9%	0.0
Volume	111,767	116,232	4,465	4.0%	763,342

Daily Pivots for day following 07-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,230.8	7,191.2	7,015.9
R3	7,137.3	7,097.7	6,990.2
R2	7,043.8	7,043.8	6,981.6
R1	7,004.2	7,004.2	6,973.1	7,024.0
PP	6,950.3	6,950.3	6,950.3	6,960.3
S1	6,910.7	6,910.7	6,955.9	6,930.5
S2	6,856.8	6,856.8	6,947.4
S3	6,763.3	6,817.2	6,938.8
S4	6,669.8	6,723.7	6,913.1

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,785.5	7,665.0	7,053.7
R3	7,447.0	7,326.5	6,960.6
R2	7,108.5	7,108.5	6,929.6
R1	6,988.0	6,988.0	6,898.5	7,048.3
PP	6,770.0	6,770.0	6,770.0	6,800.1
S1	6,649.5	6,649.5	6,836.5	6,709.8
S2	6,431.5	6,431.5	6,805.4
S3	6,093.0	6,311.0	6,774.4
S4	5,754.5	5,972.5	6,681.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,990.0	6,552.0	438.0	6.3%	168.3	2.4%	94%	True	False	144,914
10	6,990.0	6,323.0	667.0	9.6%	173.1	2.5%	96%	True	False	153,020
20	6,990.0	6,314.0	676.0	9.7%	146.4	2.1%	96%	True	False	140,469
40	6,990.0	6,081.5	908.5	13.0%	136.7	2.0%	97%	True	False	137,391
60	6,990.0	5,917.5	1,072.5	15.4%	134.9	1.9%	98%	True	False	93,965
80	6,990.0	5,917.5	1,072.5	15.4%	136.6	2.0%	98%	True	False	70,540
100	7,217.5	5,917.5	1,300.0	18.7%	133.4	1.9%	81%	False	False	56,608
120	7,217.5	5,917.5	1,300.0	18.7%	125.4	1.8%	81%	False	False	47,400

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	40.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,387.4
2.618	7,234.8
1.618	7,141.3
1.000	7,083.5
0.618	7,047.8
HIGH	6,990.0
0.618	6,954.3
0.500	6,943.3
0.382	6,932.2
LOW	6,896.5
0.618	6,838.7
1.000	6,803.0
1.618	6,745.2
2.618	6,651.7
4.250	6,499.1

Fisher Pivots for day following 07-Aug-2012
Pivot	1 day	3 day
R1	6,957.4	6,909.1
PP	6,950.3	6,853.7
S1	6,943.3	6,798.3

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

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