DAX Index Future September 2012

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	6,943.5	6,984.0	40.5	0.6%	6,869.0
High	6,975.0	7,018.0	43.0	0.6%	7,004.0
Low	6,907.5	6,928.5	21.0	0.3%	6,847.0
Close	6,952.0	6,992.5	40.5	0.6%	6,951.5
Range	67.5	89.5	22.0	32.6%	157.0
ATR	128.7	125.9	-2.8	-2.2%	0.0
Volume	89,284	87,047	-2,237	-2.5%	559,155

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,248.2	7,209.8	7,041.7
R3	7,158.7	7,120.3	7,017.1
R2	7,069.2	7,069.2	7,008.9
R1	7,030.8	7,030.8	7,000.7	7,050.0
PP	6,979.7	6,979.7	6,979.7	6,989.3
S1	6,941.3	6,941.3	6,984.3	6,960.5
S2	6,890.2	6,890.2	6,976.1
S3	6,800.7	6,851.8	6,967.9
S4	6,711.2	6,762.3	6,943.3

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,405.2	7,335.3	7,037.9
R3	7,248.2	7,178.3	6,994.7
R2	7,091.2	7,091.2	6,980.3
R1	7,021.3	7,021.3	6,965.9	7,056.3
PP	6,934.2	6,934.2	6,934.2	6,951.6
S1	6,864.3	6,864.3	6,937.1	6,899.3
S2	6,777.2	6,777.2	6,922.7
S3	6,620.2	6,707.3	6,908.3
S4	6,463.2	6,550.3	6,865.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,018.0	6,882.0	136.0	1.9%	77.9	1.1%	81%	True	False	93,733
10	7,018.0	6,606.5	411.5	5.9%	104.3	1.5%	94%	True	False	110,134
20	7,018.0	6,314.0	704.0	10.1%	140.4	2.0%	96%	True	False	135,421
40	7,018.0	6,098.0	920.0	13.2%	129.9	1.9%	97%	True	False	132,492
60	7,018.0	5,917.5	1,100.5	15.7%	129.8	1.9%	98%	True	False	105,566
80	7,018.0	5,917.5	1,100.5	15.7%	131.3	1.9%	98%	True	False	79,286
100	7,175.0	5,917.5	1,257.5	18.0%	132.7	1.9%	85%	False	False	63,471
120	7,217.5	5,917.5	1,300.0	18.6%	125.4	1.8%	83%	False	False	53,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	23.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,398.4
2.618	7,252.3
1.618	7,162.8
1.000	7,107.5
0.618	7,073.3
HIGH	7,018.0
0.618	6,983.8
0.500	6,973.3
0.382	6,962.7
LOW	6,928.5
0.618	6,873.2
1.000	6,839.0
1.618	6,783.7
2.618	6,694.2
4.250	6,548.1

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	6,986.1	6,982.6
PP	6,979.7	6,972.7
S1	6,973.3	6,962.8

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

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