DAX Index Future September 2012

Trading Metrics calculated at close of trading on 20-Aug-2012

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	7,010.0	7,047.0	37.0	0.5%	6,940.0
High	7,055.0	7,087.0	32.0	0.5%	7,055.0
Low	6,999.5	7,010.0	10.5	0.2%	6,882.0
Close	7,035.5	7,035.0	-0.5	0.0%	7,035.5
Range	55.5	77.0	21.5	38.7%	173.0
ATR	121.4	118.2	-3.2	-2.6%	0.0
Volume	97,981	97,449	-532	-0.5%	468,074

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,275.0	7,232.0	7,077.4
R3	7,198.0	7,155.0	7,056.2
R2	7,121.0	7,121.0	7,049.1
R1	7,078.0	7,078.0	7,042.1	7,061.0
PP	7,044.0	7,044.0	7,044.0	7,035.5
S1	7,001.0	7,001.0	7,027.9	6,984.0
S2	6,967.0	6,967.0	7,020.9
S3	6,890.0	6,924.0	7,013.8
S4	6,813.0	6,847.0	6,992.7

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,509.8	7,445.7	7,130.7
R3	7,336.8	7,272.7	7,083.1
R2	7,163.8	7,163.8	7,067.2
R1	7,099.7	7,099.7	7,051.4	7,131.8
PP	6,990.8	6,990.8	6,990.8	7,006.9
S1	6,926.7	6,926.7	7,019.6	6,958.8
S2	6,817.8	6,817.8	7,003.8
S3	6,644.8	6,753.7	6,987.9
S4	6,471.8	6,580.7	6,940.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,087.0	6,907.5	179.5	2.6%	69.5	1.0%	71%	True	False	91,903
10	7,087.0	6,882.0	205.0	2.9%	79.4	1.1%	75%	True	False	101,291
20	7,087.0	6,314.0	773.0	11.0%	128.7	1.8%	93%	True	False	128,905
40	7,087.0	6,098.0	989.0	14.1%	127.5	1.8%	95%	True	False	130,425
60	7,087.0	5,917.5	1,169.5	16.6%	128.1	1.8%	96%	True	False	108,649
80	7,087.0	5,917.5	1,169.5	16.6%	129.9	1.8%	96%	True	False	81,723
100	7,127.0	5,917.5	1,209.5	17.2%	131.8	1.9%	92%	False	False	65,419
120	7,217.5	5,917.5	1,300.0	18.5%	125.5	1.8%	86%	False	False	54,866

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,414.3
2.618	7,288.6
1.618	7,211.6
1.000	7,164.0
0.618	7,134.6
HIGH	7,087.0
0.618	7,057.6
0.500	7,048.5
0.382	7,039.4
LOW	7,010.0
0.618	6,962.4
1.000	6,933.0
1.618	6,885.4
2.618	6,808.4
4.250	6,682.8

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	7,048.5	7,025.9
PP	7,044.0	7,016.8
S1	7,039.5	7,007.8

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

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