DAX Index Future September 2012

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

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	6,960.0	6,968.5	8.5	0.1%	7,047.0
High	6,993.0	7,051.5	58.5	0.8%	7,108.0
Low	6,885.5	6,946.0	60.5	0.9%	6,885.5
Close	6,978.0	7,045.0	67.0	1.0%	6,978.0
Range	107.5	105.5	-2.0	-1.9%	222.5
ATR	115.7	115.0	-0.7	-0.6%	0.0
Volume	114,718	81,927	-32,791	-28.6%	540,596

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,330.7	7,293.3	7,103.0
R3	7,225.2	7,187.8	7,074.0
R2	7,119.7	7,119.7	7,064.3
R1	7,082.3	7,082.3	7,054.7	7,101.0
PP	7,014.2	7,014.2	7,014.2	7,023.5
S1	6,976.8	6,976.8	7,035.3	6,995.5
S2	6,908.7	6,908.7	7,025.7
S3	6,803.2	6,871.3	7,016.0
S4	6,697.7	6,765.8	6,987.0

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,658.0	7,540.5	7,100.4
R3	7,435.5	7,318.0	7,039.2
R2	7,213.0	7,213.0	7,018.8
R1	7,095.5	7,095.5	6,998.4	7,043.0
PP	6,990.5	6,990.5	6,990.5	6,964.3
S1	6,873.0	6,873.0	6,957.6	6,820.5
S2	6,768.0	6,768.0	6,937.2
S3	6,545.5	6,650.5	6,916.8
S4	6,323.0	6,428.0	6,855.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,108.0	6,885.5	222.5	3.2%	99.8	1.4%	72%	False	False	105,014
10	7,108.0	6,885.5	222.5	3.2%	84.7	1.2%	72%	False	False	98,459
20	7,108.0	6,552.0	556.0	7.9%	106.2	1.5%	89%	False	False	114,155
40	7,108.0	6,314.0	794.0	11.3%	121.4	1.7%	92%	False	False	126,073
60	7,108.0	5,917.5	1,190.5	16.9%	124.6	1.8%	95%	False	False	117,184
80	7,108.0	5,917.5	1,190.5	16.9%	126.6	1.8%	95%	False	False	88,266
100	7,108.0	5,917.5	1,190.5	16.9%	130.1	1.8%	95%	False	False	70,661
120	7,217.5	5,917.5	1,300.0	18.5%	125.9	1.8%	87%	False	False	59,237

Crabel Price Patterns
NR	True
NR4	False
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	21.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,499.9
2.618	7,327.7
1.618	7,222.2
1.000	7,157.0
0.618	7,116.7
HIGH	7,051.5
0.618	7,011.2
0.500	6,998.8
0.382	6,986.3
LOW	6,946.0
0.618	6,880.8
1.000	6,840.5
1.618	6,775.3
2.618	6,669.8
4.250	6,497.6

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	7,029.6	7,024.8
PP	7,014.2	7,004.5
S1	6,998.8	6,984.3

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

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