DAX Index Future September 2012

Trading Metrics calculated at close of trading on 04-Sep-2012

Day Change Summary
	Previous	Current
	31-Aug-2012	04-Sep-2012	Change	Change %	Previous Week
Open	6,907.0	7,002.5	95.5	1.4%	6,968.5
High	7,014.0	7,019.0	5.0	0.1%	7,051.5
Low	6,890.0	6,919.5	29.5	0.4%	6,870.5
Close	6,969.5	6,941.5	-28.0	-0.4%	6,969.5
Range	124.0	99.5	-24.5	-19.8%	181.0
ATR	112.4	111.5	-0.9	-0.8%	0.0
Volume	136,172	146,880	10,708	7.9%	522,540

Daily Pivots for day following 04-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,258.5	7,199.5	6,996.2
R3	7,159.0	7,100.0	6,968.9
R2	7,059.5	7,059.5	6,959.7
R1	7,000.5	7,000.5	6,950.6	6,980.3
PP	6,960.0	6,960.0	6,960.0	6,949.9
S1	6,901.0	6,901.0	6,932.4	6,880.8
S2	6,860.5	6,860.5	6,923.3
S3	6,761.0	6,801.5	6,914.1
S4	6,661.5	6,702.0	6,886.8

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,506.8	7,419.2	7,069.1
R3	7,325.8	7,238.2	7,019.3
R2	7,144.8	7,144.8	7,002.7
R1	7,057.2	7,057.2	6,986.1	7,101.0
PP	6,963.8	6,963.8	6,963.8	6,985.8
S1	6,876.2	6,876.2	6,952.9	6,920.0
S2	6,782.8	6,782.8	6,936.3
S3	6,601.8	6,695.2	6,919.7
S4	6,420.8	6,514.2	6,870.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,032.5	6,870.5	162.0	2.3%	95.7	1.4%	44%	False	False	117,498
10	7,108.0	6,870.5	237.5	3.4%	97.8	1.4%	30%	False	False	111,256
20	7,108.0	6,870.5	237.5	3.4%	88.6	1.3%	30%	False	False	106,273
40	7,108.0	6,314.0	794.0	11.4%	118.8	1.7%	79%	False	False	123,973
60	7,108.0	6,081.5	1,026.5	14.8%	122.8	1.8%	84%	False	False	125,805
80	7,108.0	5,917.5	1,190.5	17.2%	123.3	1.8%	86%	False	False	95,591
100	7,108.0	5,917.5	1,190.5	17.2%	128.2	1.8%	86%	False	False	76,526
120	7,217.5	5,917.5	1,300.0	18.7%	125.8	1.8%	79%	False	False	64,019

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	16.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,441.9
2.618	7,279.5
1.618	7,180.0
1.000	7,118.5
0.618	7,080.5
HIGH	7,019.0
0.618	6,981.0
0.500	6,969.3
0.382	6,957.5
LOW	6,919.5
0.618	6,858.0
1.000	6,820.0
1.618	6,758.5
2.618	6,659.0
4.250	6,496.6

Fisher Pivots for day following 04-Sep-2012
Pivot	1 day	3 day
R1	6,969.3	6,944.8
PP	6,960.0	6,943.7
S1	6,950.8	6,942.6

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

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