DAX Index Future September 2012

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	7,166.0	7,208.0	42.0	0.6%	7,002.5
High	7,250.0	7,235.0	-15.0	-0.2%	7,250.0
Low	7,165.0	7,185.5	20.5	0.3%	6,892.5
Close	7,222.5	7,216.0	-6.5	-0.1%	7,222.5
Range	85.0	49.5	-35.5	-41.8%	357.5
ATR	116.5	111.7	-4.8	-4.1%	0.0
Volume	82,419	136,056	53,637	65.1%	586,725

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,360.7	7,337.8	7,243.2
R3	7,311.2	7,288.3	7,229.6
R2	7,261.7	7,261.7	7,225.1
R1	7,238.8	7,238.8	7,220.5	7,250.3
PP	7,212.2	7,212.2	7,212.2	7,217.9
S1	7,189.3	7,189.3	7,211.5	7,200.8
S2	7,162.7	7,162.7	7,206.9
S3	7,113.2	7,139.8	7,202.4
S4	7,063.7	7,090.3	7,188.8

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,194.2	8,065.8	7,419.1
R3	7,836.7	7,708.3	7,320.8
R2	7,479.2	7,479.2	7,288.0
R1	7,350.8	7,350.8	7,255.3	7,415.0
PP	7,121.7	7,121.7	7,121.7	7,153.8
S1	6,993.3	6,993.3	7,189.7	7,057.5
S2	6,764.2	6,764.2	7,157.0
S3	6,406.7	6,635.8	7,124.2
S4	6,049.2	6,278.3	7,025.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,250.0	6,892.5	357.5	5.0%	108.5	1.5%	90%	False	False	144,556
10	7,250.0	6,870.5	379.5	5.3%	102.7	1.4%	91%	False	False	124,532
20	7,250.0	6,870.5	379.5	5.3%	93.3	1.3%	91%	False	False	112,699
40	7,250.0	6,314.0	936.0	13.0%	117.8	1.6%	96%	False	False	125,800
60	7,250.0	6,098.0	1,152.0	16.0%	120.7	1.7%	97%	False	False	130,578
80	7,250.0	5,917.5	1,332.5	18.5%	122.1	1.7%	97%	False	False	102,769
100	7,250.0	5,917.5	1,332.5	18.5%	126.3	1.8%	97%	False	False	82,280
120	7,250.0	5,917.5	1,332.5	18.5%	127.1	1.8%	97%	False	False	68,597

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.9
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	7,445.4
2.618	7,364.6
1.618	7,315.1
1.000	7,284.5
0.618	7,265.6
HIGH	7,235.0
0.618	7,216.1
0.500	7,210.3
0.382	7,204.4
LOW	7,185.5
0.618	7,154.9
1.000	7,136.0
1.618	7,105.4
2.618	7,055.9
4.250	6,975.1

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	7,214.1	7,181.9
PP	7,212.2	7,147.8
S1	7,210.3	7,113.8

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

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