DAX Index Future September 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	7,421.5	7,382.0	-39.5	-0.5%	7,208.0
High	7,447.5	7,416.0	-31.5	-0.4%	7,447.5
Low	7,382.0	7,369.5	-12.5	-0.2%	7,173.5
Close	7,410.5	7,398.5	-12.0	-0.2%	7,410.5
Range	65.5	46.5	-19.0	-29.0%	274.0
ATR	115.4	110.5	-4.9	-4.3%	0.0
Volume	99,988	172,580	72,592	72.6%	641,127

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,534.2	7,512.8	7,424.1
R3	7,487.7	7,466.3	7,411.3
R2	7,441.2	7,441.2	7,407.0
R1	7,419.8	7,419.8	7,402.8	7,430.5
PP	7,394.7	7,394.7	7,394.7	7,400.0
S1	7,373.3	7,373.3	7,394.2	7,384.0
S2	7,348.2	7,348.2	7,390.0
S3	7,301.7	7,326.8	7,385.7
S4	7,255.2	7,280.3	7,372.9

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,165.8	8,062.2	7,561.2
R3	7,891.8	7,788.2	7,485.9
R2	7,617.8	7,617.8	7,460.7
R1	7,514.2	7,514.2	7,435.6	7,566.0
PP	7,343.8	7,343.8	7,343.8	7,369.8
S1	7,240.2	7,240.2	7,385.4	7,292.0
S2	7,069.8	7,069.8	7,360.3
S3	6,795.8	6,966.2	7,335.2
S4	6,521.8	6,692.2	7,259.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,447.5	7,173.5	274.0	3.7%	96.9	1.3%	82%	False	False	135,530
10	7,447.5	6,892.5	555.0	7.5%	102.7	1.4%	91%	False	False	140,043
20	7,447.5	6,870.5	577.0	7.8%	99.1	1.3%	92%	False	False	123,178
40	7,447.5	6,314.0	1,133.5	15.3%	117.1	1.6%	96%	False	False	127,996
60	7,447.5	6,098.0	1,349.5	18.2%	117.8	1.6%	96%	False	False	128,473
80	7,447.5	5,917.5	1,530.0	20.7%	121.5	1.6%	97%	False	False	111,143
100	7,447.5	5,917.5	1,530.0	20.7%	124.3	1.7%	97%	False	False	89,042
120	7,447.5	5,917.5	1,530.0	20.7%	126.4	1.7%	97%	False	False	74,235

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	21.8
Narrowest range in 135 trading days

Fibonacci Retracements and Extensions
4.250	7,613.6
2.618	7,537.7
1.618	7,491.2
1.000	7,462.5
0.618	7,444.7
HIGH	7,416.0
0.618	7,398.2
0.500	7,392.8
0.382	7,387.3
LOW	7,369.5
0.618	7,340.8
1.000	7,323.0
1.618	7,294.3
2.618	7,247.8
4.250	7,171.9

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	7,396.6	7,386.8
PP	7,394.7	7,375.2
S1	7,392.8	7,363.5

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

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