DAX Index Future September 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	7,382.0	7,387.0	5.0	0.1%	7,208.0
High	7,416.0	7,389.5	-26.5	-0.4%	7,447.5
Low	7,369.5	7,305.0	-64.5	-0.9%	7,173.5
Close	7,398.5	7,369.0	-29.5	-0.4%	7,410.5
Range	46.5	84.5	38.0	81.7%	274.0
ATR	110.5	109.3	-1.2	-1.1%	0.0
Volume	172,580	182,784	10,204	5.9%	641,127

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,608.0	7,573.0	7,415.5
R3	7,523.5	7,488.5	7,392.2
R2	7,439.0	7,439.0	7,384.5
R1	7,404.0	7,404.0	7,376.7	7,379.3
PP	7,354.5	7,354.5	7,354.5	7,342.1
S1	7,319.5	7,319.5	7,361.3	7,294.8
S2	7,270.0	7,270.0	7,353.5
S3	7,185.5	7,235.0	7,345.8
S4	7,101.0	7,150.5	7,322.5

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	7,279.5	168.0	2.3%	85.5	1.2%	53%	False	False	144,875
10	7,447.5	6,892.5	555.0	7.5%	101.2	1.4%	86%	False	False	143,633
20	7,447.5	6,870.5	577.0	7.8%	99.5	1.3%	86%	False	False	127,445
40	7,447.5	6,314.0	1,133.5	15.4%	114.1	1.5%	93%	False	False	128,175
60	7,447.5	6,098.0	1,349.5	18.3%	118.1	1.6%	94%	False	False	129,431
80	7,447.5	5,917.5	1,530.0	20.8%	120.9	1.6%	95%	False	False	113,348
100	7,447.5	5,917.5	1,530.0	20.8%	123.8	1.7%	95%	False	False	90,867
120	7,447.5	5,917.5	1,530.0	20.8%	126.4	1.7%	95%	False	False	75,757

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,748.6
2.618	7,610.7
1.618	7,526.2
1.000	7,474.0
0.618	7,441.7
HIGH	7,389.5
0.618	7,357.2
0.500	7,347.3
0.382	7,337.3
LOW	7,305.0
0.618	7,252.8
1.000	7,220.5
1.618	7,168.3
2.618	7,083.8
4.250	6,945.9

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	7,361.8	7,376.3
PP	7,354.5	7,373.8
S1	7,347.3	7,371.4

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

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