DAX Index Future September 2012

Trading Metrics calculated at close of trading on 20-Sep-2012

Day Change Summary
	Previous	Current
	19-Sep-2012	20-Sep-2012	Change	Change %	Previous Week
Open	7,391.0	7,352.0	-39.0	-0.5%	7,208.0
High	7,403.5	7,402.0	-1.5	0.0%	7,447.5
Low	7,325.0	7,312.5	-12.5	-0.2%	7,173.5
Close	7,392.5	7,383.0	-9.5	-0.1%	7,410.5
Range	78.5	89.5	11.0	14.0%	274.0
ATR	107.1	105.8	-1.3	-1.2%	0.0
Volume	161,310	161,310	0	0.0%	641,127

Daily Pivots for day following 20-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,634.3	7,598.2	7,432.2
R3	7,544.8	7,508.7	7,407.6
R2	7,455.3	7,455.3	7,399.4
R1	7,419.2	7,419.2	7,391.2	7,437.3
PP	7,365.8	7,365.8	7,365.8	7,374.9
S1	7,329.7	7,329.7	7,374.8	7,347.8
S2	7,276.3	7,276.3	7,366.6
S3	7,186.8	7,240.2	7,358.4
S4	7,097.3	7,150.7	7,333.8

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	7,305.0	142.5	1.9%	72.9	1.0%	55%	False	False	155,594
10	7,447.5	7,165.0	282.5	3.8%	87.2	1.2%	77%	False	False	140,153
20	7,447.5	6,870.5	577.0	7.8%	101.6	1.4%	89%	False	False	133,213
40	7,447.5	6,323.0	1,124.5	15.2%	111.3	1.5%	94%	False	False	128,750
60	7,447.5	6,098.0	1,349.5	18.3%	117.2	1.6%	95%	False	False	130,672
80	7,447.5	5,917.5	1,530.0	20.7%	120.3	1.6%	96%	False	False	117,367
100	7,447.5	5,917.5	1,530.0	20.7%	122.8	1.7%	96%	False	False	94,087
120	7,447.5	5,917.5	1,530.0	20.7%	125.4	1.7%	96%	False	False	78,442

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,782.4
2.618	7,636.3
1.618	7,546.8
1.000	7,491.5
0.618	7,457.3
HIGH	7,402.0
0.618	7,367.8
0.500	7,357.3
0.382	7,346.7
LOW	7,312.5
0.618	7,257.2
1.000	7,223.0
1.618	7,167.7
2.618	7,078.2
4.250	6,932.1

Fisher Pivots for day following 20-Sep-2012
Pivot	1 day	3 day
R1	7,374.4	7,373.4
PP	7,365.8	7,363.8
S1	7,357.3	7,354.3

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

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