DAX Index Future September 2013

Trading Metrics calculated at close of trading on 23-Jul-2013

Day Change Summary
	Previous	Current
	22-Jul-2013	23-Jul-2013	Change	Change %	Previous Week
Open	8,362.0	8,355.0	-7.0	-0.1%	8,234.0
High	8,380.5	8,369.0	-11.5	-0.1%	8,341.5
Low	8,311.5	8,307.0	-4.5	-0.1%	8,140.0
Close	8,331.5	8,319.0	-12.5	-0.2%	8,336.5
Range	69.0	62.0	-7.0	-10.1%	201.5
ATR	126.4	121.8	-4.6	-3.6%	0.0
Volume	70,795	105,177	34,382	48.6%	420,935

Daily Pivots for day following 23-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,517.7	8,480.3	8,353.1
R3	8,455.7	8,418.3	8,336.1
R2	8,393.7	8,393.7	8,330.4
R1	8,356.3	8,356.3	8,324.7	8,344.0
PP	8,331.7	8,331.7	8,331.7	8,325.5
S1	8,294.3	8,294.3	8,313.3	8,282.0
S2	8,269.7	8,269.7	8,307.6
S3	8,207.7	8,232.3	8,302.0
S4	8,145.7	8,170.3	8,284.9

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,877.2	8,808.3	8,447.3
R3	8,675.7	8,606.8	8,391.9
R2	8,474.2	8,474.2	8,373.4
R1	8,405.3	8,405.3	8,355.0	8,439.8
PP	8,272.7	8,272.7	8,272.7	8,289.9
S1	8,203.8	8,203.8	8,318.0	8,238.3
S2	8,071.2	8,071.2	8,299.6
S3	7,869.7	8,002.3	8,281.1
S4	7,668.2	7,800.8	8,225.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,380.5	8,140.0	240.5	2.9%	87.6	1.1%	74%	False	False	84,648
10	8,380.5	7,996.5	384.0	4.6%	83.1	1.0%	84%	False	False	83,570
20	8,380.5	7,716.0	664.5	8.0%	114.6	1.4%	91%	False	False	94,339
40	8,537.0	7,660.0	877.0	10.5%	131.5	1.6%	75%	False	False	67,020
60	8,568.0	7,660.0	908.0	10.9%	118.1	1.4%	73%	False	False	44,787
80	8,568.0	7,437.5	1,130.5	13.6%	118.7	1.4%	78%	False	False	33,689
100	8,568.0	7,437.5	1,130.5	13.6%	113.3	1.4%	78%	False	False	27,299
120	8,568.0	7,437.5	1,130.5	13.6%	109.7	1.3%	78%	False	False	22,768

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	21.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,632.5
2.618	8,531.3
1.618	8,469.3
1.000	8,431.0
0.618	8,407.3
HIGH	8,369.0
0.618	8,345.3
0.500	8,338.0
0.382	8,330.7
LOW	8,307.0
0.618	8,268.7
1.000	8,245.0
1.618	8,206.7
2.618	8,144.7
4.250	8,043.5

Fisher Pivots for day following 23-Jul-2013
Pivot	1 day	3 day
R1	8,338.0	8,334.0
PP	8,331.7	8,329.0
S1	8,325.3	8,324.0

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

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