DAX Index Future September 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.17)

Moving Averages

Strong Buy

+0.60

Oscillators

Neutral

0.00

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 0.87x

ATR(14) %: 1.6%

20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	7,010.0	7,010.0	0.0	0.0%	7,047.0
High	7,031.5	7,032.5	1.0	0.0%	7,108.0
Low	6,975.0	6,945.0	-30.0	-0.4%	6,885.5
Close	7,003.5	7,001.0	-2.5	-0.0%	6,978.0
Range	56.5	87.5	31.0	54.9%	222.5
ATR(14)	111.8	110.0	-1.7	-1.6%	115.7
Volume	109,605	97,143	-12,462	-11.4%	540,596

Multi-Period Performance

1-Month (21d)

3.2%

3-Month (63d)

12.1%

6-Month (126d)

1.8%

1-Year (252d)

—

Year-To-Date (YTD)

14.8%

52-Week Range

52W Low: 5,819.0 (20.3%)

Position (85%)

52W High: 7,217.5 (3.0%)

Daily Pivots for day following 29-Aug-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	7,255.3	7,215.7	7,049.1
R3	7,167.8	7,128.2	7,025.1
R2	7,080.3	7,080.3	7,017.0
R1	7,040.7	7,040.7	7,009.0	7,016.8
PP	6,992.8	6,992.8	6,992.8	6,980.9
S1	6,953.2	6,953.2	6,993.0	6,929.3
S2	6,905.3	6,905.3	6,985.0
S3	6,817.8	6,865.7	6,976.9
S4	6,730.3	6,778.2	6,952.9

Weekly Pivots for week ending 24-Aug-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	7,658.0	7,540.5	7,100.4
R3	7,435.5	7,318.0	7,039.2
R2	7,213.0	7,213.0	7,018.8
R1	7,095.5	7,095.5	6,998.4	7,043.0
PP	6,990.5	6,990.5	6,990.5	6,964.3
S1	6,873.0	6,873.0	6,957.6	6,820.5
S2	6,768.0	6,768.0	6,937.2
S3	6,545.5	6,650.5	6,916.8
S4	6,323.0	6,428.0	6,855.6

Fisher Pivots for day following 29-Aug-2012

Pivot	1 Day	3 Day
R1	6,996.9	7,000.1
PP	6,992.8	6,999.2
S1	6,988.8	6,998.3

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	7,404.4
2.618	7,261.6
1.618	7,174.1
1.000	7,120.0
0.618	7,086.6
HIGH	7,032.5
0.618	6,999.1
0.500	6,988.8
0.382	6,978.4
LOW	6,945.0
0.618	6,890.9
1.000	6,857.5
1.618	6,803.4
2.618	6,715.9
4.250	6,573.1

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	6,887.5
38.2%	6,683.3
50.0%	6,518.3
61.8%	6,353.2
78.6%	6,118.3

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	6,998.1	2.9	0.0%	Above
10-Day SMA	7,017.0	-16.0	-0.2%	Below
20-Day SMA	6,962.2	38.8	0.6%	Above
50-Day SMA	6,672.9	328.1	4.9%	Above
100-Day SMA	6,556.1	444.9	6.8%	Above
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 7,150.8

Middle: 6,962.2

Lower: 6,773.6

Bandwidth: 5.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 6,996.8

Kijun-sen: 6,715.5

Span A: 6,856.1

Span B: 6,603.0

Chikou Span: 6,405.5

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

59.22

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

97.93

Signal: 114.54 · Hist: -16.61

Stochastic (14, 3)

Neutral

%K: 52.65

%D: 59.51

StochRSI (14)

Bullish

%K: 18.28

%D: 17.60

ADX (14) & Trend

Neutral

19.19

+DI: 21.77 · -DI: 18.58

CCI (20)

Neutral

43.30

Range -100 to +100

Williams %R (14)

Neutral

-47.35

Range -100 to 0

Ultimate Oscillator

Neutral

57.16

Periods: 7, 14, 28

ROC (12)

Bullish

1.26%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

51.46

Bull: 51.46 · Bear: -36.04

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.9
Widest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,083.0	6,885.5	197.5	2.8%	103.3	1.5%	58%	False	False	104,913
10	7,108.0	6,885.5	222.5	3.2%	86.5	1.2%	52%	False	False	101,430
20	7,108.0	6,552.0	556.0	7.9%	105.4	1.5%	81%	False	False	112,216
40	7,108.0	6,314.0	794.0	11.3%	119.1	1.7%	87%	False	False	124,651
60	7,108.0	6,000.0	1,108.0	15.8%	123.6	1.8%	90%	False	False	120,118
80	7,108.0	5,917.5	1,190.5	17.0%	123.8	1.8%	91%	False	False	90,844
100	7,108.0	5,917.5	1,190.5	17.0%	128.6	1.8%	91%	False	False	72,726
120	7,217.5	5,917.5	1,300.0	18.6%	125.2	1.8%	83%	False	False	60,948

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