This was my solution after every single apple disappeared last year. I go out several times a day and eyeball a count of ALL of the apples and they ALL seem to still be there. 
I bought a fine mesh roll of deer cloth in July, about 36 inches x 50 feet and wrapped it around my Honeycrisp apple tree.  I am going to have apple pie IN A MONTH!    (8/8/13)
Supplies:
- 50 ft deer cloth net
- 12 ft pipe or pole
- 40 in twist ties
- 2 yd rope
- 6 yd Top Hat lattice or 6 at 1/2 inch x 8 foot plastic pipes
The plastic pipes could be joined in the center of each to form a disc to extend and support net somewhat away from the branches.
Steps:
- First, I had help. We took a plastic pipe, about 3 inch diameter, and tied it vertically to the trunk of the tree.  It is about 2 feet taller than the top branch. 
- After encircling the 10 foot tree, starting at the top, several times, I tied where the wrapped deer cloth overlapped in many places, using twist ties from the  produce department in the grocery store. 
 
- I took the loose net that was next to the ground and tied all of it up to the trunk at the bottom of the trunk, using a piece of plastic rope.
- After the apples started weighing on the netting, I sorta crawled up and in and attached a leftover piece of plastic lattice fence horizontally on the tip top of the pipe to create a "hat" to hold the net away from the branches.  I should have put in 2 or 3 to make an X.  Next year.
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