DAX Index Future December 2011

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	5,193.0	5,158.0	-35.0	-0.7%	5,487.0
High	5,242.0	5,425.5	183.5	3.5%	5,589.0
Low	4,980.0	5,085.0	105.0	2.1%	4,980.0
Close	5,218.5	5,424.0	205.5	3.9%	5,218.5
Range	262.0	340.5	78.5	30.0%	609.0
ATR	240.3	247.5	7.2	3.0%	0.0
Volume	228,413	241,681	13,268	5.8%	963,488

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,333.0	6,219.0	5,611.3
R3	5,992.5	5,878.5	5,517.6
R2	5,652.0	5,652.0	5,486.4
R1	5,538.0	5,538.0	5,455.2	5,595.0
PP	5,311.5	5,311.5	5,311.5	5,340.0
S1	5,197.5	5,197.5	5,392.8	5,254.5
S2	4,971.0	4,971.0	5,361.6
S3	4,630.5	4,857.0	5,330.4
S4	4,290.0	4,516.5	5,236.7

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,089.5	6,763.0	5,553.5
R3	6,480.5	6,154.0	5,386.0
R2	5,871.5	5,871.5	5,330.2
R1	5,545.0	5,545.0	5,274.3	5,403.8
PP	5,262.5	5,262.5	5,262.5	5,191.9
S1	4,936.0	4,936.0	5,162.7	4,794.8
S2	4,653.5	4,653.5	5,106.9
S3	4,044.5	4,327.0	5,051.0
S4	3,435.5	3,718.0	4,883.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,589.0	4,980.0	609.0	11.2%	253.7	4.7%	73%	False	False	208,884
10	5,679.0	4,972.5	706.5	13.0%	239.8	4.4%	64%	False	False	185,881
20	5,885.0	4,971.0	914.0	16.9%	206.6	3.8%	50%	False	False	98,101
40	7,323.0	4,971.0	2,352.0	43.4%	260.0	4.8%	19%	False	False	49,596
60	7,575.5	4,971.0	2,604.5	48.0%	206.8	3.8%	17%	False	False	33,167
80	7,575.5	4,971.0	2,604.5	48.0%	181.2	3.3%	17%	False	False	25,620
100	7,593.5	4,971.0	2,622.5	48.3%	161.4	3.0%	17%	False	False	20,516
120	7,680.0	4,971.0	2,709.0	49.9%	145.1	2.7%	17%	False	False	17,108

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40.1
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,872.6
2.618	6,316.9
1.618	5,976.4
1.000	5,766.0
0.618	5,635.9
HIGH	5,425.5
0.618	5,295.4
0.500	5,255.3
0.382	5,215.1
LOW	5,085.0
0.618	4,874.6
1.000	4,744.5
1.618	4,534.1
2.618	4,193.6
4.250	3,637.9

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	5,367.8	5,350.3
PP	5,311.5	5,276.5
S1	5,255.3	5,202.8

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

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