DAX Index Future December 2011

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	5,560.5	5,561.0	0.5	0.0%	5,487.0
High	5,711.5	5,715.0	3.5	0.1%	5,589.0
Low	5,496.0	5,540.5	44.5	0.8%	4,980.0
Close	5,510.0	5,654.5	144.5	2.6%	5,218.5
Range	215.5	174.5	-41.0	-19.0%	609.0
ATR	245.9	242.9	-2.9	-1.2%	0.0
Volume	191,644	171,326	-20,318	-10.6%	963,488

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,160.2	6,081.8	5,750.5
R3	5,985.7	5,907.3	5,702.5
R2	5,811.2	5,811.2	5,686.5
R1	5,732.8	5,732.8	5,670.5	5,772.0
PP	5,636.7	5,636.7	5,636.7	5,656.3
S1	5,558.3	5,558.3	5,638.5	5,597.5
S2	5,462.2	5,462.2	5,622.5
S3	5,287.7	5,383.8	5,606.5
S4	5,113.2	5,209.3	5,558.5

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	5,715.0	4,980.0	735.0	13.0%	239.3	4.2%	92%	True	False	209,146
10	5,715.0	4,980.0	735.0	13.0%	214.7	3.8%	92%	True	False	200,529
20	5,809.5	4,971.0	838.5	14.8%	212.1	3.8%	82%	False	False	126,709
40	6,774.5	4,971.0	1,803.5	31.9%	251.4	4.4%	38%	False	False	63,937
60	7,575.5	4,971.0	2,604.5	46.1%	214.4	3.8%	26%	False	False	42,752
80	7,575.5	4,971.0	2,604.5	46.1%	185.9	3.3%	26%	False	False	32,776
100	7,575.5	4,971.0	2,604.5	46.1%	165.1	2.9%	26%	False	False	26,271
120	7,680.0	4,971.0	2,709.0	47.9%	149.9	2.7%	25%	False	False	21,905

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.9
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,456.6
2.618	6,171.8
1.618	5,997.3
1.000	5,889.5
0.618	5,822.8
HIGH	5,715.0
0.618	5,648.3
0.500	5,627.8
0.382	5,607.2
LOW	5,540.5
0.618	5,432.7
1.000	5,366.0
1.618	5,258.2
2.618	5,083.7
4.250	4,798.9

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	5,645.6	5,635.2
PP	5,636.7	5,615.8
S1	5,627.8	5,596.5

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

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