DAX Index Future December 2011

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	5,845.5	5,979.5	134.0	2.3%	5,356.0
High	6,038.5	6,046.0	7.5	0.1%	5,759.0
Low	5,807.0	5,885.0	78.0	1.3%	5,132.0
Close	5,994.5	5,968.0	-26.5	-0.4%	5,681.5
Range	231.5	161.0	-70.5	-30.5%	627.0
ATR	221.5	217.2	-4.3	-2.0%	0.0
Volume	180,345	176,379	-3,966	-2.2%	1,005,409

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,449.3	6,369.7	6,056.6
R3	6,288.3	6,208.7	6,012.3
R2	6,127.3	6,127.3	5,997.5
R1	6,047.7	6,047.7	5,982.8	6,007.0
PP	5,966.3	5,966.3	5,966.3	5,946.0
S1	5,886.7	5,886.7	5,953.2	5,846.0
S2	5,805.3	5,805.3	5,938.5
S3	5,644.3	5,725.7	5,923.7
S4	5,483.3	5,564.7	5,879.5

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,405.2	7,170.3	6,026.4
R3	6,778.2	6,543.3	5,853.9
R2	6,151.2	6,151.2	5,796.5
R1	5,916.3	5,916.3	5,739.0	6,033.8
PP	5,524.2	5,524.2	5,524.2	5,582.9
S1	5,289.3	5,289.3	5,624.0	5,406.8
S2	4,897.2	4,897.2	5,566.6
S3	4,270.2	4,662.3	5,509.1
S4	3,643.2	4,035.3	5,336.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,046.0	5,613.5	432.5	7.2%	174.6	2.9%	82%	True	False	162,875
10	6,046.0	5,132.0	914.0	15.3%	195.5	3.3%	91%	True	False	184,858
20	6,046.0	4,980.0	1,066.0	17.9%	205.1	3.4%	93%	True	False	192,693
40	6,046.0	4,971.0	1,075.0	18.0%	208.6	3.5%	93%	True	False	109,816
60	7,425.0	4,971.0	2,454.0	41.1%	228.9	3.8%	41%	False	False	73,497
80	7,575.5	4,971.0	2,604.5	43.6%	196.7	3.3%	38%	False	False	55,213
100	7,575.5	4,971.0	2,604.5	43.6%	175.1	2.9%	38%	False	False	44,745
120	7,680.0	4,971.0	2,709.0	45.4%	160.7	2.7%	37%	False	False	37,305

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,730.3
2.618	6,467.5
1.618	6,306.5
1.000	6,207.0
0.618	6,145.5
HIGH	6,046.0
0.618	5,984.5
0.500	5,965.5
0.382	5,946.5
LOW	5,885.0
0.618	5,785.5
1.000	5,724.0
1.618	5,624.5
2.618	5,463.5
4.250	5,200.8

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	5,967.2	5,950.2
PP	5,966.3	5,932.3
S1	5,965.5	5,914.5

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

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