DAX Index Future December 2011

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	5,979.5	5,959.0	-20.5	-0.3%	5,743.5
High	6,046.0	6,048.0	2.0	0.0%	6,048.0
Low	5,885.0	5,895.0	10.0	0.2%	5,660.5
Close	5,968.0	6,009.5	41.5	0.7%	6,009.5
Range	161.0	153.0	-8.0	-5.0%	387.5
ATR	217.2	212.6	-4.6	-2.1%	0.0
Volume	176,379	161,632	-14,747	-8.4%	804,252

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,443.2	6,379.3	6,093.7
R3	6,290.2	6,226.3	6,051.6
R2	6,137.2	6,137.2	6,037.6
R1	6,073.3	6,073.3	6,023.5	6,105.3
PP	5,984.2	5,984.2	5,984.2	6,000.1
S1	5,920.3	5,920.3	5,995.5	5,952.3
S2	5,831.2	5,831.2	5,981.5
S3	5,678.2	5,767.3	5,967.4
S4	5,525.2	5,614.3	5,925.4

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,068.5	6,926.5	6,222.6
R3	6,681.0	6,539.0	6,116.1
R2	6,293.5	6,293.5	6,080.5
R1	6,151.5	6,151.5	6,045.0	6,222.5
PP	5,906.0	5,906.0	5,906.0	5,941.5
S1	5,764.0	5,764.0	5,974.0	5,835.0
S2	5,518.5	5,518.5	5,938.5
S3	5,131.0	5,376.5	5,902.9
S4	4,743.5	4,989.0	5,796.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,048.0	5,660.5	387.5	6.4%	176.1	2.9%	90%	True	False	160,850
10	6,048.0	5,132.0	916.0	15.2%	189.8	3.2%	96%	True	False	180,966
20	6,048.0	4,980.0	1,068.0	17.8%	205.4	3.4%	96%	True	False	189,551
40	6,048.0	4,971.0	1,077.0	17.9%	203.9	3.4%	96%	True	False	113,821
60	7,425.0	4,971.0	2,454.0	40.8%	228.7	3.8%	42%	False	False	76,187
80	7,575.5	4,971.0	2,604.5	43.3%	197.1	3.3%	40%	False	False	57,228
100	7,575.5	4,971.0	2,604.5	43.3%	175.9	2.9%	40%	False	False	46,361
120	7,680.0	4,971.0	2,709.0	45.1%	161.5	2.7%	38%	False	False	38,651

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	52.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,698.3
2.618	6,448.6
1.618	6,295.6
1.000	6,201.0
0.618	6,142.6
HIGH	6,048.0
0.618	5,989.6
0.500	5,971.5
0.382	5,953.4
LOW	5,895.0
0.618	5,800.4
1.000	5,742.0
1.618	5,647.4
2.618	5,494.4
4.250	5,244.8

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	5,996.8	5,982.2
PP	5,984.2	5,954.8
S1	5,971.5	5,927.5

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

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