DAX Index Future December 2011

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	5,812.0	5,950.0	138.0	2.4%	5,743.5
High	5,998.0	5,988.5	-9.5	-0.2%	6,048.0
Low	5,756.0	5,844.5	88.5	1.5%	5,660.5
Close	5,969.5	5,860.5	-109.0	-1.8%	6,009.5
Range	242.0	144.0	-98.0	-40.5%	387.5
ATR	218.5	213.2	-5.3	-2.4%	0.0
Volume	195,584	158,369	-37,215	-19.0%	804,252

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,329.8	6,239.2	5,939.7
R3	6,185.8	6,095.2	5,900.1
R2	6,041.8	6,041.8	5,886.9
R1	5,951.2	5,951.2	5,873.7	5,924.5
PP	5,897.8	5,897.8	5,897.8	5,884.5
S1	5,807.2	5,807.2	5,847.3	5,780.5
S2	5,753.8	5,753.8	5,834.1
S3	5,609.8	5,663.2	5,820.9
S4	5,465.8	5,519.2	5,781.3

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	6,091.0	5,756.0	335.0	5.7%	194.0	3.3%	31%	False	False	175,204
10	6,091.0	5,464.0	627.0	10.7%	190.8	3.3%	63%	False	False	175,407
20	6,091.0	4,980.0	1,111.0	19.0%	208.3	3.6%	79%	False	False	191,196
40	6,091.0	4,971.0	1,120.0	19.1%	205.1	3.5%	79%	False	False	127,210
60	7,385.5	4,971.0	2,414.5	41.2%	235.5	4.0%	37%	False	False	85,142
80	7,575.5	4,971.0	2,604.5	44.4%	200.8	3.4%	34%	False	False	63,946
100	7,575.5	4,971.0	2,604.5	44.4%	181.7	3.1%	34%	False	False	51,740
120	7,593.5	4,971.0	2,622.5	44.7%	165.3	2.8%	34%	False	False	43,132

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	47.8
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,600.5
2.618	6,365.5
1.618	6,221.5
1.000	6,132.5
0.618	6,077.5
HIGH	5,988.5
0.618	5,933.5
0.500	5,916.5
0.382	5,899.5
LOW	5,844.5
0.618	5,755.5
1.000	5,700.5
1.618	5,611.5
2.618	5,467.5
4.250	5,232.5

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	5,916.5	5,923.5
PP	5,897.8	5,902.5
S1	5,879.2	5,881.5

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

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