DAX Index Future December 2011

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	5,950.0	5,825.0	-125.0	-2.1%	5,743.5
High	5,988.5	5,925.0	-63.5	-1.1%	6,048.0
Low	5,844.5	5,754.0	-90.5	-1.5%	5,660.5
Close	5,860.5	5,795.5	-65.0	-1.1%	6,009.5
Range	144.0	171.0	27.0	18.8%	387.5
ATR	213.2	210.2	-3.0	-1.4%	0.0
Volume	158,369	218,924	60,555	38.2%	804,252

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,337.8	6,237.7	5,889.6
R3	6,166.8	6,066.7	5,842.5
R2	5,995.8	5,995.8	5,826.9
R1	5,895.7	5,895.7	5,811.2	5,860.3
PP	5,824.8	5,824.8	5,824.8	5,807.1
S1	5,724.7	5,724.7	5,779.8	5,689.3
S2	5,653.8	5,653.8	5,764.2
S3	5,482.8	5,553.7	5,748.5
S4	5,311.8	5,382.7	5,701.5

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	5,754.0	337.0	5.8%	196.0	3.4%	12%	False	True	183,713
10	6,091.0	5,613.5	477.5	8.2%	185.3	3.2%	38%	False	False	173,294
20	6,091.0	4,980.0	1,111.0	19.2%	206.6	3.6%	73%	False	False	190,644
40	6,091.0	4,971.0	1,120.0	19.3%	204.0	3.5%	74%	False	False	132,661
60	7,323.0	4,971.0	2,352.0	40.6%	235.8	4.1%	35%	False	False	88,788
80	7,575.5	4,971.0	2,604.5	44.9%	201.7	3.5%	32%	False	False	66,672
100	7,575.5	4,971.0	2,604.5	44.9%	181.9	3.1%	32%	False	False	53,927
120	7,593.5	4,971.0	2,622.5	45.3%	165.7	2.9%	31%	False	False	44,956

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	52.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,651.8
2.618	6,372.7
1.618	6,201.7
1.000	6,096.0
0.618	6,030.7
HIGH	5,925.0
0.618	5,859.7
0.500	5,839.5
0.382	5,819.3
LOW	5,754.0
0.618	5,648.3
1.000	5,583.0
1.618	5,477.3
2.618	5,306.3
4.250	5,027.3

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	5,839.5	5,876.0
PP	5,824.8	5,849.2
S1	5,810.2	5,822.3

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

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