DAX Index Future December 2011

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	5,828.0	6,038.0	210.0	3.6%	6,043.5
High	5,995.0	6,075.5	80.5	1.3%	6,091.0
Low	5,776.0	5,944.0	168.0	2.9%	5,754.0
Close	5,987.5	6,058.5	71.0	1.2%	5,987.5
Range	219.0	131.5	-87.5	-40.0%	337.0
ATR	210.8	205.2	-5.7	-2.7%	0.0
Volume	169,069	142,009	-27,060	-16.0%	926,006

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,420.5	6,371.0	6,130.8
R3	6,289.0	6,239.5	6,094.7
R2	6,157.5	6,157.5	6,082.6
R1	6,108.0	6,108.0	6,070.6	6,132.8
PP	6,026.0	6,026.0	6,026.0	6,038.4
S1	5,976.5	5,976.5	6,046.4	6,001.3
S2	5,894.5	5,894.5	6,034.4
S3	5,763.0	5,845.0	6,022.3
S4	5,631.5	5,713.5	5,986.2

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,955.2	6,808.3	6,172.9
R3	6,618.2	6,471.3	6,080.2
R2	6,281.2	6,281.2	6,049.3
R1	6,134.3	6,134.3	6,018.4	6,039.3
PP	5,944.2	5,944.2	5,944.2	5,896.6
S1	5,797.3	5,797.3	5,956.6	5,702.3
S2	5,607.2	5,607.2	5,925.7
S3	5,270.2	5,460.3	5,894.8
S4	4,933.2	5,123.3	5,802.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,075.5	5,754.0	321.5	5.3%	181.5	3.0%	95%	True	False	176,791
10	6,091.0	5,754.0	337.0	5.6%	183.4	3.0%	90%	False	False	172,556
20	6,091.0	5,132.0	959.0	15.8%	194.0	3.2%	97%	False	False	182,693
40	6,091.0	4,971.0	1,120.0	18.5%	200.3	3.3%	97%	False	False	140,397
60	7,323.0	4,971.0	2,352.0	38.8%	238.0	3.9%	46%	False	False	93,961
80	7,575.5	4,971.0	2,604.5	43.0%	203.6	3.4%	42%	False	False	70,549
100	7,575.5	4,971.0	2,604.5	43.0%	183.7	3.0%	42%	False	False	57,035
120	7,593.5	4,971.0	2,622.5	43.3%	166.9	2.8%	41%	False	False	47,546

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	48.7
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6,634.4
2.618	6,419.8
1.618	6,288.3
1.000	6,207.0
0.618	6,156.8
HIGH	6,075.5
0.618	6,025.3
0.500	6,009.8
0.382	5,994.2
LOW	5,944.0
0.618	5,862.7
1.000	5,812.5
1.618	5,731.2
2.618	5,599.7
4.250	5,385.1

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	6,042.3	6,010.6
PP	6,026.0	5,962.7
S1	6,009.8	5,914.8

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

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