DAX Index Future December 2011

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	6,019.0	6,040.0	21.0	0.3%	6,043.5
High	6,169.0	6,155.0	-14.0	-0.2%	6,091.0
Low	5,966.0	5,958.0	-8.0	-0.1%	5,754.0
Close	6,018.0	6,070.0	52.0	0.9%	5,987.5
Range	203.0	197.0	-6.0	-3.0%	337.0
ATR	205.0	204.4	-0.6	-0.3%	0.0
Volume	200,077	178,504	-21,573	-10.8%	926,006

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,652.0	6,558.0	6,178.4
R3	6,455.0	6,361.0	6,124.2
R2	6,258.0	6,258.0	6,106.1
R1	6,164.0	6,164.0	6,088.1	6,211.0
PP	6,061.0	6,061.0	6,061.0	6,084.5
S1	5,967.0	5,967.0	6,051.9	6,014.0
S2	5,864.0	5,864.0	6,033.9
S3	5,667.0	5,770.0	6,015.8
S4	5,470.0	5,573.0	5,961.7

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	6,169.0	5,754.0	415.0	6.8%	184.3	3.0%	76%	False	False	181,716
10	6,169.0	5,754.0	415.0	6.8%	189.2	3.1%	76%	False	False	178,460
20	6,169.0	5,132.0	1,037.0	17.1%	193.0	3.2%	90%	False	False	181,406
40	6,169.0	4,971.0	1,198.0	19.7%	203.5	3.4%	92%	False	False	149,794
60	6,820.0	4,971.0	1,849.0	30.5%	233.0	3.8%	59%	False	False	100,247
80	7,575.5	4,971.0	2,604.5	42.9%	207.7	3.4%	42%	False	False	75,277
100	7,575.5	4,971.0	2,604.5	42.9%	186.4	3.1%	42%	False	False	60,794
120	7,593.5	4,971.0	2,622.5	43.2%	169.0	2.8%	42%	False	False	50,700

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	56.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,992.3
2.618	6,670.7
1.618	6,473.7
1.000	6,352.0
0.618	6,276.7
HIGH	6,155.0
0.618	6,079.7
0.500	6,056.5
0.382	6,033.3
LOW	5,958.0
0.618	5,836.3
1.000	5,761.0
1.618	5,639.3
2.618	5,442.3
4.250	5,120.8

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	6,065.5	6,065.5
PP	6,061.0	6,061.0
S1	6,056.5	6,056.5

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

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