DAX Index Future December 2011

Trading Metrics calculated at close of trading on 28-Oct-2011

Day Change Summary
	Previous	Current
	27-Oct-2011	28-Oct-2011	Change	Change %	Previous Week
Open	6,200.0	6,402.0	202.0	3.3%	6,038.0
High	6,442.0	6,440.0	-2.0	0.0%	6,442.0
Low	6,177.5	6,313.5	136.0	2.2%	5,944.0
Close	6,425.5	6,370.0	-55.5	-0.9%	6,370.0
Range	264.5	126.5	-138.0	-52.2%	498.0
ATR	216.4	210.0	-6.4	-3.0%	0.0
Volume	205,554	159,908	-45,646	-22.2%	886,052

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,754.0	6,688.5	6,439.6
R3	6,627.5	6,562.0	6,404.8
R2	6,501.0	6,501.0	6,393.2
R1	6,435.5	6,435.5	6,381.6	6,405.0
PP	6,374.5	6,374.5	6,374.5	6,359.3
S1	6,309.0	6,309.0	6,358.4	6,278.5
S2	6,248.0	6,248.0	6,346.8
S3	6,121.5	6,182.5	6,335.2
S4	5,995.0	6,056.0	6,300.4

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,746.0	7,556.0	6,643.9
R3	7,248.0	7,058.0	6,507.0
R2	6,750.0	6,750.0	6,461.3
R1	6,560.0	6,560.0	6,415.7	6,655.0
PP	6,252.0	6,252.0	6,252.0	6,299.5
S1	6,062.0	6,062.0	6,324.4	6,157.0
S2	5,754.0	5,754.0	6,278.7
S3	5,256.0	5,564.0	6,233.1
S4	4,758.0	5,066.0	6,096.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,442.0	5,944.0	498.0	7.8%	184.5	2.9%	86%	False	False	177,210
10	6,442.0	5,754.0	688.0	10.8%	196.9	3.1%	90%	False	False	181,205
20	6,442.0	5,132.0	1,310.0	20.6%	193.3	3.0%	95%	False	False	181,085
40	6,442.0	4,971.0	1,471.0	23.1%	204.4	3.2%	95%	False	False	158,880
60	6,470.0	4,971.0	1,499.0	23.5%	227.5	3.6%	93%	False	False	106,298
80	7,575.5	4,971.0	2,604.5	40.9%	211.1	3.3%	54%	False	False	79,839
100	7,575.5	4,971.0	2,604.5	40.9%	188.0	3.0%	54%	False	False	64,434
120	7,575.5	4,971.0	2,604.5	40.9%	170.6	2.7%	54%	False	False	53,744

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	49.8
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,977.6
2.618	6,771.2
1.618	6,644.7
1.000	6,566.5
0.618	6,518.2
HIGH	6,440.0
0.618	6,391.7
0.500	6,376.8
0.382	6,361.8
LOW	6,313.5
0.618	6,235.3
1.000	6,187.0
1.618	6,108.8
2.618	5,982.3
4.250	5,775.9

Fisher Pivots for day following 28-Oct-2011
Pivot	1 day	3 day
R1	6,376.8	6,313.3
PP	6,374.5	6,256.7
S1	6,372.3	6,200.0

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

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