DAX Index Future December 2011

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	5,941.0	5,810.0	-131.0	-2.2%	6,038.0
High	5,999.0	6,202.0	203.0	3.4%	6,442.0
Low	5,816.0	5,794.5	-21.5	-0.4%	5,944.0
Close	5,945.0	6,162.0	217.0	3.7%	6,370.0
Range	183.0	407.5	224.5	122.7%	498.0
ATR	220.3	233.7	13.4	6.1%	0.0
Volume	164,539	250,893	86,354	52.5%	886,052

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,275.3	7,126.2	6,386.1
R3	6,867.8	6,718.7	6,274.1
R2	6,460.3	6,460.3	6,236.7
R1	6,311.2	6,311.2	6,199.4	6,385.8
PP	6,052.8	6,052.8	6,052.8	6,090.1
S1	5,903.7	5,903.7	6,124.6	5,978.3
S2	5,645.3	5,645.3	6,087.3
S3	5,237.8	5,496.2	6,049.9
S4	4,830.3	5,088.7	5,937.9

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	6,440.0	5,767.5	672.5	10.9%	242.2	3.9%	59%	False	False	195,280
10	6,442.0	5,767.5	674.5	10.9%	222.6	3.6%	58%	False	False	187,161
20	6,442.0	5,613.5	828.5	13.4%	204.0	3.3%	66%	False	False	180,228
40	6,442.0	4,971.0	1,471.0	23.9%	215.0	3.5%	81%	False	False	178,591
60	6,442.0	4,971.0	1,471.0	23.9%	212.9	3.5%	81%	False	False	119,773
80	7,425.0	4,971.0	2,454.0	39.8%	217.1	3.5%	49%	False	False	90,018
100	7,575.5	4,971.0	2,604.5	42.3%	195.0	3.2%	46%	False	False	72,353
120	7,575.5	4,971.0	2,604.5	42.3%	176.6	2.9%	46%	False	False	60,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.3
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	7,933.9
2.618	7,268.8
1.618	6,861.3
1.000	6,609.5
0.618	6,453.8
HIGH	6,202.0
0.618	6,046.3
0.500	5,998.3
0.382	5,950.2
LOW	5,794.5
0.618	5,542.7
1.000	5,387.0
1.618	5,135.2
2.618	4,727.7
4.250	4,062.6

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	6,107.4	6,102.9
PP	6,052.8	6,043.8
S1	5,998.3	5,984.8

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

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