DAX Index Future December 2011

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	6,180.0	6,003.5	-176.5	-2.9%	6,300.0
High	6,194.0	6,034.5	-159.5	-2.6%	6,314.5
Low	5,932.0	5,837.5	-94.5	-1.6%	5,767.5
Close	6,005.0	5,995.0	-10.0	-0.2%	6,005.0
Range	262.0	197.0	-65.0	-24.8%	547.0
ATR	235.7	232.9	-2.8	-1.2%	0.0
Volume	184,814	158,223	-26,591	-14.4%	1,001,308

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,546.7	6,467.8	6,103.4
R3	6,349.7	6,270.8	6,049.2
R2	6,152.7	6,152.7	6,031.1
R1	6,073.8	6,073.8	6,013.1	6,014.8
PP	5,955.7	5,955.7	5,955.7	5,926.1
S1	5,876.8	5,876.8	5,976.9	5,817.8
S2	5,758.7	5,758.7	5,958.9
S3	5,561.7	5,679.8	5,940.8
S4	5,364.7	5,482.8	5,886.7

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,670.0	7,384.5	6,305.9
R3	7,123.0	6,837.5	6,155.4
R2	6,576.0	6,576.0	6,105.3
R1	6,290.5	6,290.5	6,055.1	6,159.8
PP	6,029.0	6,029.0	6,029.0	5,963.6
S1	5,743.5	5,743.5	5,954.9	5,612.8
S2	5,482.0	5,482.0	5,904.7
S3	4,935.0	5,196.5	5,854.6
S4	4,388.0	4,649.5	5,704.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,202.0	5,767.5	434.5	7.2%	265.4	4.4%	52%	False	False	202,494
10	6,442.0	5,767.5	674.5	11.3%	233.5	3.9%	34%	False	False	190,357
20	6,442.0	5,754.0	688.0	11.5%	208.4	3.5%	35%	False	False	181,457
40	6,442.0	4,972.5	1,469.5	24.5%	215.3	3.6%	70%	False	False	185,406
60	6,442.0	4,971.0	1,471.0	24.5%	206.8	3.4%	70%	False	False	125,457
80	7,425.0	4,971.0	2,454.0	40.9%	220.5	3.7%	42%	False	False	94,299
100	7,575.5	4,971.0	2,604.5	43.4%	196.7	3.3%	39%	False	False	75,509
120	7,575.5	4,971.0	2,604.5	43.4%	178.8	3.0%	39%	False	False	63,401

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,871.8
2.618	6,550.2
1.618	6,353.2
1.000	6,231.5
0.618	6,156.2
HIGH	6,034.5
0.618	5,959.2
0.500	5,936.0
0.382	5,912.8
LOW	5,837.5
0.618	5,715.8
1.000	5,640.5
1.618	5,518.8
2.618	5,321.8
4.250	5,000.3

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	5,975.3	5,998.3
PP	5,955.7	5,997.2
S1	5,936.0	5,996.1

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

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