DAX Index Future December 2011

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	5,921.5	6,089.0	167.5	2.8%	6,003.5
High	6,070.5	6,135.0	64.5	1.1%	6,102.0
Low	5,856.5	5,924.5	68.0	1.2%	5,666.0
Close	6,055.5	5,954.0	-101.5	-1.7%	6,055.5
Range	214.0	210.5	-3.5	-1.6%	436.0
ATR	238.2	236.2	-2.0	-0.8%	0.0
Volume	149,275	164,901	15,626	10.5%	909,277

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,636.0	6,505.5	6,069.8
R3	6,425.5	6,295.0	6,011.9
R2	6,215.0	6,215.0	5,992.6
R1	6,084.5	6,084.5	5,973.3	6,044.5
PP	6,004.5	6,004.5	6,004.5	5,984.5
S1	5,874.0	5,874.0	5,934.7	5,834.0
S2	5,794.0	5,794.0	5,915.4
S3	5,583.5	5,663.5	5,896.1
S4	5,373.0	5,453.0	5,838.2

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,249.2	7,088.3	6,295.3
R3	6,813.2	6,652.3	6,175.4
R2	6,377.2	6,377.2	6,135.4
R1	6,216.3	6,216.3	6,095.5	6,296.8
PP	5,941.2	5,941.2	5,941.2	5,981.4
S1	5,780.3	5,780.3	6,015.5	5,860.8
S2	5,505.2	5,505.2	5,975.6
S3	5,069.2	5,344.3	5,935.6
S4	4,633.2	4,908.3	5,815.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,135.0	5,666.0	469.0	7.9%	244.3	4.1%	61%	True	False	183,191
10	6,202.0	5,666.0	536.0	9.0%	254.9	4.3%	54%	False	False	192,842
20	6,442.0	5,666.0	776.0	13.0%	223.2	3.7%	37%	False	False	185,174
40	6,442.0	4,980.0	1,462.0	24.6%	217.6	3.7%	67%	False	False	187,945
60	6,442.0	4,971.0	1,471.0	24.7%	210.8	3.5%	67%	False	False	140,654
80	7,425.0	4,971.0	2,454.0	41.2%	229.8	3.9%	40%	False	False	105,730
100	7,575.5	4,971.0	2,604.5	43.7%	203.3	3.4%	38%	False	False	84,656
120	7,575.5	4,971.0	2,604.5	43.7%	185.8	3.1%	38%	False	False	71,030

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	28.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,029.6
2.618	6,686.1
1.618	6,475.6
1.000	6,345.5
0.618	6,265.1
HIGH	6,135.0
0.618	6,054.6
0.500	6,029.8
0.382	6,004.9
LOW	5,924.5
0.618	5,794.4
1.000	5,714.0
1.618	5,583.9
2.618	5,373.4
4.250	5,029.9

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	6,029.8	5,936.2
PP	6,004.5	5,918.3
S1	5,979.3	5,900.5

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

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