DAX Index Future December 2011

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	6,089.0	5,928.0	-161.0	-2.6%	6,003.5
High	6,135.0	6,018.0	-117.0	-1.9%	6,102.0
Low	5,924.5	5,817.5	-107.0	-1.8%	5,666.0
Close	5,954.0	5,958.0	4.0	0.1%	6,055.5
Range	210.5	200.5	-10.0	-4.8%	436.0
ATR	236.2	233.6	-2.5	-1.1%	0.0
Volume	164,901	202,088	37,187	22.6%	909,277

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,532.7	6,445.8	6,068.3
R3	6,332.2	6,245.3	6,013.1
R2	6,131.7	6,131.7	5,994.8
R1	6,044.8	6,044.8	5,976.4	6,088.3
PP	5,931.2	5,931.2	5,931.2	5,952.9
S1	5,844.3	5,844.3	5,939.6	5,887.8
S2	5,730.7	5,730.7	5,921.2
S3	5,530.2	5,643.8	5,902.9
S4	5,329.7	5,443.3	5,847.7

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%	253.3	4.3%	62%	False	False	192,196
10	6,202.0	5,666.0	536.0	9.0%	247.2	4.1%	54%	False	False	187,651
20	6,442.0	5,666.0	776.0	13.0%	221.1	3.7%	38%	False	False	185,499
40	6,442.0	4,980.0	1,462.0	24.5%	217.1	3.6%	67%	False	False	188,663
60	6,442.0	4,971.0	1,471.0	24.7%	211.1	3.5%	67%	False	False	144,015
80	7,425.0	4,971.0	2,454.0	41.2%	231.0	3.9%	40%	False	False	108,254
100	7,575.5	4,971.0	2,604.5	43.7%	204.7	3.4%	38%	False	False	86,675
120	7,575.5	4,971.0	2,604.5	43.7%	187.2	3.1%	38%	False	False	72,713

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	37.4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,870.1
2.618	6,542.9
1.618	6,342.4
1.000	6,218.5
0.618	6,141.9
HIGH	6,018.0
0.618	5,941.4
0.500	5,917.8
0.382	5,894.1
LOW	5,817.5
0.618	5,693.6
1.000	5,617.0
1.618	5,493.1
2.618	5,292.6
4.250	4,965.4

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	5,944.6	5,976.3
PP	5,931.2	5,970.2
S1	5,917.8	5,964.1

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

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