DAX Index Future December 2011

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	5,739.0	6,118.5	379.5	6.6%	5,750.0
High	6,134.5	6,126.5	-8.0	-0.1%	5,783.5
Low	5,704.5	6,017.5	313.0	5.5%	5,366.0
Close	6,117.5	6,051.5	-66.0	-1.1%	5,462.5
Range	430.0	109.0	-321.0	-74.7%	417.5
ATR	222.9	214.8	-8.1	-3.7%	0.0
Volume	260,018	165,176	-94,842	-36.5%	684,951

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,392.2	6,330.8	6,111.5
R3	6,283.2	6,221.8	6,081.5
R2	6,174.2	6,174.2	6,071.5
R1	6,112.8	6,112.8	6,061.5	6,089.0
PP	6,065.2	6,065.2	6,065.2	6,053.3
S1	6,003.8	6,003.8	6,041.5	5,980.0
S2	5,956.2	5,956.2	6,031.5
S3	5,847.2	5,894.8	6,021.5
S4	5,738.2	5,785.8	5,991.6

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,789.8	6,543.7	5,692.1
R3	6,372.3	6,126.2	5,577.3
R2	5,954.8	5,954.8	5,539.0
R1	5,708.7	5,708.7	5,500.8	5,623.0
PP	5,537.3	5,537.3	5,537.3	5,494.5
S1	5,291.2	5,291.2	5,424.2	5,205.5
S2	5,119.8	5,119.8	5,386.0
S3	4,702.3	4,873.7	5,347.7
S4	4,284.8	4,456.2	5,232.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,134.5	5,366.0	768.5	12.7%	206.5	3.4%	89%	False	False	182,231
10	6,134.5	5,366.0	768.5	12.7%	182.6	3.0%	89%	False	False	183,182
20	6,202.0	5,366.0	836.0	13.8%	215.8	3.6%	82%	False	False	186,762
40	6,442.0	5,366.0	1,076.0	17.8%	205.3	3.4%	64%	False	False	183,224
60	6,442.0	4,971.0	1,471.0	24.3%	211.1	3.5%	73%	False	False	177,405
80	6,442.0	4,971.0	1,471.0	24.3%	215.6	3.6%	73%	False	False	133,400
100	7,425.0	4,971.0	2,454.0	40.6%	214.0	3.5%	44%	False	False	106,860
120	7,575.5	4,971.0	2,604.5	43.0%	196.0	3.2%	41%	False	False	89,448

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	35.8
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	6,589.8
2.618	6,411.9
1.618	6,302.9
1.000	6,235.5
0.618	6,193.9
HIGH	6,126.5
0.618	6,084.9
0.500	6,072.0
0.382	6,059.1
LOW	6,017.5
0.618	5,950.1
1.000	5,908.5
1.618	5,841.1
2.618	5,732.1
4.250	5,554.3

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	6,072.0	6,005.4
PP	6,065.2	5,959.3
S1	6,058.3	5,913.3

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

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