DAX Index Future December 2011

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	6,115.5	6,087.0	-28.5	-0.5%	5,595.5
High	6,175.0	6,098.0	-77.0	-1.2%	6,175.0
Low	6,053.5	6,007.0	-46.5	-0.8%	5,567.0
Close	6,087.0	6,060.0	-27.0	-0.4%	6,052.5
Range	121.5	91.0	-30.5	-25.1%	608.0
ATR	202.5	194.5	-8.0	-3.9%	0.0
Volume	139,763	138,067	-1,696	-1.2%	918,712

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,328.0	6,285.0	6,110.1
R3	6,237.0	6,194.0	6,085.0
R2	6,146.0	6,146.0	6,076.7
R1	6,103.0	6,103.0	6,068.3	6,079.0
PP	6,055.0	6,055.0	6,055.0	6,043.0
S1	6,012.0	6,012.0	6,051.7	5,988.0
S2	5,964.0	5,964.0	6,043.3
S3	5,873.0	5,921.0	6,035.0
S4	5,782.0	5,830.0	6,010.0

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,755.5	7,512.0	6,386.9
R3	7,147.5	6,904.0	6,219.7
R2	6,539.5	6,539.5	6,164.0
R1	6,296.0	6,296.0	6,108.2	6,417.8
PP	5,931.5	5,931.5	5,931.5	5,992.4
S1	5,688.0	5,688.0	5,996.8	5,809.8
S2	5,323.5	5,323.5	5,941.0
S3	4,715.5	5,080.0	5,885.3
S4	4,107.5	4,472.0	5,718.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,175.0	5,704.5	470.5	7.8%	176.0	2.9%	76%	False	False	170,113
10	6,175.0	5,366.0	809.0	13.3%	166.3	2.7%	86%	False	False	170,596
20	6,175.0	5,366.0	809.0	13.3%	189.5	3.1%	86%	False	False	178,334
40	6,442.0	5,366.0	1,076.0	17.8%	199.0	3.3%	64%	False	False	179,895
60	6,442.0	4,972.5	1,469.5	24.2%	206.7	3.4%	74%	False	False	183,048
80	6,442.0	4,971.0	1,471.0	24.3%	202.5	3.3%	74%	False	False	138,676
100	7,425.0	4,971.0	2,454.0	40.5%	214.3	3.5%	44%	False	False	111,106
120	7,575.5	4,971.0	2,604.5	43.0%	195.5	3.2%	42%	False	False	92,647

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.8
Narrowest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	6,484.8
2.618	6,336.2
1.618	6,245.2
1.000	6,189.0
0.618	6,154.2
HIGH	6,098.0
0.618	6,063.2
0.500	6,052.5
0.382	6,041.8
LOW	6,007.0
0.618	5,950.8
1.000	5,916.0
1.618	5,859.8
2.618	5,768.8
4.250	5,620.3

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	6,057.5	6,091.0
PP	6,055.0	6,080.7
S1	6,052.5	6,070.3

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

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