DAX Index Future March 2012

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	24-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	5,505.5	5,464.5	-41.0	-0.7%	5,776.0
High	5,575.0	5,537.0	-38.0	-0.7%	5,789.0
Low	5,418.0	5,382.0	-36.0	-0.7%	5,382.0
Close	5,450.5	5,496.5	46.0	0.8%	5,496.5
Range	157.0	155.0	-2.0	-1.3%	407.0
ATR	198.7	195.6	-3.1	-1.6%	0.0
Volume	1,163	2,100	937	80.6%	5,793

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,936.8	5,871.7	5,581.8
R3	5,781.8	5,716.7	5,539.1
R2	5,626.8	5,626.8	5,524.9
R1	5,561.7	5,561.7	5,510.7	5,594.3
PP	5,471.8	5,471.8	5,471.8	5,488.1
S1	5,406.7	5,406.7	5,482.3	5,439.3
S2	5,316.8	5,316.8	5,468.1
S3	5,161.8	5,251.7	5,453.9
S4	5,006.8	5,096.7	5,411.3

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,776.8	6,543.7	5,720.4
R3	6,369.8	6,136.7	5,608.4
R2	5,962.8	5,962.8	5,571.1
R1	5,729.7	5,729.7	5,533.8	5,642.8
PP	5,555.8	5,555.8	5,555.8	5,512.4
S1	5,322.7	5,322.7	5,459.2	5,235.8
S2	5,148.8	5,148.8	5,421.9
S3	4,741.8	4,915.7	5,384.6
S4	4,334.8	4,508.7	5,272.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,789.0	5,382.0	407.0	7.4%	152.8	2.8%	28%	False	True	1,158
10	6,134.0	5,382.0	752.0	13.7%	161.6	2.9%	15%	False	True	755
20	6,329.0	5,382.0	947.0	17.2%	200.2	3.6%	12%	False	True	669
40	6,456.0	5,147.5	1,308.5	23.8%	190.2	3.5%	27%	False	False	632
60	6,456.0	4,988.0	1,468.0	26.7%	196.2	3.6%	35%	False	False	1,769
80	6,456.0	4,988.0	1,468.0	26.7%	206.0	3.7%	35%	False	False	1,370
100	7,454.0	4,988.0	2,466.0	44.9%	192.4	3.5%	21%	False	False	1,117

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,195.8
2.618	5,942.8
1.618	5,787.8
1.000	5,692.0
0.618	5,632.8
HIGH	5,537.0
0.618	5,477.8
0.500	5,459.5
0.382	5,441.2
LOW	5,382.0
0.618	5,286.2
1.000	5,227.0
1.618	5,131.2
2.618	4,976.2
4.250	4,723.3

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	5,484.2	5,493.8
PP	5,471.8	5,491.2
S1	5,459.5	5,488.5

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

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