DAX Index Future March 2012

Trading Metrics calculated at close of trading on 21-Dec-2011

Day Change Summary
	Previous	Current
	20-Dec-2011	21-Dec-2011	Change	Change %	Previous Week
Open	5,675.0	5,891.0	216.0	3.8%	6,014.5
High	5,888.0	5,976.0	88.0	1.5%	6,014.5
Low	5,643.5	5,773.0	129.5	2.3%	5,658.0
Close	5,885.0	5,831.0	-54.0	-0.9%	5,675.0
Range	244.5	203.0	-41.5	-17.0%	356.5
ATR	188.2	189.3	1.1	0.6%	0.0
Volume	128,921	151,842	22,921	17.8%	478,936

Daily Pivots for day following 21-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,469.0	6,353.0	5,942.7
R3	6,266.0	6,150.0	5,886.8
R2	6,063.0	6,063.0	5,868.2
R1	5,947.0	5,947.0	5,849.6	5,903.5
PP	5,860.0	5,860.0	5,860.0	5,838.3
S1	5,744.0	5,744.0	5,812.4	5,700.5
S2	5,657.0	5,657.0	5,793.8
S3	5,454.0	5,541.0	5,775.2
S4	5,251.0	5,338.0	5,719.4

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,852.0	6,620.0	5,871.1
R3	6,495.5	6,263.5	5,773.0
R2	6,139.0	6,139.0	5,740.4
R1	5,907.0	5,907.0	5,707.7	5,844.8
PP	5,782.5	5,782.5	5,782.5	5,751.4
S1	5,550.5	5,550.5	5,642.3	5,488.3
S2	5,426.0	5,426.0	5,609.6
S3	5,069.5	5,194.0	5,577.0
S4	4,713.0	4,837.5	5,478.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,976.0	5,614.5	361.5	6.2%	181.4	3.1%	60%	True	False	135,606
10	6,086.5	5,614.5	472.0	8.1%	191.7	3.3%	46%	False	False	89,791
20	6,180.0	5,382.0	798.0	13.7%	179.6	3.1%	56%	False	False	45,796
40	6,456.0	5,382.0	1,074.0	18.4%	191.5	3.3%	42%	False	False	23,184
60	6,456.0	5,147.5	1,308.5	22.4%	187.3	3.2%	52%	False	False	15,649
80	6,456.0	4,988.0	1,468.0	25.2%	191.3	3.3%	57%	False	False	12,741
100	6,802.5	4,988.0	1,814.5	31.1%	205.4	3.5%	46%	False	False	10,227
120	7,570.5	4,988.0	2,582.5	44.3%	188.0	3.2%	33%	False	False	8,537

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	True
Stretch	30.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,838.8
2.618	6,507.5
1.618	6,304.5
1.000	6,179.0
0.618	6,101.5
HIGH	5,976.0
0.618	5,898.5
0.500	5,874.5
0.382	5,850.5
LOW	5,773.0
0.618	5,647.5
1.000	5,570.0
1.618	5,444.5
2.618	5,241.5
4.250	4,910.3

Fisher Pivots for day following 21-Dec-2011
Pivot	1 day	3 day
R1	5,874.5	5,819.1
PP	5,860.0	5,807.2
S1	5,845.5	5,795.3

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

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