DAX Index Future March 2012

Trading Metrics calculated at close of trading on 22-Dec-2011

Day Change Summary
	Previous	Current
	21-Dec-2011	22-Dec-2011	Change	Change %	Previous Week
Open	5,891.0	5,805.5	-85.5	-1.5%	6,014.5
High	5,976.0	5,895.0	-81.0	-1.4%	6,014.5
Low	5,773.0	5,804.0	31.0	0.5%	5,658.0
Close	5,831.0	5,886.5	55.5	1.0%	5,675.0
Range	203.0	91.0	-112.0	-55.2%	356.5
ATR	189.3	182.3	-7.0	-3.7%	0.0
Volume	151,842	94,597	-57,245	-37.7%	478,936

Daily Pivots for day following 22-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,134.8	6,101.7	5,936.6
R3	6,043.8	6,010.7	5,911.5
R2	5,952.8	5,952.8	5,903.2
R1	5,919.7	5,919.7	5,894.8	5,936.3
PP	5,861.8	5,861.8	5,861.8	5,870.1
S1	5,828.7	5,828.7	5,878.2	5,845.3
S2	5,770.8	5,770.8	5,869.8
S3	5,679.8	5,737.7	5,861.5
S4	5,588.8	5,646.7	5,836.5

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	6.1%	169.8	2.9%	75%	False	False	131,116
10	6,030.0	5,614.5	415.5	7.1%	174.8	3.0%	65%	False	False	98,740
20	6,180.0	5,382.0	798.0	13.6%	176.3	3.0%	63%	False	False	50,467
40	6,453.0	5,382.0	1,071.0	18.2%	187.3	3.2%	47%	False	False	25,522
60	6,456.0	5,147.5	1,308.5	22.2%	186.0	3.2%	56%	False	False	17,221
80	6,456.0	4,988.0	1,468.0	24.9%	190.9	3.2%	61%	False	False	13,921
100	6,487.0	4,988.0	1,499.0	25.5%	201.6	3.4%	60%	False	False	11,170
120	7,520.0	4,988.0	2,532.0	43.0%	188.7	3.2%	35%	False	False	9,325

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	True
Bear Hook	False
Bull Hook	False
Stretch	29.2
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,281.8
2.618	6,133.2
1.618	6,042.2
1.000	5,986.0
0.618	5,951.2
HIGH	5,895.0
0.618	5,860.2
0.500	5,849.5
0.382	5,838.8
LOW	5,804.0
0.618	5,747.8
1.000	5,713.0
1.618	5,656.8
2.618	5,565.8
4.250	5,417.3

Fisher Pivots for day following 22-Dec-2011
Pivot	1 day	3 day
R1	5,874.2	5,860.9
PP	5,861.8	5,835.3
S1	5,849.5	5,809.8

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

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