DAX Index Future March 2012

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	5,805.5	5,927.5	122.0	2.1%	5,632.0
High	5,895.0	5,937.5	42.5	0.7%	5,976.0
Low	5,804.0	5,851.5	47.5	0.8%	5,614.5
Close	5,886.5	5,907.5	21.0	0.4%	5,907.5
Range	91.0	86.0	-5.0	-5.5%	361.5
ATR	182.3	175.4	-6.9	-3.8%	0.0
Volume	94,597	49,958	-44,639	-47.2%	550,374

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,156.8	6,118.2	5,954.8
R3	6,070.8	6,032.2	5,931.2
R2	5,984.8	5,984.8	5,923.3
R1	5,946.2	5,946.2	5,915.4	5,922.5
PP	5,898.8	5,898.8	5,898.8	5,887.0
S1	5,860.2	5,860.2	5,899.6	5,836.5
S2	5,812.8	5,812.8	5,891.7
S3	5,726.8	5,774.2	5,883.9
S4	5,640.8	5,688.2	5,860.2

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,917.2	6,773.8	6,106.3
R3	6,555.7	6,412.3	6,006.9
R2	6,194.2	6,194.2	5,973.8
R1	6,050.8	6,050.8	5,940.6	6,122.5
PP	5,832.7	5,832.7	5,832.7	5,868.5
S1	5,689.3	5,689.3	5,874.4	5,761.0
S2	5,471.2	5,471.2	5,841.2
S3	5,109.7	5,327.8	5,808.1
S4	4,748.2	4,966.3	5,708.7

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%	159.2	2.7%	81%	False	False	110,074
10	6,014.5	5,614.5	400.0	6.8%	158.7	2.7%	73%	False	False	102,931
20	6,180.0	5,585.0	595.0	10.1%	172.8	2.9%	54%	False	False	52,860
40	6,329.0	5,382.0	947.0	16.0%	186.5	3.2%	55%	False	False	26,764
60	6,456.0	5,147.5	1,308.5	22.1%	184.4	3.1%	58%	False	False	18,041
80	6,456.0	4,988.0	1,468.0	24.8%	190.4	3.2%	63%	False	False	14,542
100	6,456.0	4,988.0	1,468.0	24.8%	199.4	3.4%	63%	False	False	11,668
120	7,454.0	4,988.0	2,466.0	41.7%	189.1	3.2%	37%	False	False	9,741

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	24.7
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,303.0
2.618	6,162.6
1.618	6,076.6
1.000	6,023.5
0.618	5,990.6
HIGH	5,937.5
0.618	5,904.6
0.500	5,894.5
0.382	5,884.4
LOW	5,851.5
0.618	5,798.4
1.000	5,765.5
1.618	5,712.4
2.618	5,626.4
4.250	5,486.0

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	5,903.2	5,896.5
PP	5,898.8	5,885.5
S1	5,894.5	5,874.5

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

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