DAX Index Future March 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	5,927.5	5,905.0	-22.5	-0.4%	5,632.0
High	5,937.5	5,932.0	-5.5	-0.1%	5,976.0
Low	5,851.5	5,884.5	33.0	0.6%	5,614.5
Close	5,907.5	5,901.5	-6.0	-0.1%	5,907.5
Range	86.0	47.5	-38.5	-44.8%	361.5
ATR	175.4	166.3	-9.1	-5.2%	0.0
Volume	49,958	32,189	-17,769	-35.6%	550,374

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,048.5	6,022.5	5,927.6
R3	6,001.0	5,975.0	5,914.6
R2	5,953.5	5,953.5	5,910.2
R1	5,927.5	5,927.5	5,905.9	5,916.8
PP	5,906.0	5,906.0	5,906.0	5,900.6
S1	5,880.0	5,880.0	5,897.1	5,869.3
S2	5,858.5	5,858.5	5,892.8
S3	5,811.0	5,832.5	5,888.4
S4	5,763.5	5,785.0	5,875.4

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	5,643.5	332.5	5.6%	134.4	2.3%	78%	False	False	91,501
10	5,976.0	5,614.5	361.5	6.1%	138.7	2.4%	79%	False	False	101,404
20	6,180.0	5,614.5	565.5	9.6%	166.2	2.8%	51%	False	False	54,412
40	6,202.0	5,382.0	820.0	13.9%	182.5	3.1%	63%	False	False	27,561
60	6,456.0	5,147.5	1,308.5	22.2%	182.6	3.1%	58%	False	False	18,569
80	6,456.0	4,988.0	1,468.0	24.9%	188.3	3.2%	62%	False	False	14,940
100	6,456.0	4,988.0	1,468.0	24.9%	194.7	3.3%	62%	False	False	11,989
120	7,454.0	4,988.0	2,466.0	41.8%	188.2	3.2%	37%	False	False	10,008

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	26.8
Narrowest range in 111 trading days

Fibonacci Retracements and Extensions
4.250	6,133.9
2.618	6,056.4
1.618	6,008.9
1.000	5,979.5
0.618	5,961.4
HIGH	5,932.0
0.618	5,913.9
0.500	5,908.3
0.382	5,902.6
LOW	5,884.5
0.618	5,855.1
1.000	5,837.0
1.618	5,807.6
2.618	5,760.1
4.250	5,682.6

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	5,908.3	5,891.3
PP	5,906.0	5,881.0
S1	5,903.8	5,870.8

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

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