DAX Index Future March 2012

Trading Metrics calculated at close of trading on 28-Dec-2011

Day Change Summary
	Previous	Current
	27-Dec-2011	28-Dec-2011	Change	Change %	Previous Week
Open	5,905.0	5,865.5	-39.5	-0.7%	5,632.0
High	5,932.0	5,910.0	-22.0	-0.4%	5,976.0
Low	5,884.5	5,774.0	-110.5	-1.9%	5,614.5
Close	5,901.5	5,781.0	-120.5	-2.0%	5,907.5
Range	47.5	136.0	88.5	186.3%	361.5
ATR	166.3	164.1	-2.2	-1.3%	0.0
Volume	32,189	76,155	43,966	136.6%	550,374

Daily Pivots for day following 28-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,229.7	6,141.3	5,855.8
R3	6,093.7	6,005.3	5,818.4
R2	5,957.7	5,957.7	5,805.9
R1	5,869.3	5,869.3	5,793.5	5,845.5
PP	5,821.7	5,821.7	5,821.7	5,809.8
S1	5,733.3	5,733.3	5,768.5	5,709.5
S2	5,685.7	5,685.7	5,756.1
S3	5,549.7	5,597.3	5,743.6
S4	5,413.7	5,461.3	5,706.2

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	5,773.0	203.0	3.5%	112.7	1.9%	4%	False	False	80,948
10	5,976.0	5,614.5	361.5	6.3%	136.9	2.4%	46%	False	False	101,288
20	6,180.0	5,614.5	565.5	9.8%	166.5	2.9%	29%	False	False	58,180
40	6,202.0	5,382.0	820.0	14.2%	179.4	3.1%	49%	False	False	29,455
60	6,456.0	5,288.0	1,168.0	20.2%	182.0	3.1%	42%	False	False	19,828
80	6,456.0	4,988.0	1,468.0	25.4%	188.0	3.3%	54%	False	False	15,889
100	6,456.0	4,988.0	1,468.0	25.4%	191.2	3.3%	54%	False	False	12,748
120	7,454.0	4,988.0	2,466.0	42.7%	188.0	3.3%	32%	False	False	10,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	26.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,488.0
2.618	6,266.0
1.618	6,130.0
1.000	6,046.0
0.618	5,994.0
HIGH	5,910.0
0.618	5,858.0
0.500	5,842.0
0.382	5,826.0
LOW	5,774.0
0.618	5,690.0
1.000	5,638.0
1.618	5,554.0
2.618	5,418.0
4.250	5,196.0

Fisher Pivots for day following 28-Dec-2011
Pivot	1 day	3 day
R1	5,842.0	5,855.8
PP	5,821.7	5,830.8
S1	5,801.3	5,805.9

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

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