DAX Index Future March 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	6,105.0	6,133.5	28.5	0.5%	5,905.0
High	6,186.0	6,170.0	-16.0	-0.3%	5,932.0
Low	6,078.0	6,092.5	14.5	0.2%	5,774.0
Close	6,147.5	6,128.0	-19.5	-0.3%	5,900.0
Range	108.0	77.5	-30.5	-28.2%	158.0
ATR	155.2	149.7	-5.6	-3.6%	0.0
Volume	135,428	114,809	-20,619	-15.2%	210,580

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,362.7	6,322.8	6,170.6
R3	6,285.2	6,245.3	6,149.3
R2	6,207.7	6,207.7	6,142.2
R1	6,167.8	6,167.8	6,135.1	6,149.0
PP	6,130.2	6,130.2	6,130.2	6,120.8
S1	6,090.3	6,090.3	6,120.9	6,071.5
S2	6,052.7	6,052.7	6,113.8
S3	5,975.2	6,012.8	6,106.7
S4	5,897.7	5,935.3	6,085.4

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,342.7	6,279.3	5,986.9
R3	6,184.7	6,121.3	5,943.5
R2	6,026.7	6,026.7	5,929.0
R1	5,963.3	5,963.3	5,914.5	5,916.0
PP	5,868.7	5,868.7	5,868.7	5,845.0
S1	5,805.3	5,805.3	5,885.5	5,758.0
S2	5,710.7	5,710.7	5,871.0
S3	5,552.7	5,647.3	5,856.6
S4	5,394.7	5,489.3	5,813.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,186.0	5,780.5	405.5	6.6%	114.2	1.9%	86%	False	False	81,575
10	6,186.0	5,773.0	413.0	6.7%	113.5	1.9%	86%	False	False	81,261
20	6,186.0	5,614.5	571.5	9.3%	153.3	2.5%	90%	False	False	78,066
40	6,186.0	5,382.0	804.0	13.1%	166.0	2.7%	93%	False	False	39,605
60	6,456.0	5,382.0	1,074.0	17.5%	176.4	2.9%	69%	False	False	26,576
80	6,456.0	5,001.0	1,455.0	23.7%	183.1	3.0%	77%	False	False	20,720
100	6,456.0	4,988.0	1,468.0	24.0%	181.8	3.0%	78%	False	False	16,817
120	7,454.0	4,988.0	2,466.0	40.2%	190.2	3.1%	46%	False	False	14,038

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,499.4
2.618	6,372.9
1.618	6,295.4
1.000	6,247.5
0.618	6,217.9
HIGH	6,170.0
0.618	6,140.4
0.500	6,131.3
0.382	6,122.1
LOW	6,092.5
0.618	6,044.6
1.000	6,015.0
1.618	5,967.1
2.618	5,889.6
4.250	5,763.1

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	6,131.3	6,096.3
PP	6,130.2	6,064.7
S1	6,129.1	6,033.0

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

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