DAX Index Future March 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	6,133.5	6,120.0	-13.5	-0.2%	5,905.0
High	6,170.0	6,149.0	-21.0	-0.3%	5,932.0
Low	6,092.5	6,045.5	-47.0	-0.8%	5,774.0
Close	6,128.0	6,130.0	2.0	0.0%	5,900.0
Range	77.5	103.5	26.0	33.5%	158.0
ATR	149.7	146.4	-3.3	-2.2%	0.0
Volume	114,809	142,487	27,678	24.1%	210,580

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,418.7	6,377.8	6,186.9
R3	6,315.2	6,274.3	6,158.5
R2	6,211.7	6,211.7	6,149.0
R1	6,170.8	6,170.8	6,139.5	6,191.3
PP	6,108.2	6,108.2	6,108.2	6,118.4
S1	6,067.3	6,067.3	6,120.5	6,087.8
S2	6,004.7	6,004.7	6,111.0
S3	5,901.2	5,963.8	6,101.5
S4	5,797.7	5,860.3	6,073.1

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	5,822.0	364.0	5.9%	113.7	1.9%	85%	False	False	96,823
10	6,186.0	5,774.0	412.0	6.7%	103.5	1.7%	86%	False	False	80,326
20	6,186.0	5,614.5	571.5	9.3%	147.6	2.4%	90%	False	False	85,058
40	6,186.0	5,382.0	804.0	13.1%	159.8	2.6%	93%	False	False	43,131
60	6,456.0	5,382.0	1,074.0	17.5%	174.3	2.8%	70%	False	False	28,935
80	6,456.0	5,001.0	1,455.0	23.7%	179.7	2.9%	78%	False	False	22,197
100	6,456.0	4,988.0	1,468.0	23.9%	181.8	3.0%	78%	False	False	18,240
120	7,454.0	4,988.0	2,466.0	40.2%	190.7	3.1%	46%	False	False	15,225

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,588.9
2.618	6,420.0
1.618	6,316.5
1.000	6,252.5
0.618	6,213.0
HIGH	6,149.0
0.618	6,109.5
0.500	6,097.3
0.382	6,085.0
LOW	6,045.5
0.618	5,981.5
1.000	5,942.0
1.618	5,878.0
2.618	5,774.5
4.250	5,605.6

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	6,119.1	6,125.3
PP	6,108.2	6,120.5
S1	6,097.3	6,115.8

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

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