DAX Index Future March 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	6,095.0	6,138.5	43.5	0.7%	5,890.0
High	6,198.0	6,187.0	-11.0	-0.2%	6,186.0
Low	6,075.0	6,110.5	35.5	0.6%	5,880.0
Close	6,169.5	6,180.0	10.5	0.2%	6,060.5
Range	123.0	76.5	-46.5	-37.8%	306.0
ATR	142.8	138.0	-4.7	-3.3%	0.0
Volume	150,077	133,773	-16,304	-10.9%	586,211

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,388.7	6,360.8	6,222.1
R3	6,312.2	6,284.3	6,201.0
R2	6,235.7	6,235.7	6,194.0
R1	6,207.8	6,207.8	6,187.0	6,221.8
PP	6,159.2	6,159.2	6,159.2	6,166.1
S1	6,131.3	6,131.3	6,173.0	6,145.3
S2	6,082.7	6,082.7	6,166.0
S3	6,006.2	6,054.8	6,159.0
S4	5,929.7	5,978.3	6,137.9

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,960.2	6,816.3	6,228.8
R3	6,654.2	6,510.3	6,144.7
R2	6,348.2	6,348.2	6,116.6
R1	6,204.3	6,204.3	6,088.6	6,276.3
PP	6,042.2	6,042.2	6,042.2	6,078.1
S1	5,898.3	5,898.3	6,032.5	5,970.3
S2	5,736.2	5,736.2	6,004.4
S3	5,430.2	5,592.3	5,976.4
S4	5,124.2	5,286.3	5,892.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,198.0	5,992.5	205.5	3.3%	107.5	1.7%	91%	False	False	139,551
10	6,198.0	5,780.5	417.5	6.8%	110.9	1.8%	96%	False	False	110,563
20	6,198.0	5,614.5	583.5	9.4%	123.9	2.0%	97%	False	False	105,925
40	6,198.0	5,382.0	816.0	13.2%	149.6	2.4%	98%	False	False	56,951
60	6,456.0	5,382.0	1,074.0	17.4%	168.4	2.7%	74%	False	False	38,152
80	6,456.0	5,001.0	1,455.0	23.5%	176.2	2.9%	81%	False	False	28,748
100	6,456.0	4,988.0	1,468.0	23.8%	177.7	2.9%	81%	False	False	23,786
120	7,414.5	4,988.0	2,426.5	39.3%	191.7	3.1%	49%	False	False	19,849

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.0
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6,512.1
2.618	6,387.3
1.618	6,310.8
1.000	6,263.5
0.618	6,234.3
HIGH	6,187.0
0.618	6,157.8
0.500	6,148.8
0.382	6,139.7
LOW	6,110.5
0.618	6,063.2
1.000	6,034.0
1.618	5,986.7
2.618	5,910.2
4.250	5,785.4

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	6,169.6	6,151.8
PP	6,159.2	6,123.5
S1	6,148.8	6,095.3

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

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