DAX Index Future March 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	6,238.0	6,278.0	40.0	0.6%	6,022.5
High	6,264.5	6,349.0	84.5	1.3%	6,264.5
Low	6,067.0	6,267.5	200.5	3.3%	5,992.5
Close	6,134.5	6,327.5	193.0	3.1%	6,134.5
Range	197.5	81.5	-116.0	-58.7%	272.0
ATR	140.5	145.8	5.3	3.8%	0.0
Volume	182,140	151,377	-30,763	-16.9%	756,636

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,559.2	6,524.8	6,372.3
R3	6,477.7	6,443.3	6,349.9
R2	6,396.2	6,396.2	6,342.4
R1	6,361.8	6,361.8	6,335.0	6,379.0
PP	6,314.7	6,314.7	6,314.7	6,323.3
S1	6,280.3	6,280.3	6,320.0	6,297.5
S2	6,233.2	6,233.2	6,312.6
S3	6,151.7	6,198.8	6,305.1
S4	6,070.2	6,117.3	6,282.7

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,946.5	6,812.5	6,284.1
R3	6,674.5	6,540.5	6,209.3
R2	6,402.5	6,402.5	6,184.4
R1	6,268.5	6,268.5	6,159.4	6,335.5
PP	6,130.5	6,130.5	6,130.5	6,164.0
S1	5,996.5	5,996.5	6,109.6	6,063.5
S2	5,858.5	5,858.5	6,084.6
S3	5,586.5	5,724.5	6,059.7
S4	5,314.5	5,452.5	5,984.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,349.0	6,067.0	282.0	4.5%	118.1	1.9%	92%	True	False	154,935
10	6,349.0	5,992.5	356.5	5.6%	111.4	1.8%	94%	True	False	143,882
20	6,349.0	5,614.5	734.5	11.6%	124.0	2.0%	97%	True	False	112,758
40	6,349.0	5,382.0	967.0	15.3%	147.6	2.3%	98%	True	False	69,195
60	6,456.0	5,382.0	1,074.0	17.0%	166.6	2.6%	88%	False	False	46,305
80	6,456.0	5,100.0	1,356.0	21.4%	172.9	2.7%	91%	False	False	34,873
100	6,456.0	4,988.0	1,468.0	23.2%	174.8	2.8%	91%	False	False	28,692
120	7,350.0	4,988.0	2,362.0	37.3%	192.6	3.0%	57%	False	False	23,938

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	28.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,695.4
2.618	6,562.4
1.618	6,480.9
1.000	6,430.5
0.618	6,399.4
HIGH	6,349.0
0.618	6,317.9
0.500	6,308.3
0.382	6,298.6
LOW	6,267.5
0.618	6,217.1
1.000	6,186.0
1.618	6,135.6
2.618	6,054.1
4.250	5,921.1

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	6,321.1	6,287.7
PP	6,314.7	6,247.8
S1	6,308.3	6,208.0

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

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