DAX Index Future March 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	6,400.0	6,427.0	27.0	0.4%	6,278.0
High	6,427.0	6,440.0	13.0	0.2%	6,440.0
Low	6,336.0	6,376.0	40.0	0.6%	6,267.5
Close	6,411.0	6,440.0	29.0	0.5%	6,440.0
Range	91.0	64.0	-27.0	-29.7%	172.5
ATR	140.1	134.7	-5.4	-3.9%	0.0
Volume	139,910	141,060	1,150	0.8%	594,884

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,610.7	6,589.3	6,475.2
R3	6,546.7	6,525.3	6,457.6
R2	6,482.7	6,482.7	6,451.7
R1	6,461.3	6,461.3	6,445.9	6,472.0
PP	6,418.7	6,418.7	6,418.7	6,424.0
S1	6,397.3	6,397.3	6,434.1	6,408.0
S2	6,354.7	6,354.7	6,428.3
S3	6,290.7	6,333.3	6,422.4
S4	6,226.7	6,269.3	6,404.8

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,900.0	6,842.5	6,534.9
R3	6,727.5	6,670.0	6,487.4
R2	6,555.0	6,555.0	6,471.6
R1	6,497.5	6,497.5	6,455.8	6,526.3
PP	6,382.5	6,382.5	6,382.5	6,396.9
S1	6,325.0	6,325.0	6,424.2	6,353.8
S2	6,210.0	6,210.0	6,408.4
S3	6,037.5	6,152.5	6,392.6
S4	5,865.0	5,980.0	6,345.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,440.0	6,067.0	373.0	5.8%	110.5	1.7%	100%	True	False	155,404
10	6,440.0	5,992.5	447.5	6.9%	109.9	1.7%	100%	True	False	148,960
20	6,440.0	5,774.0	666.0	10.3%	106.7	1.7%	100%	True	False	114,643
40	6,440.0	5,382.0	1,058.0	16.4%	143.1	2.2%	100%	True	False	80,219
60	6,456.0	5,382.0	1,074.0	16.7%	163.2	2.5%	99%	False	False	53,671
80	6,456.0	5,147.5	1,308.5	20.3%	167.2	2.6%	99%	False	False	40,398
100	6,456.0	4,988.0	1,468.0	22.8%	174.4	2.7%	99%	False	False	33,121
120	6,802.5	4,988.0	1,814.5	28.2%	188.9	2.9%	80%	False	False	27,629

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	26.6
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	6,712.0
2.618	6,607.6
1.618	6,543.6
1.000	6,504.0
0.618	6,479.6
HIGH	6,440.0
0.618	6,415.6
0.500	6,408.0
0.382	6,400.4
LOW	6,376.0
0.618	6,336.4
1.000	6,312.0
1.618	6,272.4
2.618	6,208.4
4.250	6,104.0

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	6,429.3	6,414.3
PP	6,418.7	6,388.5
S1	6,408.0	6,362.8

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

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