DAX Index Future March 2012

Trading Metrics calculated at close of trading on 23-Jan-2012

Day Change Summary
	Previous	Current
	20-Jan-2012	23-Jan-2012	Change	Change %	Previous Week
Open	6,427.0	6,415.5	-11.5	-0.2%	6,278.0
High	6,440.0	6,480.0	40.0	0.6%	6,440.0
Low	6,376.0	6,355.5	-20.5	-0.3%	6,267.5
Close	6,440.0	6,437.0	-3.0	0.0%	6,440.0
Range	64.0	124.5	60.5	94.5%	172.5
ATR	134.7	133.9	-0.7	-0.5%	0.0
Volume	141,060	136,047	-5,013	-3.6%	594,884

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,797.7	6,741.8	6,505.5
R3	6,673.2	6,617.3	6,471.2
R2	6,548.7	6,548.7	6,459.8
R1	6,492.8	6,492.8	6,448.4	6,520.8
PP	6,424.2	6,424.2	6,424.2	6,438.1
S1	6,368.3	6,368.3	6,425.6	6,396.3
S2	6,299.7	6,299.7	6,414.2
S3	6,175.2	6,243.8	6,402.8
S4	6,050.7	6,119.3	6,368.5

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	6,480.0	6,267.5	212.5	3.3%	95.9	1.5%	80%	True	False	146,186
10	6,480.0	5,992.5	487.5	7.6%	108.0	1.7%	91%	True	False	148,756
20	6,480.0	5,774.0	706.0	11.0%	108.4	1.7%	94%	True	False	116,715
40	6,480.0	5,382.0	1,098.0	17.1%	142.3	2.2%	96%	True	False	83,591
60	6,480.0	5,382.0	1,098.0	17.1%	161.0	2.5%	96%	True	False	55,920
80	6,480.0	5,147.5	1,332.5	20.7%	166.6	2.6%	97%	True	False	42,095
100	6,480.0	4,988.0	1,492.0	23.2%	174.4	2.7%	97%	True	False	34,480
120	6,487.0	4,988.0	1,499.0	23.3%	186.0	2.9%	97%	False	False	28,761

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,009.1
2.618	6,805.9
1.618	6,681.4
1.000	6,604.5
0.618	6,556.9
HIGH	6,480.0
0.618	6,432.4
0.500	6,417.8
0.382	6,403.1
LOW	6,355.5
0.618	6,278.6
1.000	6,231.0
1.618	6,154.1
2.618	6,029.6
4.250	5,826.4

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	6,430.6	6,427.3
PP	6,424.2	6,417.7
S1	6,417.8	6,408.0

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

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