DAX Index Future March 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	6,524.0	6,492.0	-32.0	-0.5%	6,415.5
High	6,579.0	6,496.5	-82.5	-1.3%	6,579.0
Low	6,486.0	6,416.0	-70.0	-1.1%	6,338.0
Close	6,523.0	6,478.0	-45.0	-0.7%	6,523.0
Range	93.0	80.5	-12.5	-13.4%	241.0
ATR	128.4	126.8	-1.5	-1.2%	0.0
Volume	140,742	125,790	-14,952	-10.6%	695,727

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,705.0	6,672.0	6,522.3
R3	6,624.5	6,591.5	6,500.1
R2	6,544.0	6,544.0	6,492.8
R1	6,511.0	6,511.0	6,485.4	6,487.3
PP	6,463.5	6,463.5	6,463.5	6,451.6
S1	6,430.5	6,430.5	6,470.6	6,406.8
S2	6,383.0	6,383.0	6,463.2
S3	6,302.5	6,350.0	6,455.9
S4	6,222.0	6,269.5	6,433.7

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,203.0	7,104.0	6,655.6
R3	6,962.0	6,863.0	6,589.3
R2	6,721.0	6,721.0	6,567.2
R1	6,622.0	6,622.0	6,545.1	6,671.5
PP	6,480.0	6,480.0	6,480.0	6,504.8
S1	6,381.0	6,381.0	6,500.9	6,430.5
S2	6,239.0	6,239.0	6,478.8
S3	5,998.0	6,140.0	6,456.7
S4	5,757.0	5,899.0	6,390.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,579.0	6,338.0	241.0	3.7%	101.5	1.6%	58%	False	False	137,094
10	6,579.0	6,267.5	311.5	4.8%	98.7	1.5%	68%	False	False	141,640
20	6,579.0	5,880.0	699.0	10.8%	111.1	1.7%	86%	False	False	137,962
40	6,579.0	5,614.5	964.5	14.9%	130.4	2.0%	90%	False	False	100,475
60	6,579.0	5,382.0	1,197.0	18.5%	150.4	2.3%	92%	False	False	67,310
80	6,579.0	5,382.0	1,197.0	18.5%	160.9	2.5%	92%	False	False	50,615
100	6,579.0	4,988.0	1,591.0	24.6%	171.7	2.6%	94%	False	False	41,312
120	6,579.0	4,988.0	1,591.0	24.6%	171.4	2.6%	94%	False	False	34,464

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	24.7
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,838.6
2.618	6,707.2
1.618	6,626.7
1.000	6,577.0
0.618	6,546.2
HIGH	6,496.5
0.618	6,465.7
0.500	6,456.3
0.382	6,446.8
LOW	6,416.0
0.618	6,366.3
1.000	6,335.5
1.618	6,285.8
2.618	6,205.3
4.250	6,073.9

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	6,470.8	6,497.5
PP	6,463.5	6,491.0
S1	6,456.3	6,484.5

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

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