DAX Index Future March 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	6,833.5	6,826.5	-7.0	-0.1%	6,958.5
High	6,893.5	6,872.5	-21.0	-0.3%	6,975.5
Low	6,827.5	6,744.0	-83.5	-1.2%	6,732.0
Close	6,868.0	6,849.0	-19.0	-0.3%	6,868.0
Range	66.0	128.5	62.5	94.7%	243.5
ATR	117.0	117.8	0.8	0.7%	0.0
Volume	108,322	139,884	31,562	29.1%	546,295

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,207.3	7,156.7	6,919.7
R3	7,078.8	7,028.2	6,884.3
R2	6,950.3	6,950.3	6,872.6
R1	6,899.7	6,899.7	6,860.8	6,925.0
PP	6,821.8	6,821.8	6,821.8	6,834.5
S1	6,771.2	6,771.2	6,837.2	6,796.5
S2	6,693.3	6,693.3	6,825.4
S3	6,564.8	6,642.7	6,813.7
S4	6,436.3	6,514.2	6,778.3

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,589.0	7,472.0	7,001.9
R3	7,345.5	7,228.5	6,935.0
R2	7,102.0	7,102.0	6,912.6
R1	6,985.0	6,985.0	6,890.3	6,921.8
PP	6,858.5	6,858.5	6,858.5	6,826.9
S1	6,741.5	6,741.5	6,845.7	6,678.3
S2	6,615.0	6,615.0	6,823.4
S3	6,371.5	6,498.0	6,801.0
S4	6,128.0	6,254.5	6,734.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,975.5	6,732.0	243.5	3.6%	115.1	1.7%	48%	False	False	137,235
10	6,975.5	6,653.0	322.5	4.7%	110.2	1.6%	61%	False	False	139,189
20	6,975.5	6,416.0	559.5	8.2%	109.6	1.6%	77%	False	False	140,242
40	6,975.5	5,822.0	1,153.5	16.8%	110.3	1.6%	89%	False	False	136,857
60	6,975.5	5,614.5	1,361.0	19.9%	123.9	1.8%	91%	False	False	111,717
80	6,975.5	5,382.0	1,593.5	23.3%	144.0	2.1%	92%	False	False	83,981
100	6,975.5	5,382.0	1,593.5	23.3%	151.9	2.2%	92%	False	False	67,293
120	6,975.5	4,988.0	1,987.5	29.0%	161.9	2.4%	94%	False	False	56,762

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	25.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,418.6
2.618	7,208.9
1.618	7,080.4
1.000	7,001.0
0.618	6,951.9
HIGH	6,872.5
0.618	6,823.4
0.500	6,808.3
0.382	6,793.1
LOW	6,744.0
0.618	6,664.6
1.000	6,615.5
1.618	6,536.1
2.618	6,407.6
4.250	6,197.9

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	6,835.4	6,839.3
PP	6,821.8	6,829.7
S1	6,808.3	6,820.0

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

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