DAX Index Future March 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	6,875.0	6,891.5	16.5	0.2%	6,958.5
High	6,904.5	6,970.0	65.5	0.9%	6,975.5
Low	6,810.5	6,842.5	32.0	0.5%	6,732.0
Close	6,891.5	6,848.5	-43.0	-0.6%	6,868.0
Range	94.0	127.5	33.5	35.6%	243.5
ATR	116.1	116.9	0.8	0.7%	0.0
Volume	146,823	168,079	21,256	14.5%	546,295

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,269.5	7,186.5	6,918.6
R3	7,142.0	7,059.0	6,883.6
R2	7,014.5	7,014.5	6,871.9
R1	6,931.5	6,931.5	6,860.2	6,909.3
PP	6,887.0	6,887.0	6,887.0	6,875.9
S1	6,804.0	6,804.0	6,836.8	6,781.8
S2	6,759.5	6,759.5	6,825.1
S3	6,632.0	6,676.5	6,813.4
S4	6,504.5	6,549.0	6,778.4

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	6,970.0	6,732.0	238.0	3.5%	118.4	1.7%	49%	True	False	145,231
10	6,975.5	6,653.0	322.5	4.7%	115.6	1.7%	61%	False	False	145,185
20	6,975.5	6,465.5	510.0	7.4%	112.5	1.6%	75%	False	False	142,641
40	6,975.5	5,992.5	983.0	14.4%	108.8	1.6%	87%	False	False	142,445
60	6,975.5	5,614.5	1,361.0	19.9%	123.9	1.8%	91%	False	False	116,870
80	6,975.5	5,382.0	1,593.5	23.3%	139.1	2.0%	92%	False	False	87,903
100	6,975.5	5,382.0	1,593.5	23.3%	150.7	2.2%	92%	False	False	70,429
120	6,975.5	4,988.0	1,987.5	29.0%	160.4	2.3%	94%	False	False	59,360

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	27.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,511.9
2.618	7,303.8
1.618	7,176.3
1.000	7,097.5
0.618	7,048.8
HIGH	6,970.0
0.618	6,921.3
0.500	6,906.3
0.382	6,891.2
LOW	6,842.5
0.618	6,763.7
1.000	6,715.0
1.618	6,636.2
2.618	6,508.7
4.250	6,300.6

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	6,906.3	6,857.0
PP	6,887.0	6,854.2
S1	6,867.8	6,851.3

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

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