DAX Index Future March 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	6,853.0	6,864.5	11.5	0.2%	6,884.5
High	6,915.0	6,924.0	9.0	0.1%	6,915.0
Low	6,831.5	6,848.0	16.5	0.2%	6,602.0
Close	6,889.5	6,898.0	8.5	0.1%	6,889.5
Range	83.5	76.0	-7.5	-9.0%	313.0
ATR	124.9	121.4	-3.5	-2.8%	0.0
Volume	132,674	157,832	25,158	19.0%	794,407

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,118.0	7,084.0	6,939.8
R3	7,042.0	7,008.0	6,918.9
R2	6,966.0	6,966.0	6,911.9
R1	6,932.0	6,932.0	6,905.0	6,949.0
PP	6,890.0	6,890.0	6,890.0	6,898.5
S1	6,856.0	6,856.0	6,891.0	6,873.0
S2	6,814.0	6,814.0	6,884.1
S3	6,738.0	6,780.0	6,877.1
S4	6,662.0	6,704.0	6,856.2

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,741.2	7,628.3	7,061.7
R3	7,428.2	7,315.3	6,975.6
R2	7,115.2	7,115.2	6,946.9
R1	7,002.3	7,002.3	6,918.2	7,058.8
PP	6,802.2	6,802.2	6,802.2	6,830.4
S1	6,689.3	6,689.3	6,860.8	6,745.8
S2	6,489.2	6,489.2	6,832.1
S3	6,176.2	6,376.3	6,803.4
S4	5,863.2	6,063.3	6,717.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,924.0	6,602.0	322.0	4.7%	134.7	2.0%	92%	True	False	162,880
10	6,970.0	6,602.0	368.0	5.3%	119.7	1.7%	80%	False	False	152,966
20	6,975.5	6,602.0	373.5	5.4%	115.0	1.7%	79%	False	False	146,078
40	6,975.5	6,067.0	908.5	13.2%	112.3	1.6%	91%	False	False	145,181
60	6,975.5	5,614.5	1,361.0	19.7%	116.4	1.7%	94%	False	False	133,352
80	6,975.5	5,382.0	1,593.5	23.1%	130.1	1.9%	95%	False	False	103,029
100	6,975.5	5,382.0	1,593.5	23.1%	145.8	2.1%	95%	False	False	82,535
120	6,975.5	5,001.0	1,974.5	28.6%	153.9	2.2%	96%	False	False	68,868

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,247.0
2.618	7,123.0
1.618	7,047.0
1.000	7,000.0
0.618	6,971.0
HIGH	6,924.0
0.618	6,895.0
0.500	6,886.0
0.382	6,877.0
LOW	6,848.0
0.618	6,801.0
1.000	6,772.0
1.618	6,725.0
2.618	6,649.0
4.250	6,525.0

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	6,894.0	6,869.2
PP	6,890.0	6,840.3
S1	6,886.0	6,811.5

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

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