DAX Index Future March 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	7,080.5	7,150.0	69.5	1.0%	6,864.5
High	7,164.0	7,196.5	32.5	0.5%	7,196.5
Low	7,072.5	7,142.5	70.0	1.0%	6,848.0
Close	7,155.0	7,192.0	37.0	0.5%	7,192.0
Range	91.5	54.0	-37.5	-41.0%	348.5
ATR	118.4	113.8	-4.6	-3.9%	0.0
Volume	158,302	36,204	-122,098	-77.1%	828,676

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,339.0	7,319.5	7,221.7
R3	7,285.0	7,265.5	7,206.9
R2	7,231.0	7,231.0	7,201.9
R1	7,211.5	7,211.5	7,197.0	7,221.3
PP	7,177.0	7,177.0	7,177.0	7,181.9
S1	7,157.5	7,157.5	7,187.1	7,167.3
S2	7,123.0	7,123.0	7,182.1
S3	7,069.0	7,103.5	7,177.2
S4	7,015.0	7,049.5	7,162.3

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,124.3	8,006.7	7,383.7
R3	7,775.8	7,658.2	7,287.8
R2	7,427.3	7,427.3	7,255.9
R1	7,309.7	7,309.7	7,223.9	7,368.5
PP	7,078.8	7,078.8	7,078.8	7,108.3
S1	6,961.2	6,961.2	7,160.1	7,020.0
S2	6,730.3	6,730.3	7,128.1
S3	6,381.8	6,612.7	7,096.2
S4	6,033.3	6,264.2	7,000.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,196.5	6,848.0	348.5	4.8%	87.2	1.2%	99%	True	False	165,735
10	7,196.5	6,602.0	594.5	8.3%	112.5	1.6%	99%	True	False	162,308
20	7,196.5	6,602.0	594.5	8.3%	110.9	1.5%	99%	True	False	150,998
40	7,196.5	6,338.0	858.5	11.9%	109.1	1.5%	99%	True	False	146,053
60	7,196.5	5,773.0	1,423.5	19.8%	110.6	1.5%	100%	True	False	135,763
80	7,196.5	5,382.0	1,814.5	25.2%	126.9	1.8%	100%	True	False	111,392
100	7,196.5	5,382.0	1,814.5	25.2%	142.8	2.0%	100%	True	False	89,216
120	7,196.5	5,147.5	2,049.0	28.5%	149.0	2.1%	100%	True	False	74,446

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	10.9
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	7,426.0
2.618	7,337.9
1.618	7,283.9
1.000	7,250.5
0.618	7,229.9
HIGH	7,196.5
0.618	7,175.9
0.500	7,169.5
0.382	7,163.1
LOW	7,142.5
0.618	7,109.1
1.000	7,088.5
1.618	7,055.1
2.618	7,001.1
4.250	6,913.0

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	7,184.5	7,163.8
PP	7,177.0	7,135.7
S1	7,169.5	7,107.5

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

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