DAX Index Future June 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	7,102.0	7,163.0	61.0	0.9%	6,875.0
High	7,179.0	7,211.0	32.0	0.4%	7,211.0
Low	7,088.0	7,157.0	69.0	1.0%	6,861.5
Close	7,167.0	7,177.5	10.5	0.1%	7,177.5
Range	91.0	54.0	-37.0	-40.7%	349.5
ATR	114.5	110.2	-4.3	-3.8%	0.0
Volume	81,537	137,181	55,644	68.2%	506,611

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,343.8	7,314.7	7,207.2
R3	7,289.8	7,260.7	7,192.4
R2	7,235.8	7,235.8	7,187.4
R1	7,206.7	7,206.7	7,182.5	7,221.3
PP	7,181.8	7,181.8	7,181.8	7,189.1
S1	7,152.7	7,152.7	7,172.6	7,167.3
S2	7,127.8	7,127.8	7,167.6
S3	7,073.8	7,098.7	7,162.7
S4	7,019.8	7,044.7	7,147.8

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,131.8	8,004.2	7,369.7
R3	7,782.3	7,654.7	7,273.6
R2	7,432.8	7,432.8	7,241.6
R1	7,305.2	7,305.2	7,209.5	7,369.0
PP	7,083.3	7,083.3	7,083.3	7,115.3
S1	6,955.7	6,955.7	7,145.5	7,019.5
S2	6,733.8	6,733.8	7,113.4
S3	6,384.3	6,606.2	7,081.4
S4	6,034.8	6,256.7	6,985.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,211.0	6,861.5	349.5	4.9%	87.3	1.2%	90%	True	False	101,322
10	7,211.0	6,617.5	593.5	8.3%	112.7	1.6%	94%	True	False	53,930
20	7,211.0	6,617.5	593.5	8.3%	107.1	1.5%	94%	True	False	27,530
40	7,211.0	6,358.0	853.0	11.9%	101.9	1.4%	96%	True	False	13,983
60	7,211.0	5,795.5	1,415.5	19.7%	99.3	1.4%	98%	True	False	9,458
80	7,211.0	5,409.0	1,802.0	25.1%	115.1	1.6%	98%	True	False	7,672
100	7,211.0	5,409.0	1,802.0	25.1%	125.6	1.8%	98%	True	False	6,168
120	7,211.0	5,187.5	2,023.5	28.2%	128.2	1.8%	98%	True	False	5,156

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	14.5
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	7,440.5
2.618	7,352.4
1.618	7,298.4
1.000	7,265.0
0.618	7,244.4
HIGH	7,211.0
0.618	7,190.4
0.500	7,184.0
0.382	7,177.6
LOW	7,157.0
0.618	7,123.6
1.000	7,103.0
1.618	7,069.6
2.618	7,015.6
4.250	6,927.5

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	7,184.0	7,158.6
PP	7,181.8	7,139.7
S1	7,179.7	7,120.8

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

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