DAX Index Future June 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	7,163.0	7,186.0	23.0	0.3%	6,875.0
High	7,211.0	7,188.0	-23.0	-0.3%	7,211.0
Low	7,157.0	7,107.0	-50.0	-0.7%	6,861.5
Close	7,177.5	7,179.5	2.0	0.0%	7,177.5
Range	54.0	81.0	27.0	50.0%	349.5
ATR	110.2	108.1	-2.1	-1.9%	0.0
Volume	137,181	103,210	-33,971	-24.8%	506,611

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,401.2	7,371.3	7,224.1
R3	7,320.2	7,290.3	7,201.8
R2	7,239.2	7,239.2	7,194.4
R1	7,209.3	7,209.3	7,186.9	7,183.8
PP	7,158.2	7,158.2	7,158.2	7,145.4
S1	7,128.3	7,128.3	7,172.1	7,102.8
S2	7,077.2	7,077.2	7,164.7
S3	6,996.2	7,047.3	7,157.2
S4	6,915.2	6,966.3	7,135.0

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	6,932.0	279.0	3.9%	88.4	1.2%	89%	False	False	111,913
10	7,211.0	6,617.5	593.5	8.3%	112.2	1.6%	95%	False	False	63,391
20	7,211.0	6,617.5	593.5	8.3%	107.4	1.5%	95%	False	False	32,669
40	7,211.0	6,358.0	853.0	11.9%	101.3	1.4%	96%	False	False	16,550
60	7,211.0	5,795.5	1,415.5	19.7%	99.4	1.4%	98%	False	False	11,174
80	7,211.0	5,600.0	1,611.0	22.4%	114.7	1.6%	98%	False	False	8,961
100	7,211.0	5,409.0	1,802.0	25.1%	125.6	1.7%	98%	False	False	7,200
120	7,211.0	5,187.5	2,023.5	28.2%	127.9	1.8%	98%	False	False	6,016

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,532.3
2.618	7,400.1
1.618	7,319.1
1.000	7,269.0
0.618	7,238.1
HIGH	7,188.0
0.618	7,157.1
0.500	7,147.5
0.382	7,137.9
LOW	7,107.0
0.618	7,056.9
1.000	7,026.0
1.618	6,975.9
2.618	6,894.9
4.250	6,762.8

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	7,168.8	7,169.5
PP	7,158.2	7,159.5
S1	7,147.5	7,149.5

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

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