DAX Index Future June 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	7,186.0	7,161.0	-25.0	-0.3%	6,875.0
High	7,188.0	7,165.0	-23.0	-0.3%	7,211.0
Low	7,107.0	7,045.0	-62.0	-0.9%	6,861.5
Close	7,179.5	7,087.0	-92.5	-1.3%	7,177.5
Range	81.0	120.0	39.0	48.1%	349.5
ATR	108.1	110.0	1.9	1.7%	0.0
Volume	103,210	123,308	20,098	19.5%	506,611

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,459.0	7,393.0	7,153.0
R3	7,339.0	7,273.0	7,120.0
R2	7,219.0	7,219.0	7,109.0
R1	7,153.0	7,153.0	7,098.0	7,126.0
PP	7,099.0	7,099.0	7,099.0	7,085.5
S1	7,033.0	7,033.0	7,076.0	7,006.0
S2	6,979.0	6,979.0	7,065.0
S3	6,859.0	6,913.0	7,054.0
S4	6,739.0	6,793.0	7,021.0

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	7,030.5	180.5	2.5%	86.2	1.2%	31%	False	False	112,022
10	7,211.0	6,627.0	584.0	8.2%	98.5	1.4%	79%	False	False	75,213
20	7,211.0	6,617.5	593.5	8.4%	108.5	1.5%	79%	False	False	38,779
40	7,211.0	6,384.0	827.0	11.7%	102.3	1.4%	85%	False	False	19,630
60	7,211.0	5,795.5	1,415.5	20.0%	100.8	1.4%	91%	False	False	13,216
80	7,211.0	5,641.5	1,569.5	22.1%	114.1	1.6%	92%	False	False	10,500
100	7,211.0	5,409.0	1,802.0	25.4%	124.7	1.8%	93%	False	False	8,433
120	7,211.0	5,187.5	2,023.5	28.6%	128.2	1.8%	94%	False	False	7,044

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,675.0
2.618	7,479.2
1.618	7,359.2
1.000	7,285.0
0.618	7,239.2
HIGH	7,165.0
0.618	7,119.2
0.500	7,105.0
0.382	7,090.8
LOW	7,045.0
0.618	6,970.8
1.000	6,925.0
1.618	6,850.8
2.618	6,730.8
4.250	6,535.0

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	7,105.0	7,128.0
PP	7,099.0	7,114.3
S1	7,093.0	7,100.7

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

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