DAX Index Future December 2012

Trading Metrics calculated at close of trading on 26-Jul-2012

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	6,353.0	6,426.0	73.0	1.1%	6,556.0
High	6,471.5	6,593.0	121.5	1.9%	6,778.0
Low	6,351.0	6,337.5	-13.5	-0.2%	6,518.0
Close	6,402.0	6,574.5	172.5	2.7%	6,634.0
Range	120.5	255.5	135.0	112.0%	260.0
ATR	125.2	134.6	9.3	7.4%	0.0
Volume	479	1,004	525	109.6%	3,532

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,268.2	7,176.8	6,715.0
R3	7,012.7	6,921.3	6,644.8
R2	6,757.2	6,757.2	6,621.3
R1	6,665.8	6,665.8	6,597.9	6,711.5
PP	6,501.7	6,501.7	6,501.7	6,524.5
S1	6,410.3	6,410.3	6,551.1	6,456.0
S2	6,246.2	6,246.2	6,527.7
S3	5,990.7	6,154.8	6,504.2
S4	5,735.2	5,899.3	6,434.0

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,423.3	7,288.7	6,777.0
R3	7,163.3	7,028.7	6,705.5
R2	6,903.3	6,903.3	6,681.7
R1	6,768.7	6,768.7	6,657.8	6,836.0
PP	6,643.3	6,643.3	6,643.3	6,677.0
S1	6,508.7	6,508.7	6,610.2	6,576.0
S2	6,383.3	6,383.3	6,586.3
S3	6,123.3	6,248.7	6,562.5
S4	5,863.3	5,988.7	6,491.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,778.0	6,320.0	458.0	7.0%	175.5	2.7%	56%	False	False	970
10	6,778.0	6,320.0	458.0	7.0%	134.0	2.0%	56%	False	False	607
20	6,778.0	6,281.0	497.0	7.6%	119.1	1.8%	59%	False	False	577
40	6,778.0	5,924.0	854.0	13.0%	121.6	1.8%	76%	False	False	1,615
60	6,778.0	5,924.0	854.0	13.0%	118.8	1.8%	76%	False	False	1,136
80	7,058.5	5,924.0	1,134.5	17.3%	114.0	1.7%	57%	False	False	862

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.7
Widest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	7,678.9
2.618	7,261.9
1.618	7,006.4
1.000	6,848.5
0.618	6,750.9
HIGH	6,593.0
0.618	6,495.4
0.500	6,465.3
0.382	6,435.1
LOW	6,337.5
0.618	6,179.6
1.000	6,082.0
1.618	5,924.1
2.618	5,668.6
4.250	5,251.6

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	6,538.1	6,535.2
PP	6,501.7	6,495.8
S1	6,465.3	6,456.5

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

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