DAX Index Future December 2012

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	6,959.5	7,010.0	50.5	0.7%	7,039.5
High	7,050.0	7,030.0	-20.0	-0.3%	7,105.0
Low	6,953.5	6,979.0	25.5	0.4%	6,891.0
Close	7,045.5	7,003.5	-42.0	-0.6%	6,978.5
Range	96.5	51.0	-45.5	-47.2%	214.0
ATR	108.0	105.1	-3.0	-2.7%	0.0
Volume	342	2,135	1,793	524.3%	1,591

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,157.2	7,131.3	7,031.6
R3	7,106.2	7,080.3	7,017.5
R2	7,055.2	7,055.2	7,012.9
R1	7,029.3	7,029.3	7,008.2	7,016.8
PP	7,004.2	7,004.2	7,004.2	6,997.9
S1	6,978.3	6,978.3	6,998.8	6,965.8
S2	6,953.2	6,953.2	6,994.2
S3	6,902.2	6,927.3	6,989.5
S4	6,851.2	6,876.3	6,975.5

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,633.5	7,520.0	7,096.2
R3	7,419.5	7,306.0	7,037.4
R2	7,205.5	7,205.5	7,017.7
R1	7,092.0	7,092.0	6,998.1	7,041.8
PP	6,991.5	6,991.5	6,991.5	6,966.4
S1	6,878.0	6,878.0	6,958.9	6,827.8
S2	6,777.5	6,777.5	6,939.3
S3	6,563.5	6,664.0	6,919.7
S4	6,349.5	6,450.0	6,860.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,083.5	6,891.0	192.5	2.7%	90.2	1.3%	58%	False	False	659
10	7,105.0	6,891.0	214.0	3.1%	78.1	1.1%	53%	False	False	476
20	7,105.0	6,554.5	550.5	7.9%	98.2	1.4%	82%	False	False	418
40	7,105.0	6,320.0	785.0	11.2%	110.6	1.6%	87%	False	False	510
60	7,105.0	6,004.5	1,100.5	15.7%	114.2	1.6%	91%	False	False	1,202
80	7,105.0	5,924.0	1,181.0	16.9%	113.5	1.6%	91%	False	False	970
100	7,105.0	5,924.0	1,181.0	16.9%	112.6	1.6%	91%	False	False	784

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.1
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,246.8
2.618	7,163.5
1.618	7,112.5
1.000	7,081.0
0.618	7,061.5
HIGH	7,030.0
0.618	7,010.5
0.500	7,004.5
0.382	6,998.5
LOW	6,979.0
0.618	6,947.5
1.000	6,928.0
1.618	6,896.5
2.618	6,845.5
4.250	6,762.3

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	7,004.5	6,992.5
PP	7,004.2	6,981.5
S1	7,003.8	6,970.5

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

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