DAX Index Future December 2012

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	7,359.5	7,427.0	67.5	0.9%	7,385.0
High	7,405.5	7,483.5	78.0	1.1%	7,483.5
Low	7,316.5	7,394.5	78.0	1.1%	7,309.5
Close	7,387.0	7,456.5	69.5	0.9%	7,456.5
Range	89.0	89.0	0.0	0.0%	174.0
ATR	102.4	102.0	-0.4	-0.4%	0.0
Volume	93,351	85,163	-8,188	-8.8%	440,921

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,711.8	7,673.2	7,505.5
R3	7,622.8	7,584.2	7,481.0
R2	7,533.8	7,533.8	7,472.8
R1	7,495.2	7,495.2	7,464.7	7,514.5
PP	7,444.8	7,444.8	7,444.8	7,454.5
S1	7,406.2	7,406.2	7,448.3	7,425.5
S2	7,355.8	7,355.8	7,440.2
S3	7,266.8	7,317.2	7,432.0
S4	7,177.8	7,228.2	7,407.6

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,938.5	7,871.5	7,552.2
R3	7,764.5	7,697.5	7,504.4
R2	7,590.5	7,590.5	7,488.4
R1	7,523.5	7,523.5	7,472.5	7,557.0
PP	7,416.5	7,416.5	7,416.5	7,433.3
S1	7,349.5	7,349.5	7,440.6	7,383.0
S2	7,242.5	7,242.5	7,424.6
S3	7,068.5	7,175.5	7,408.7
S4	6,894.5	7,001.5	7,360.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,483.5	7,309.5	174.0	2.3%	77.0	1.0%	84%	True	False	88,184
10	7,483.5	7,176.5	307.0	4.1%	86.7	1.2%	91%	True	False	54,258
20	7,483.5	6,875.0	608.5	8.2%	94.0	1.3%	96%	True	False	28,487
40	7,483.5	6,520.0	963.5	12.9%	101.5	1.4%	97%	True	False	14,411
60	7,483.5	6,281.0	1,202.5	16.1%	107.4	1.4%	98%	True	False	9,800
80	7,483.5	5,924.0	1,559.5	20.9%	111.5	1.5%	98%	True	False	8,013
100	7,483.5	5,924.0	1,559.5	20.9%	111.9	1.5%	98%	True	False	6,446
120	7,483.5	5,924.0	1,559.5	20.9%	109.8	1.5%	98%	True	False	5,378

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	22.3

Fibonacci Retracements and Extensions
4.250	7,861.8
2.618	7,716.5
1.618	7,627.5
1.000	7,572.5
0.618	7,538.5
HIGH	7,483.5
0.618	7,449.5
0.500	7,439.0
0.382	7,428.5
LOW	7,394.5
0.618	7,339.5
1.000	7,305.5
1.618	7,250.5
2.618	7,161.5
4.250	7,016.3

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	7,450.7	7,437.7
PP	7,444.8	7,418.8
S1	7,439.0	7,400.0

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

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