DAX Index Future December 2012

Trading Metrics calculated at close of trading on 25-Sep-2012

Day Change Summary
	Previous	Current
	24-Sep-2012	25-Sep-2012	Change	Change %	Previous Week
Open	7,422.0	7,434.5	12.5	0.2%	7,385.0
High	7,445.5	7,443.5	-2.0	0.0%	7,483.5
Low	7,390.0	7,351.5	-38.5	-0.5%	7,309.5
Close	7,418.5	7,426.0	7.5	0.1%	7,456.5
Range	55.5	92.0	36.5	65.8%	174.0
ATR	99.4	98.9	-0.5	-0.5%	0.0
Volume	105,304	136,246	30,942	29.4%	440,921

Daily Pivots for day following 25-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,683.0	7,646.5	7,476.6
R3	7,591.0	7,554.5	7,451.3
R2	7,499.0	7,499.0	7,442.9
R1	7,462.5	7,462.5	7,434.4	7,434.8
PP	7,407.0	7,407.0	7,407.0	7,393.1
S1	7,370.5	7,370.5	7,417.6	7,342.8
S2	7,315.0	7,315.0	7,409.1
S3	7,223.0	7,278.5	7,400.7
S4	7,131.0	7,186.5	7,375.4

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	7,316.5	167.0	2.2%	80.4	1.1%	66%	False	False	102,683
10	7,483.5	7,283.5	200.0	2.7%	82.6	1.1%	71%	False	False	74,252
20	7,483.5	6,875.0	608.5	8.2%	91.7	1.2%	91%	False	False	40,532
40	7,483.5	6,554.5	929.0	12.5%	95.5	1.3%	94%	False	False	20,433
60	7,483.5	6,320.0	1,163.5	15.7%	104.8	1.4%	95%	False	False	13,817
80	7,483.5	5,924.0	1,559.5	21.0%	109.3	1.5%	96%	False	False	11,018
100	7,483.5	5,924.0	1,559.5	21.0%	110.2	1.5%	96%	False	False	8,861
120	7,483.5	5,924.0	1,559.5	21.0%	109.3	1.5%	96%	False	False	7,391

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.2
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	7,834.5
2.618	7,684.4
1.618	7,592.4
1.000	7,535.5
0.618	7,500.4
HIGH	7,443.5
0.618	7,408.4
0.500	7,397.5
0.382	7,386.6
LOW	7,351.5
0.618	7,294.6
1.000	7,259.5
1.618	7,202.6
2.618	7,110.6
4.250	6,960.5

Fisher Pivots for day following 25-Sep-2012
Pivot	1 day	3 day
R1	7,416.5	7,423.2
PP	7,407.0	7,420.3
S1	7,397.5	7,417.5

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

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