DAX Index Future December 2012

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

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	7,434.5	7,367.5	-67.0	-0.9%	7,385.0
High	7,443.5	7,376.0	-67.5	-0.9%	7,483.5
Low	7,351.5	7,258.5	-93.0	-1.3%	7,309.5
Close	7,426.0	7,294.5	-131.5	-1.8%	7,456.5
Range	92.0	117.5	25.5	27.7%	174.0
ATR	98.9	103.8	4.9	5.0%	0.0
Volume	136,246	112,040	-24,206	-17.8%	440,921

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,662.2	7,595.8	7,359.1
R3	7,544.7	7,478.3	7,326.8
R2	7,427.2	7,427.2	7,316.0
R1	7,360.8	7,360.8	7,305.3	7,335.3
PP	7,309.7	7,309.7	7,309.7	7,296.9
S1	7,243.3	7,243.3	7,283.7	7,217.8
S2	7,192.2	7,192.2	7,273.0
S3	7,074.7	7,125.8	7,262.2
S4	6,957.2	7,008.3	7,229.9

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	7,258.5	225.0	3.1%	88.6	1.2%	16%	False	True	106,420
10	7,483.5	7,258.5	225.0	3.1%	84.0	1.2%	16%	False	True	84,280
20	7,483.5	6,875.0	608.5	8.3%	95.0	1.3%	69%	False	False	46,027
40	7,483.5	6,554.5	929.0	12.7%	96.6	1.3%	80%	False	False	23,223
60	7,483.5	6,320.0	1,163.5	16.0%	105.4	1.4%	84%	False	False	15,683
80	7,483.5	6,004.5	1,479.0	20.3%	109.4	1.5%	87%	False	False	12,409
100	7,483.5	5,924.0	1,559.5	21.4%	109.8	1.5%	88%	False	False	9,981
120	7,483.5	5,924.0	1,559.5	21.4%	109.6	1.5%	88%	False	False	8,324

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	23.0
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7,875.4
2.618	7,683.6
1.618	7,566.1
1.000	7,493.5
0.618	7,448.6
HIGH	7,376.0
0.618	7,331.1
0.500	7,317.3
0.382	7,303.4
LOW	7,258.5
0.618	7,185.9
1.000	7,141.0
1.618	7,068.4
2.618	6,950.9
4.250	6,759.1

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	7,317.3	7,352.0
PP	7,309.7	7,332.8
S1	7,302.1	7,313.7

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

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