DAX Index Future December 2012

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	7,367.5	7,331.0	-36.5	-0.5%	7,385.0
High	7,376.0	7,351.0	-25.0	-0.3%	7,483.5
Low	7,258.5	7,271.5	13.0	0.2%	7,309.5
Close	7,294.5	7,291.5	-3.0	0.0%	7,456.5
Range	117.5	79.5	-38.0	-32.3%	174.0
ATR	103.8	102.1	-1.7	-1.7%	0.0
Volume	112,040	136,749	24,709	22.1%	440,921

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,543.2	7,496.8	7,335.2
R3	7,463.7	7,417.3	7,313.4
R2	7,384.2	7,384.2	7,306.1
R1	7,337.8	7,337.8	7,298.8	7,321.3
PP	7,304.7	7,304.7	7,304.7	7,296.4
S1	7,258.3	7,258.3	7,284.2	7,241.8
S2	7,225.2	7,225.2	7,276.9
S3	7,145.7	7,178.8	7,269.6
S4	7,066.2	7,099.3	7,247.8

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%	86.7	1.2%	15%	False	False	115,100
10	7,483.5	7,258.5	225.0	3.1%	79.5	1.1%	15%	False	False	95,905
20	7,483.5	6,875.0	608.5	8.3%	95.0	1.3%	68%	False	False	52,849
40	7,483.5	6,554.5	929.0	12.7%	96.9	1.3%	79%	False	False	26,625
60	7,483.5	6,320.0	1,163.5	16.0%	105.9	1.5%	83%	False	False	17,960
80	7,483.5	6,061.5	1,422.0	19.5%	108.7	1.5%	86%	False	False	14,105
100	7,483.5	5,924.0	1,559.5	21.4%	109.4	1.5%	88%	False	False	11,348
120	7,483.5	5,924.0	1,559.5	21.4%	109.1	1.5%	88%	False	False	9,464

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,688.9
2.618	7,559.1
1.618	7,479.6
1.000	7,430.5
0.618	7,400.1
HIGH	7,351.0
0.618	7,320.6
0.500	7,311.3
0.382	7,301.9
LOW	7,271.5
0.618	7,222.4
1.000	7,192.0
1.618	7,142.9
2.618	7,063.4
4.250	6,933.6

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	7,311.3	7,351.0
PP	7,304.7	7,331.2
S1	7,298.1	7,311.3

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

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