DAX Index Future December 2012

Trading Metrics calculated at close of trading on 09-Oct-2012

Day Change Summary
	Previous	Current
	08-Oct-2012	09-Oct-2012	Change	Change %	Previous Week
Open	7,352.5	7,328.0	-24.5	-0.3%	7,211.0
High	7,359.0	7,329.0	-30.0	-0.4%	7,412.5
Low	7,287.0	7,221.0	-66.0	-0.9%	7,209.5
Close	7,300.0	7,228.0	-72.0	-1.0%	7,392.5
Range	72.0	108.0	36.0	50.0%	203.0
ATR	103.7	104.0	0.3	0.3%	0.0
Volume	124,341	108,595	-15,746	-12.7%	576,458

Daily Pivots for day following 09-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,583.3	7,513.7	7,287.4
R3	7,475.3	7,405.7	7,257.7
R2	7,367.3	7,367.3	7,247.8
R1	7,297.7	7,297.7	7,237.9	7,278.5
PP	7,259.3	7,259.3	7,259.3	7,249.8
S1	7,189.7	7,189.7	7,218.1	7,170.5
S2	7,151.3	7,151.3	7,208.2
S3	7,043.3	7,081.7	7,198.3
S4	6,935.3	6,973.7	7,168.6

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,947.2	7,872.8	7,504.2
R3	7,744.2	7,669.8	7,448.3
R2	7,541.2	7,541.2	7,429.7
R1	7,466.8	7,466.8	7,411.1	7,504.0
PP	7,338.2	7,338.2	7,338.2	7,356.8
S1	7,263.8	7,263.8	7,373.9	7,301.0
S2	7,135.2	7,135.2	7,355.3
S3	6,932.2	7,060.8	7,336.7
S4	6,729.2	6,857.8	7,280.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,412.5	7,221.0	191.5	2.6%	87.8	1.2%	4%	False	True	111,885
10	7,412.5	7,209.5	203.0	2.8%	101.4	1.4%	9%	False	False	119,363
20	7,483.5	7,209.5	274.0	3.8%	92.0	1.3%	7%	False	False	96,808
40	7,483.5	6,875.0	608.5	8.4%	90.7	1.3%	58%	False	False	50,179
60	7,483.5	6,320.0	1,163.5	16.1%	106.1	1.5%	78%	False	False	33,624
80	7,483.5	6,112.5	1,371.0	19.0%	106.2	1.5%	81%	False	False	25,337
100	7,483.5	5,924.0	1,559.5	21.6%	109.0	1.5%	84%	False	False	20,784
120	7,483.5	5,924.0	1,559.5	21.6%	109.0	1.5%	84%	False	False	17,333

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,788.0
2.618	7,611.7
1.618	7,503.7
1.000	7,437.0
0.618	7,395.7
HIGH	7,329.0
0.618	7,287.7
0.500	7,275.0
0.382	7,262.3
LOW	7,221.0
0.618	7,154.3
1.000	7,113.0
1.618	7,046.3
2.618	6,938.3
4.250	6,762.0

Fisher Pivots for day following 09-Oct-2012
Pivot	1 day	3 day
R1	7,275.0	7,316.8
PP	7,259.3	7,287.2
S1	7,243.7	7,257.6

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

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