DAX Index Future December 2012

Trading Metrics calculated at close of trading on 10-Oct-2012

Day Change Summary
	Previous	Current
	09-Oct-2012	10-Oct-2012	Change	Change %	Previous Week
Open	7,328.0	7,225.0	-103.0	-1.4%	7,211.0
High	7,329.0	7,249.0	-80.0	-1.1%	7,412.5
Low	7,221.0	7,185.5	-35.5	-0.5%	7,209.5
Close	7,228.0	7,217.5	-10.5	-0.1%	7,392.5
Range	108.0	63.5	-44.5	-41.2%	203.0
ATR	104.0	101.1	-2.9	-2.8%	0.0
Volume	108,595	126,473	17,878	16.5%	576,458

Daily Pivots for day following 10-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,407.8	7,376.2	7,252.4
R3	7,344.3	7,312.7	7,235.0
R2	7,280.8	7,280.8	7,229.1
R1	7,249.2	7,249.2	7,223.3	7,233.3
PP	7,217.3	7,217.3	7,217.3	7,209.4
S1	7,185.7	7,185.7	7,211.7	7,169.8
S2	7,153.8	7,153.8	7,205.9
S3	7,090.3	7,122.2	7,200.0
S4	7,026.8	7,058.7	7,182.6

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	7,185.5	227.0	3.1%	86.8	1.2%	14%	False	True	112,482
10	7,412.5	7,185.5	227.0	3.1%	96.0	1.3%	14%	False	True	120,807
20	7,483.5	7,185.5	298.0	4.1%	90.0	1.2%	11%	False	True	102,543
40	7,483.5	6,875.0	608.5	8.4%	91.0	1.3%	56%	False	False	53,334
60	7,483.5	6,320.0	1,163.5	16.1%	105.9	1.5%	77%	False	False	35,724
80	7,483.5	6,112.5	1,371.0	19.0%	105.2	1.5%	81%	False	False	26,913
100	7,483.5	5,924.0	1,559.5	21.6%	108.8	1.5%	83%	False	False	22,041
120	7,483.5	5,924.0	1,559.5	21.6%	108.0	1.5%	83%	False	False	18,387

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	15.9
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	7,518.9
2.618	7,415.2
1.618	7,351.7
1.000	7,312.5
0.618	7,288.2
HIGH	7,249.0
0.618	7,224.7
0.500	7,217.3
0.382	7,209.8
LOW	7,185.5
0.618	7,146.3
1.000	7,122.0
1.618	7,082.8
2.618	7,019.3
4.250	6,915.6

Fisher Pivots for day following 10-Oct-2012
Pivot	1 day	3 day
R1	7,217.4	7,272.3
PP	7,217.3	7,254.0
S1	7,217.3	7,235.8

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

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