DAX Index Future December 2012

Trading Metrics calculated at close of trading on 12-Oct-2012

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	7,193.5	7,270.5	77.0	1.1%	7,352.5
High	7,308.5	7,294.5	-14.0	-0.2%	7,359.0
Low	7,183.0	7,232.5	49.5	0.7%	7,183.0
Close	7,285.5	7,245.5	-40.0	-0.5%	7,245.5
Range	125.5	62.0	-63.5	-50.6%	176.0
ATR	102.8	99.9	-2.9	-2.8%	0.0
Volume	115,993	114,249	-1,744	-1.5%	589,651

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,443.5	7,406.5	7,279.6
R3	7,381.5	7,344.5	7,262.6
R2	7,319.5	7,319.5	7,256.9
R1	7,282.5	7,282.5	7,251.2	7,270.0
PP	7,257.5	7,257.5	7,257.5	7,251.3
S1	7,220.5	7,220.5	7,239.8	7,208.0
S2	7,195.5	7,195.5	7,234.1
S3	7,133.5	7,158.5	7,228.5
S4	7,071.5	7,096.5	7,211.4

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,790.5	7,694.0	7,342.3
R3	7,614.5	7,518.0	7,293.9
R2	7,438.5	7,438.5	7,277.8
R1	7,342.0	7,342.0	7,261.6	7,302.3
PP	7,262.5	7,262.5	7,262.5	7,242.6
S1	7,166.0	7,166.0	7,229.4	7,126.3
S2	7,086.5	7,086.5	7,213.2
S3	6,910.5	6,990.0	7,197.1
S4	6,734.5	6,814.0	7,148.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,359.0	7,183.0	176.0	2.4%	86.2	1.2%	36%	False	False	117,930
10	7,412.5	7,183.0	229.5	3.2%	93.3	1.3%	27%	False	False	116,610
20	7,483.5	7,183.0	300.5	4.1%	89.9	1.2%	21%	False	False	111,641
40	7,483.5	6,875.0	608.5	8.4%	92.1	1.3%	61%	False	False	59,082
60	7,483.5	6,320.0	1,163.5	16.1%	105.8	1.5%	80%	False	False	39,553
80	7,483.5	6,112.5	1,371.0	18.9%	104.5	1.4%	83%	False	False	29,776
100	7,483.5	5,924.0	1,559.5	21.5%	108.7	1.5%	85%	False	False	24,340
120	7,483.5	5,924.0	1,559.5	21.5%	108.8	1.5%	85%	False	False	20,305

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.6
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	7,558.0
2.618	7,456.8
1.618	7,394.8
1.000	7,356.5
0.618	7,332.8
HIGH	7,294.5
0.618	7,270.8
0.500	7,263.5
0.382	7,256.2
LOW	7,232.5
0.618	7,194.2
1.000	7,170.5
1.618	7,132.2
2.618	7,070.2
4.250	6,969.0

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	7,263.5	7,245.8
PP	7,257.5	7,245.7
S1	7,251.5	7,245.6

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

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