DAX Index Future December 2012

Trading Metrics calculated at close of trading on 24-Oct-2012

Day Change Summary
	Previous	Current
	23-Oct-2012	24-Oct-2012	Change	Change %	Previous Week
Open	7,338.5	7,215.5	-123.0	-1.7%	7,235.0
High	7,346.5	7,218.0	-128.5	-1.7%	7,449.5
Low	7,154.0	7,120.0	-34.0	-0.5%	7,222.0
Close	7,177.5	7,195.5	18.0	0.3%	7,367.5
Range	192.5	98.0	-94.5	-49.1%	227.5
ATR	101.4	101.1	-0.2	-0.2%	0.0
Volume	137,625	114,135	-23,490	-17.1%	601,941

Daily Pivots for day following 24-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,471.8	7,431.7	7,249.4
R3	7,373.8	7,333.7	7,222.5
R2	7,275.8	7,275.8	7,213.5
R1	7,235.7	7,235.7	7,204.5	7,206.8
PP	7,177.8	7,177.8	7,177.8	7,163.4
S1	7,137.7	7,137.7	7,186.5	7,108.8
S2	7,079.8	7,079.8	7,177.5
S3	6,981.8	7,039.7	7,168.6
S4	6,883.8	6,941.7	7,141.6

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,028.8	7,925.7	7,492.6
R3	7,801.3	7,698.2	7,430.1
R2	7,573.8	7,573.8	7,409.2
R1	7,470.7	7,470.7	7,388.4	7,522.3
PP	7,346.3	7,346.3	7,346.3	7,372.1
S1	7,243.2	7,243.2	7,346.6	7,294.8
S2	7,118.8	7,118.8	7,325.8
S3	6,891.3	7,015.7	7,304.9
S4	6,663.8	6,788.2	7,242.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,449.5	7,120.0	329.5	4.6%	108.3	1.5%	23%	False	True	131,198
10	7,449.5	7,120.0	329.5	4.6%	94.6	1.3%	23%	False	True	124,190
20	7,449.5	7,120.0	329.5	4.6%	95.3	1.3%	23%	False	True	122,498
40	7,483.5	6,875.0	608.5	8.5%	95.1	1.3%	53%	False	False	84,263
60	7,483.5	6,554.5	929.0	12.9%	96.2	1.3%	69%	False	False	56,314
80	7,483.5	6,320.0	1,163.5	16.2%	102.9	1.4%	75%	False	False	42,386
100	7,483.5	6,004.5	1,479.0	20.6%	106.5	1.5%	81%	False	False	34,427
120	7,483.5	5,924.0	1,559.5	21.7%	107.3	1.5%	82%	False	False	28,734

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	15.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,634.5
2.618	7,474.6
1.618	7,376.6
1.000	7,316.0
0.618	7,278.6
HIGH	7,218.0
0.618	7,180.6
0.500	7,169.0
0.382	7,157.4
LOW	7,120.0
0.618	7,059.4
1.000	7,022.0
1.618	6,961.4
2.618	6,863.4
4.250	6,703.5

Fisher Pivots for day following 24-Oct-2012
Pivot	1 day	3 day
R1	7,186.7	7,256.5
PP	7,177.8	7,236.2
S1	7,169.0	7,215.8

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

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