DAX Index Future December 2012

Trading Metrics calculated at close of trading on 25-Oct-2012

Day Change Summary
	Previous	Current
	24-Oct-2012	25-Oct-2012	Change	Change %	Previous Week
Open	7,215.5	7,210.0	-5.5	-0.1%	7,235.0
High	7,218.0	7,259.5	41.5	0.6%	7,449.5
Low	7,120.0	7,183.0	63.0	0.9%	7,222.0
Close	7,195.5	7,199.0	3.5	0.0%	7,367.5
Range	98.0	76.5	-21.5	-21.9%	227.5
ATR	101.1	99.4	-1.8	-1.7%	0.0
Volume	114,135	128,697	14,562	12.8%	601,941

Daily Pivots for day following 25-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,443.3	7,397.7	7,241.1
R3	7,366.8	7,321.2	7,220.0
R2	7,290.3	7,290.3	7,213.0
R1	7,244.7	7,244.7	7,206.0	7,229.3
PP	7,213.8	7,213.8	7,213.8	7,206.1
S1	7,168.2	7,168.2	7,192.0	7,152.8
S2	7,137.3	7,137.3	7,185.0
S3	7,060.8	7,091.7	7,178.0
S4	6,984.3	7,015.2	7,156.9

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	7,433.5	7,120.0	313.5	4.4%	111.9	1.6%	25%	False	False	130,126
10	7,449.5	7,120.0	329.5	4.6%	89.7	1.2%	24%	False	False	125,460
20	7,449.5	7,120.0	329.5	4.6%	95.1	1.3%	24%	False	False	122,096
40	7,483.5	6,875.0	608.5	8.5%	95.1	1.3%	53%	False	False	87,472
60	7,483.5	6,554.5	929.0	12.9%	96.3	1.3%	69%	False	False	58,449
80	7,483.5	6,320.0	1,163.5	16.2%	103.2	1.4%	76%	False	False	43,994
100	7,483.5	6,061.5	1,422.0	19.8%	105.9	1.5%	80%	False	False	35,703
120	7,483.5	5,924.0	1,559.5	21.7%	107.0	1.5%	82%	False	False	29,806

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	16.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,584.6
2.618	7,459.8
1.618	7,383.3
1.000	7,336.0
0.618	7,306.8
HIGH	7,259.5
0.618	7,230.3
0.500	7,221.3
0.382	7,212.2
LOW	7,183.0
0.618	7,135.7
1.000	7,106.5
1.618	7,059.2
2.618	6,982.7
4.250	6,857.9

Fisher Pivots for day following 25-Oct-2012
Pivot	1 day	3 day
R1	7,221.3	7,233.3
PP	7,213.8	7,221.8
S1	7,206.4	7,210.4

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

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