DAX Index Future December 2012

Trading Metrics calculated at close of trading on 02-Nov-2012

Day Change Summary
	Previous	Current
	01-Nov-2012	02-Nov-2012	Change	Change %	Previous Week
Open	7,268.5	7,349.0	80.5	1.1%	7,227.0
High	7,359.5	7,392.5	33.0	0.4%	7,392.5
Low	7,246.0	7,315.0	69.0	1.0%	7,172.5
Close	7,333.5	7,360.5	27.0	0.4%	7,360.5
Range	113.5	77.5	-36.0	-31.7%	220.0
ATR	98.5	97.0	-1.5	-1.5%	0.0
Volume	113,413	110,776	-2,637	-2.3%	515,465

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,588.5	7,552.0	7,403.1
R3	7,511.0	7,474.5	7,381.8
R2	7,433.5	7,433.5	7,374.7
R1	7,397.0	7,397.0	7,367.6	7,415.3
PP	7,356.0	7,356.0	7,356.0	7,365.1
S1	7,319.5	7,319.5	7,353.4	7,337.8
S2	7,278.5	7,278.5	7,346.3
S3	7,201.0	7,242.0	7,339.2
S4	7,123.5	7,164.5	7,317.9

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,968.5	7,884.5	7,481.5
R3	7,748.5	7,664.5	7,421.0
R2	7,528.5	7,528.5	7,400.8
R1	7,444.5	7,444.5	7,380.7	7,486.5
PP	7,308.5	7,308.5	7,308.5	7,329.5
S1	7,224.5	7,224.5	7,340.3	7,266.5
S2	7,088.5	7,088.5	7,320.2
S3	6,868.5	7,004.5	7,300.0
S4	6,648.5	6,784.5	7,239.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,392.5	7,172.5	220.0	3.0%	87.8	1.2%	85%	True	False	103,093
10	7,393.0	7,120.0	273.0	3.7%	100.9	1.4%	88%	False	False	111,376
20	7,449.5	7,120.0	329.5	4.5%	90.9	1.2%	73%	False	False	115,267
40	7,483.5	7,120.0	363.5	4.9%	91.7	1.2%	66%	False	False	101,254
60	7,483.5	6,875.0	608.5	8.3%	90.7	1.2%	80%	False	False	68,001
80	7,483.5	6,320.0	1,163.5	15.8%	102.5	1.4%	89%	False	False	51,126
100	7,483.5	6,112.5	1,371.0	18.6%	103.4	1.4%	91%	False	False	41,044
120	7,483.5	5,924.0	1,559.5	21.2%	106.2	1.4%	92%	False	False	34,596

Crabel Price Patterns
NR	True
NR4	True
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	16.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,721.9
2.618	7,595.4
1.618	7,517.9
1.000	7,470.0
0.618	7,440.4
HIGH	7,392.5
0.618	7,362.9
0.500	7,353.8
0.382	7,344.6
LOW	7,315.0
0.618	7,267.1
1.000	7,237.5
1.618	7,189.6
2.618	7,112.1
4.250	6,985.6

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	7,358.3	7,346.8
PP	7,356.0	7,333.0
S1	7,353.8	7,319.3

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

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