DAX Index Future December 2012

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	7,103.5	7,142.5	39.0	0.5%	7,167.5
High	7,188.0	7,196.0	8.0	0.1%	7,202.5
Low	7,092.5	7,136.0	43.5	0.6%	6,948.0
Close	7,174.5	7,187.5	13.0	0.2%	6,958.5
Range	95.5	60.0	-35.5	-37.2%	254.5
ATR	112.3	108.5	-3.7	-3.3%	0.0
Volume	84,270	59,586	-24,684	-29.3%	696,316

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,353.2	7,330.3	7,220.5
R3	7,293.2	7,270.3	7,204.0
R2	7,233.2	7,233.2	7,198.5
R1	7,210.3	7,210.3	7,193.0	7,221.8
PP	7,173.2	7,173.2	7,173.2	7,178.9
S1	7,150.3	7,150.3	7,182.0	7,161.8
S2	7,113.2	7,113.2	7,176.5
S3	7,053.2	7,090.3	7,171.0
S4	6,993.2	7,030.3	7,154.5

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,799.8	7,633.7	7,098.5
R3	7,545.3	7,379.2	7,028.5
R2	7,290.8	7,290.8	7,005.2
R1	7,124.7	7,124.7	6,981.8	7,080.5
PP	7,036.3	7,036.3	7,036.3	7,014.3
S1	6,870.2	6,870.2	6,935.2	6,826.0
S2	6,781.8	6,781.8	6,911.8
S3	6,527.3	6,615.7	6,888.5
S4	6,272.8	6,361.2	6,818.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,196.0	6,948.0	248.0	3.5%	92.2	1.3%	97%	True	False	107,538
10	7,289.5	6,948.0	341.5	4.8%	107.2	1.5%	70%	False	False	118,092
20	7,440.0	6,948.0	492.0	6.8%	103.3	1.4%	49%	False	False	111,219
40	7,449.5	6,948.0	501.5	7.0%	99.3	1.4%	48%	False	False	116,859
60	7,483.5	6,875.0	608.5	8.5%	97.9	1.4%	51%	False	False	93,248
80	7,483.5	6,554.5	929.0	12.9%	97.9	1.4%	68%	False	False	70,041
100	7,483.5	6,320.0	1,163.5	16.2%	103.0	1.4%	75%	False	False	56,153
120	7,483.5	6,004.5	1,479.0	20.6%	106.0	1.5%	80%	False	False	47,225

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	21.7
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	7,451.0
2.618	7,353.1
1.618	7,293.1
1.000	7,256.0
0.618	7,233.1
HIGH	7,196.0
0.618	7,173.1
0.500	7,166.0
0.382	7,158.9
LOW	7,136.0
0.618	7,098.9
1.000	7,076.0
1.618	7,038.9
2.618	6,978.9
4.250	6,881.0

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	7,180.3	7,158.7
PP	7,173.2	7,129.8
S1	7,166.0	7,101.0

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

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