DAX Index Future December 2012

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	7,142.5	7,258.0	115.5	1.6%	7,012.0
High	7,196.0	7,336.0	140.0	1.9%	7,336.0
Low	7,136.0	7,220.5	84.5	1.2%	7,006.0
Close	7,187.5	7,306.5	119.0	1.7%	7,306.5
Range	60.0	115.5	55.5	92.5%	330.0
ATR	108.5	111.4	2.9	2.6%	0.0
Volume	59,586	87,595	28,009	47.0%	350,529

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,634.2	7,585.8	7,370.0
R3	7,518.7	7,470.3	7,338.3
R2	7,403.2	7,403.2	7,327.7
R1	7,354.8	7,354.8	7,317.1	7,379.0
PP	7,287.7	7,287.7	7,287.7	7,299.8
S1	7,239.3	7,239.3	7,295.9	7,263.5
S2	7,172.2	7,172.2	7,285.3
S3	7,056.7	7,123.8	7,274.7
S4	6,941.2	7,008.3	7,243.0

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,206.2	8,086.3	7,488.0
R3	7,876.2	7,756.3	7,397.3
R2	7,546.2	7,546.2	7,367.0
R1	7,426.3	7,426.3	7,336.8	7,486.3
PP	7,216.2	7,216.2	7,216.2	7,246.1
S1	7,096.3	7,096.3	7,276.3	7,156.3
S2	6,886.2	6,886.2	7,246.0
S3	6,556.2	6,766.3	7,215.8
S4	6,226.2	6,436.3	7,125.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,336.0	6,948.0	388.0	5.3%	101.6	1.4%	92%	True	False	92,776
10	7,336.0	6,948.0	388.0	5.3%	108.2	1.5%	92%	True	False	112,727
20	7,440.0	6,948.0	492.0	6.7%	105.3	1.4%	73%	False	False	109,164
40	7,449.5	6,948.0	501.5	6.9%	100.2	1.4%	71%	False	False	115,630
60	7,483.5	6,875.0	608.5	8.3%	98.5	1.3%	71%	False	False	94,703
80	7,483.5	6,554.5	929.0	12.7%	98.5	1.3%	81%	False	False	71,128
100	7,483.5	6,320.0	1,163.5	15.9%	103.6	1.4%	85%	False	False	57,028
120	7,483.5	6,061.5	1,422.0	19.5%	105.8	1.4%	88%	False	False	47,947

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	22.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,826.9
2.618	7,638.4
1.618	7,522.9
1.000	7,451.5
0.618	7,407.4
HIGH	7,336.0
0.618	7,291.9
0.500	7,278.3
0.382	7,264.6
LOW	7,220.5
0.618	7,149.1
1.000	7,105.0
1.618	7,033.6
2.618	6,918.1
4.250	6,729.6

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	7,297.1	7,275.8
PP	7,287.7	7,245.0
S1	7,278.3	7,214.3

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

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