Post any defects you find in the released or beta versions of the ImageMagick software here. Include the ImageMagick version, OS, and any command-line required to reproduce the problem. Got a patch for a bug? Post it here.
Your input and output images look the same using IM display. Your viewer is probably stretching it automatically. Try auto-level to stretch the dynamic range before the output.
convert brain_001.dcm -auto-level brain_001.jpg
The above works for me on IM 6.7.3.1 Q16 Mac OSX Tiger