DAX Index Future September 2010

Trading Metrics calculated at close of trading on 14-Jun-2010

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	6,080.0	6,114.0	34.0	0.6%	5,870.0
High	6,095.0	6,142.0	47.0	0.8%	6,095.0
Low	5,991.0	6,079.0	88.0	1.5%	5,807.0
Close	6,047.5	6,123.0	75.5	1.2%	6,047.5
Range	104.0	63.0	-41.0	-39.4%	288.0
ATR	151.5	147.4	-4.1	-2.7%	0.0
Volume	21,499	34,450	12,951	60.2%	36,193

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,303.7	6,276.3	6,157.7
R3	6,240.7	6,213.3	6,140.3
R2	6,177.7	6,177.7	6,134.6
R1	6,150.3	6,150.3	6,128.8	6,164.0
PP	6,114.7	6,114.7	6,114.7	6,121.5
S1	6,087.3	6,087.3	6,117.2	6,101.0
S2	6,051.7	6,051.7	6,111.5
S3	5,988.7	6,024.3	6,105.7
S4	5,925.7	5,961.3	6,088.4

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,847.2	6,735.3	6,205.9
R3	6,559.2	6,447.3	6,126.7
R2	6,271.2	6,271.2	6,100.3
R1	6,159.3	6,159.3	6,073.9	6,215.3
PP	5,983.2	5,983.2	5,983.2	6,011.1
S1	5,871.3	5,871.3	6,021.1	5,927.3
S2	5,695.2	5,695.2	5,994.7
S3	5,407.2	5,583.3	5,968.3
S4	5,119.2	5,295.3	5,889.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,142.0	5,807.0	335.0	5.5%	123.2	2.0%	94%	True	False	13,151
10	6,142.0	5,807.0	335.0	5.5%	138.7	2.3%	94%	True	False	7,410
20	6,190.0	5,615.0	575.0	9.4%	140.2	2.3%	88%	False	False	4,201
40	6,348.5	5,593.5	755.0	12.3%	146.8	2.4%	70%	False	False	2,317
60	6,348.5	5,593.5	755.0	12.3%	119.3	1.9%	70%	False	False	1,730
80	6,348.5	5,536.5	812.0	13.3%	105.6	1.7%	72%	False	False	1,620
100	6,348.5	5,419.0	929.5	15.2%	99.7	1.6%	76%	False	False	1,315

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	36.3
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6,409.8
2.618	6,306.9
1.618	6,243.9
1.000	6,205.0
0.618	6,180.9
HIGH	6,142.0
0.618	6,117.9
0.500	6,110.5
0.382	6,103.1
LOW	6,079.0
0.618	6,040.1
1.000	6,016.0
1.618	5,977.1
2.618	5,914.1
4.250	5,811.3

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	6,118.8	6,094.2
PP	6,114.7	6,065.3
S1	6,110.5	6,036.5

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

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