DAX Index Future June 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	6,146.0	6,094.5	-51.5	-0.8%	5,980.0
High	6,232.5	6,171.5	-61.0	-1.0%	6,232.5
Low	6,099.0	6,052.5	-46.5	-0.8%	5,913.0
Close	6,136.0	6,158.0	22.0	0.4%	6,158.0
Range	133.5	119.0	-14.5	-10.9%	319.5
ATR	140.8	139.2	-1.6	-1.1%	0.0
Volume	193,374	178,623	-14,751	-7.6%	892,898

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,484.3	6,440.2	6,223.5
R3	6,365.3	6,321.2	6,190.7
R2	6,246.3	6,246.3	6,179.8
R1	6,202.2	6,202.2	6,168.9	6,224.3
PP	6,127.3	6,127.3	6,127.3	6,138.4
S1	6,083.2	6,083.2	6,147.1	6,105.3
S2	6,008.3	6,008.3	6,136.2
S3	5,889.3	5,964.2	6,125.3
S4	5,770.3	5,845.2	6,092.6

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,059.7	6,928.3	6,333.7
R3	6,740.2	6,608.8	6,245.9
R2	6,420.7	6,420.7	6,216.6
R1	6,289.3	6,289.3	6,187.3	6,355.0
PP	6,101.2	6,101.2	6,101.2	6,134.0
S1	5,969.8	5,969.8	6,128.7	6,035.5
S2	5,781.7	5,781.7	6,099.4
S3	5,462.2	5,650.3	6,070.1
S4	5,142.7	5,330.8	5,982.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,232.5	5,913.0	319.5	5.2%	119.6	1.9%	77%	False	False	178,579
10	6,443.5	5,913.0	530.5	8.6%	135.1	2.2%	46%	False	False	189,777
20	6,593.0	5,913.0	680.0	11.0%	133.0	2.2%	36%	False	False	181,212
40	6,885.0	5,913.0	972.0	15.8%	143.8	2.3%	25%	False	False	169,651
60	7,211.0	5,913.0	1,298.0	21.1%	138.7	2.3%	19%	False	False	159,716
80	7,211.0	5,913.0	1,298.0	21.1%	131.6	2.1%	19%	False	False	120,992
100	7,211.0	5,913.0	1,298.0	21.1%	123.3	2.0%	19%	False	False	96,875
120	7,211.0	5,641.5	1,569.5	25.5%	121.4	2.0%	33%	False	False	80,799

Crabel Price Patterns
NR	True
NR4	False
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	True
Bull Hook	False
Stretch	25.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,677.3
2.618	6,483.0
1.618	6,364.0
1.000	6,290.5
0.618	6,245.0
HIGH	6,171.5
0.618	6,126.0
0.500	6,112.0
0.382	6,098.0
LOW	6,052.5
0.618	5,979.0
1.000	5,933.5
1.618	5,860.0
2.618	5,741.0
4.250	5,546.8

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	6,142.7	6,143.2
PP	6,127.3	6,128.3
S1	6,112.0	6,113.5

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

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