DAX Index Future June 2009

Trading Metrics calculated at close of trading on 01-Jun-2009

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	4,975.0	5,014.5	39.5	0.8%	4,890.0
High	5,012.0	5,158.0	146.0	2.9%	5,037.5
Low	4,918.0	5,008.0	90.0	1.8%	4,804.0
Close	4,936.0	5,136.5	200.5	4.1%	4,936.0
Range	94.0	150.0	56.0	59.6%	233.5
ATR	139.5	145.4	5.9	4.2%	0.0
Volume	120,577	125,902	5,325	4.4%	606,753

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,550.8	5,493.7	5,219.0
R3	5,400.8	5,343.7	5,177.8
R2	5,250.8	5,250.8	5,164.0
R1	5,193.7	5,193.7	5,150.3	5,222.3
PP	5,100.8	5,100.8	5,100.8	5,115.1
S1	5,043.7	5,043.7	5,122.8	5,072.3
S2	4,950.8	4,950.8	5,109.0
S3	4,800.8	4,893.7	5,095.3
S4	4,650.8	4,743.7	5,054.0

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,626.3	5,514.7	5,064.4
R3	5,392.8	5,281.2	5,000.2
R2	5,159.3	5,159.3	4,978.8
R1	5,047.7	5,047.7	4,957.4	5,103.5
PP	4,925.8	4,925.8	4,925.8	4,953.8
S1	4,814.2	4,814.2	4,914.6	4,870.0
S2	4,692.3	4,692.3	4,893.2
S3	4,458.8	4,580.7	4,871.8
S4	4,225.3	4,347.2	4,807.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,158.0	4,804.0	354.0	6.9%	134.2	2.6%	94%	True	False	146,531
10	5,158.0	4,659.0	499.0	9.7%	138.1	2.7%	96%	True	False	149,138
20	5,158.0	4,656.5	501.5	9.8%	132.0	2.6%	96%	True	False	157,387
40	5,158.0	4,006.0	1,152.0	22.4%	135.5	2.6%	98%	True	False	161,344
60	5,158.0	3,599.5	1,558.5	30.3%	137.9	2.7%	99%	True	False	133,426
80	5,158.0	3,599.5	1,558.5	30.3%	138.0	2.7%	99%	True	False	100,254
100	5,158.0	3,599.5	1,558.5	30.3%	142.3	2.8%	99%	True	False	80,320
120	5,158.0	3,599.5	1,558.5	30.3%	143.3	2.8%	99%	True	False	67,284

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	30.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,795.5
2.618	5,550.7
1.618	5,400.7
1.000	5,308.0
0.618	5,250.7
HIGH	5,158.0
0.618	5,100.7
0.500	5,083.0
0.382	5,065.3
LOW	5,008.0
0.618	4,915.3
1.000	4,858.0
1.618	4,765.3
2.618	4,615.3
4.250	4,370.5

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	5,118.7	5,098.0
PP	5,100.8	5,059.5
S1	5,083.0	5,021.0

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

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