DAX Index Future June 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	5,061.5	5,092.5	31.0	0.6%	5,053.0
High	5,129.5	5,107.5	-22.0	-0.4%	5,136.0
Low	5,038.5	5,044.0	5.5	0.1%	4,966.5
Close	5,110.0	5,068.0	-42.0	-0.8%	5,068.0
Range	91.0	63.5	-27.5	-30.2%	169.5
ATR	128.6	124.1	-4.5	-3.5%	0.0
Volume	122,894	107,499	-15,395	-12.5%	655,375

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,263.7	5,229.3	5,102.9
R3	5,200.2	5,165.8	5,085.5
R2	5,136.7	5,136.7	5,079.6
R1	5,102.3	5,102.3	5,073.8	5,087.8
PP	5,073.2	5,073.2	5,073.2	5,065.9
S1	5,038.8	5,038.8	5,062.2	5,024.3
S2	5,009.7	5,009.7	5,056.4
S3	4,946.2	4,975.3	5,050.5
S4	4,882.7	4,911.8	5,033.1

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,565.3	5,486.2	5,161.2
R3	5,395.8	5,316.7	5,114.6
R2	5,226.3	5,226.3	5,099.1
R1	5,147.2	5,147.2	5,083.5	5,186.8
PP	5,056.8	5,056.8	5,056.8	5,076.6
S1	4,977.7	4,977.7	5,052.5	5,017.3
S2	4,887.3	4,887.3	5,036.9
S3	4,717.8	4,808.2	5,021.4
S4	4,548.3	4,638.7	4,974.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,136.0	4,966.5	169.5	3.3%	92.9	1.8%	60%	False	False	131,075
10	5,179.5	4,966.5	213.0	4.2%	104.4	2.1%	48%	False	False	133,578
20	5,179.5	4,659.0	520.5	10.3%	118.3	2.3%	79%	False	False	143,011
40	5,179.5	4,399.0	780.5	15.4%	125.2	2.5%	86%	False	False	156,445
60	5,179.5	3,955.5	1,224.0	24.2%	128.5	2.5%	91%	False	False	152,470
80	5,179.5	3,599.5	1,580.0	31.2%	134.3	2.7%	93%	False	False	115,316
100	5,179.5	3,599.5	1,580.0	31.2%	137.5	2.7%	93%	False	False	92,371
120	5,179.5	3,599.5	1,580.0	31.2%	137.5	2.7%	93%	False	False	77,239

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	20.9
Narrowest range in 113 trading days

Fibonacci Retracements and Extensions
4.250	5,377.4
2.618	5,273.7
1.618	5,210.2
1.000	5,171.0
0.618	5,146.7
HIGH	5,107.5
0.618	5,083.2
0.500	5,075.8
0.382	5,068.3
LOW	5,044.0
0.618	5,004.8
1.000	4,980.5
1.618	4,941.3
2.618	4,877.8
4.250	4,774.1

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	5,075.8	5,072.5
PP	5,073.2	5,071.0
S1	5,070.6	5,069.5

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

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