DAX Index Future June 2007

Trading Metrics calculated at close of trading on 01-Jun-2007

Day Change Summary
	Previous	Current
	31-May-2007	01-Jun-2007	Change	Change %	Previous Week
Open	7,846.5	7,905.5	59.0	0.8%	7,694.0
High	7,908.5	8,015.0	106.5	1.3%	8,015.0
Low	7,843.0	7,899.0	56.0	0.7%	7,675.5
Close	7,890.0	7,998.0	108.0	1.4%	7,998.0
Range	65.5	116.0	50.5	77.1%	339.5
ATR	101.7	103.3	1.7	1.6%	0.0
Volume	189,361	210,385	21,024	11.1%	619,036

Daily Pivots for day following 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,318.7	8,274.3	8,061.8
R3	8,202.7	8,158.3	8,029.9
R2	8,086.7	8,086.7	8,019.3
R1	8,042.3	8,042.3	8,008.6	8,064.5
PP	7,970.7	7,970.7	7,970.7	7,981.8
S1	7,926.3	7,926.3	7,987.4	7,948.5
S2	7,854.7	7,854.7	7,976.7
S3	7,738.7	7,810.3	7,966.1
S4	7,622.7	7,694.3	7,934.2

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,914.7	8,795.8	8,184.7
R3	8,575.2	8,456.3	8,091.4
R2	8,235.7	8,235.7	8,060.2
R1	8,116.8	8,116.8	8,029.1	8,176.3
PP	7,896.2	7,896.2	7,896.2	7,925.9
S1	7,777.3	7,777.3	7,966.9	7,836.8
S2	7,556.7	7,556.7	7,935.8
S3	7,217.2	7,437.8	7,904.6
S4	6,877.7	7,098.3	7,811.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,015.0	7,675.5	339.5	4.2%	107.3	1.3%	95%	True	False	156,016
10	8,015.0	7,502.0	513.0	6.4%	101.3	1.3%	97%	True	False	169,968
20	8,015.0	7,333.0	682.0	8.5%	100.0	1.3%	98%	True	False	174,543
40	8,015.0	7,090.5	924.5	11.6%	89.9	1.1%	98%	True	False	167,940
60	8,015.0	6,483.0	1,532.0	19.2%	89.1	1.1%	99%	True	False	160,046
80	8,015.0	6,483.0	1,532.0	19.2%	88.6	1.1%	99%	True	False	120,538
100	8,015.0	6,483.0	1,532.0	19.2%	84.0	1.1%	99%	True	False	96,595
120	8,015.0	6,482.0	1,533.0	19.2%	79.8	1.0%	99%	True	False	80,944

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	20.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,508.0
2.618	8,318.7
1.618	8,202.7
1.000	8,131.0
0.618	8,086.7
HIGH	8,015.0
0.618	7,970.7
0.500	7,957.0
0.382	7,943.3
LOW	7,899.0
0.618	7,827.3
1.000	7,783.0
1.618	7,711.3
2.618	7,595.3
4.250	7,406.0

Fisher Pivots for day following 01-Jun-2007
Pivot	1 day	3 day
R1	7,984.3	7,949.3
PP	7,970.7	7,900.7
S1	7,957.0	7,852.0

Download as Excel Spreadsheet

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

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