DAX Index Future June 2010

Trading Metrics calculated at close of trading on 12-May-2010

Day Change Summary
	Previous	Current
	11-May-2010	12-May-2010	Change	Change %	Previous Week
Open	5,943.0	6,025.0	82.0	1.4%	6,112.5
High	6,096.0	6,226.0	130.0	2.1%	6,207.5
Low	5,912.0	6,006.5	94.5	1.6%	5,557.0
Close	6,042.5	6,196.0	153.5	2.5%	5,722.0
Range	184.0	219.5	35.5	19.3%	650.5
ATR	157.5	161.9	4.4	2.8%	0.0
Volume	203,062	244,323	41,261	20.3%	1,395,948

Daily Pivots for day following 12-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,801.3	6,718.2	6,316.7
R3	6,581.8	6,498.7	6,256.4
R2	6,362.3	6,362.3	6,236.2
R1	6,279.2	6,279.2	6,216.1	6,320.8
PP	6,142.8	6,142.8	6,142.8	6,163.6
S1	6,059.7	6,059.7	6,175.9	6,101.3
S2	5,923.3	5,923.3	6,155.8
S3	5,703.8	5,840.2	6,135.6
S4	5,484.3	5,620.7	6,075.3

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,780.3	7,401.7	6,079.8
R3	7,129.8	6,751.2	5,900.9
R2	6,479.3	6,479.3	5,841.3
R1	6,100.7	6,100.7	5,781.6	5,964.8
PP	5,828.8	5,828.8	5,828.8	5,760.9
S1	5,450.2	5,450.2	5,662.4	5,314.3
S2	5,178.3	5,178.3	5,602.7
S3	4,527.8	4,799.7	5,543.1
S4	3,877.3	4,149.2	5,364.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,226.0	5,557.0	669.0	10.8%	256.8	4.1%	96%	True	False	284,870
10	6,226.0	5,557.0	669.0	10.8%	192.3	3.1%	96%	True	False	249,109
20	6,347.0	5,557.0	790.0	12.8%	152.2	2.5%	81%	False	False	222,319
40	6,347.0	5,557.0	790.0	12.8%	108.9	1.8%	81%	False	False	170,713
60	6,347.0	5,514.0	833.0	13.4%	98.5	1.6%	82%	False	False	115,052
80	6,347.0	5,400.0	947.0	15.3%	103.6	1.7%	84%	False	False	86,408
100	6,347.0	5,400.0	947.0	15.3%	95.9	1.5%	84%	False	False	69,267
120	6,347.0	5,400.0	947.0	15.3%	93.5	1.5%	84%	False	False	57,863

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	31.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,158.9
2.618	6,800.7
1.618	6,581.2
1.000	6,445.5
0.618	6,361.7
HIGH	6,226.0
0.618	6,142.2
0.500	6,116.3
0.382	6,090.3
LOW	6,006.5
0.618	5,870.8
1.000	5,787.0
1.618	5,651.3
2.618	5,431.8
4.250	5,073.6

Fisher Pivots for day following 12-May-2010
Pivot	1 day	3 day
R1	6,169.4	6,143.3
PP	6,142.8	6,090.7
S1	6,116.3	6,038.0

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

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