DAX Index Future June 2010

Trading Metrics calculated at close of trading on 20-May-2010

Day Change Summary
	Previous	Current
	19-May-2010	20-May-2010	Change	Change %	Previous Week
Open	6,083.0	5,999.0	-84.0	-1.4%	5,852.0
High	6,128.0	6,047.5	-80.5	-1.3%	6,280.0
Low	5,960.0	5,782.0	-178.0	-3.0%	5,850.0
Close	5,987.5	5,850.0	-137.5	-2.3%	6,035.0
Range	168.0	265.5	97.5	58.0%	430.0
ATR	163.0	170.4	7.3	4.5%	0.0
Volume	295,626	286,732	-8,894	-3.0%	1,128,439

Daily Pivots for day following 20-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,689.7	6,535.3	5,996.0
R3	6,424.2	6,269.8	5,923.0
R2	6,158.7	6,158.7	5,898.7
R1	6,004.3	6,004.3	5,874.3	5,948.8
PP	5,893.2	5,893.2	5,893.2	5,865.4
S1	5,738.8	5,738.8	5,825.7	5,683.3
S2	5,627.7	5,627.7	5,801.3
S3	5,362.2	5,473.3	5,777.0
S4	5,096.7	5,207.8	5,704.0

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,345.0	7,120.0	6,271.5
R3	6,915.0	6,690.0	6,153.3
R2	6,485.0	6,485.0	6,113.8
R1	6,260.0	6,260.0	6,074.4	6,372.5
PP	6,055.0	6,055.0	6,055.0	6,111.3
S1	5,830.0	5,830.0	5,995.6	5,942.5
S2	5,625.0	5,625.0	5,956.2
S3	5,195.0	5,400.0	5,916.8
S4	4,765.0	4,970.0	5,798.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,239.5	5,782.0	457.5	7.8%	184.3	3.2%	15%	False	True	257,912
10	6,280.0	5,659.0	621.0	10.6%	182.5	3.1%	31%	False	False	257,788
20	6,347.0	5,557.0	790.0	13.5%	173.4	3.0%	37%	False	False	240,983
40	6,347.0	5,557.0	790.0	13.5%	123.7	2.1%	37%	False	False	190,920
60	6,347.0	5,527.0	820.0	14.0%	105.7	1.8%	39%	False	False	139,027
80	6,347.0	5,400.0	947.0	16.2%	105.2	1.8%	48%	False	False	104,393
100	6,347.0	5,400.0	947.0	16.2%	101.9	1.7%	48%	False	False	83,584
120	6,347.0	5,400.0	947.0	16.2%	98.7	1.7%	48%	False	False	69,860

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.6
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	7,175.9
2.618	6,742.6
1.618	6,477.1
1.000	6,313.0
0.618	6,211.6
HIGH	6,047.5
0.618	5,946.1
0.500	5,914.8
0.382	5,883.4
LOW	5,782.0
0.618	5,617.9
1.000	5,516.5
1.618	5,352.4
2.618	5,086.9
4.250	4,653.6

Fisher Pivots for day following 20-May-2010
Pivot	1 day	3 day
R1	5,914.8	5,984.5
PP	5,893.2	5,939.7
S1	5,871.6	5,894.8

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

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