DAX Index Future June 2010

Trading Metrics calculated at close of trading on 01-Jun-2010

Day Change Summary
	Previous	Current
	28-May-2010	01-Jun-2010	Change	Change %	Previous Week
Open	5,949.0	5,967.5	18.5	0.3%	5,818.5
High	5,982.0	5,996.0	14.0	0.2%	5,982.0
Low	5,890.5	5,931.5	41.0	0.7%	5,608.0
Close	5,942.5	5,962.5	20.0	0.3%	5,942.5
Range	91.5	64.5	-27.0	-29.5%	374.0
ATR	167.1	159.7	-7.3	-4.4%	0.0
Volume	143,921	0	-143,921	-100.0%	925,322

Daily Pivots for day following 01-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,156.8	6,124.2	5,998.0
R3	6,092.3	6,059.7	5,980.2
R2	6,027.8	6,027.8	5,974.3
R1	5,995.2	5,995.2	5,968.4	5,979.3
PP	5,963.3	5,963.3	5,963.3	5,955.4
S1	5,930.7	5,930.7	5,956.6	5,914.8
S2	5,898.8	5,898.8	5,950.7
S3	5,834.3	5,866.2	5,944.8
S4	5,769.8	5,801.7	5,927.0

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,966.2	6,828.3	6,148.2
R3	6,592.2	6,454.3	6,045.4
R2	6,218.2	6,218.2	6,011.1
R1	6,080.3	6,080.3	5,976.8	6,149.3
PP	5,844.2	5,844.2	5,844.2	5,878.6
S1	5,706.3	5,706.3	5,908.2	5,775.3
S2	5,470.2	5,470.2	5,873.9
S3	5,096.2	5,332.3	5,839.7
S4	4,722.2	4,958.3	5,736.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,996.0	5,608.0	388.0	6.5%	130.7	2.2%	91%	True	False	155,747
10	6,187.0	5,608.0	579.0	9.7%	150.2	2.5%	61%	False	False	202,737
20	6,280.0	5,557.0	723.0	12.1%	178.5	3.0%	56%	False	False	233,063
40	6,347.0	5,557.0	790.0	13.2%	136.5	2.3%	51%	False	False	198,614
60	6,347.0	5,557.0	790.0	13.2%	112.8	1.9%	51%	False	False	159,479
80	6,347.0	5,400.0	947.0	15.9%	107.0	1.8%	59%	False	False	119,776
100	6,347.0	5,400.0	947.0	15.9%	108.4	1.8%	59%	False	False	95,897
120	6,347.0	5,400.0	947.0	15.9%	101.3	1.7%	59%	False	False	80,121

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.8
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	6,270.1
2.618	6,164.9
1.618	6,100.4
1.000	6,060.5
0.618	6,035.9
HIGH	5,996.0
0.618	5,971.4
0.500	5,963.8
0.382	5,956.1
LOW	5,931.5
0.618	5,891.6
1.000	5,867.0
1.618	5,827.1
2.618	5,762.6
4.250	5,657.4

Fisher Pivots for day following 01-Jun-2010
Pivot	1 day	3 day
R1	5,963.8	5,933.0
PP	5,963.3	5,903.5
S1	5,962.9	5,874.0

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

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