DAX Index Future June 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	5,967.5	5,921.0	-46.5	-0.8%	5,818.5
High	5,996.0	6,040.0	44.0	0.7%	5,982.0
Low	5,931.5	5,868.0	-63.5	-1.1%	5,608.0
Close	5,962.5	5,983.5	21.0	0.4%	5,942.5
Range	64.5	172.0	107.5	166.7%	374.0
ATR	159.7	160.6	0.9	0.5%	0.0
Volume	0	166,544	166,544		925,322

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,479.8	6,403.7	6,078.1
R3	6,307.8	6,231.7	6,030.8
R2	6,135.8	6,135.8	6,015.0
R1	6,059.7	6,059.7	5,999.3	6,097.8
PP	5,963.8	5,963.8	5,963.8	5,982.9
S1	5,887.7	5,887.7	5,967.7	5,925.8
S2	5,791.8	5,791.8	5,952.0
S3	5,619.8	5,715.7	5,936.2
S4	5,447.8	5,543.7	5,888.9

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	6,040.0	5,695.5	344.5	5.8%	136.9	2.3%	84%	True	False	142,544
10	6,128.0	5,608.0	520.0	8.7%	158.3	2.6%	72%	False	False	198,212
20	6,280.0	5,557.0	723.0	12.1%	176.7	3.0%	59%	False	False	227,393
40	6,347.0	5,557.0	790.0	13.2%	139.5	2.3%	54%	False	False	200,386
60	6,347.0	5,557.0	790.0	13.2%	114.2	1.9%	54%	False	False	162,243
80	6,347.0	5,433.0	914.0	15.3%	107.4	1.8%	60%	False	False	121,845
100	6,347.0	5,400.0	947.0	15.8%	109.3	1.8%	62%	False	False	97,561
120	6,347.0	5,400.0	947.0	15.8%	102.5	1.7%	62%	False	False	81,508

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,771.0
2.618	6,490.3
1.618	6,318.3
1.000	6,212.0
0.618	6,146.3
HIGH	6,040.0
0.618	5,974.3
0.500	5,954.0
0.382	5,933.7
LOW	5,868.0
0.618	5,761.7
1.000	5,696.0
1.618	5,589.7
2.618	5,417.7
4.250	5,137.0

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	5,973.7	5,973.7
PP	5,963.8	5,963.8
S1	5,954.0	5,954.0

Download as Excel Spreadsheet

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

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