DAX Index Future June 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	5,898.5	5,889.0	-9.5	-0.2%	5,967.5
High	5,932.0	5,995.0	63.0	1.1%	6,115.5
Low	5,798.5	5,833.0	34.5	0.6%	5,865.0
Close	5,855.0	5,992.0	137.0	2.3%	5,930.5
Range	133.5	162.0	28.5	21.3%	250.5
ATR	159.6	159.8	0.2	0.1%	0.0
Volume	200,638	195,705	-4,933	-2.5%	475,548

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,426.0	6,371.0	6,081.1
R3	6,264.0	6,209.0	6,036.6
R2	6,102.0	6,102.0	6,021.7
R1	6,047.0	6,047.0	6,006.9	6,074.5
PP	5,940.0	5,940.0	5,940.0	5,953.8
S1	5,885.0	5,885.0	5,977.2	5,912.5
S2	5,778.0	5,778.0	5,962.3
S3	5,616.0	5,723.0	5,947.5
S4	5,454.0	5,561.0	5,902.9

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,721.8	6,576.7	6,068.3
R3	6,471.3	6,326.2	5,999.4
R2	6,220.8	6,220.8	5,976.4
R1	6,075.7	6,075.7	5,953.5	6,023.0
PP	5,970.3	5,970.3	5,970.3	5,944.0
S1	5,825.2	5,825.2	5,907.5	5,772.5
S2	5,719.8	5,719.8	5,884.6
S3	5,469.3	5,574.7	5,861.6
S4	5,218.8	5,324.2	5,792.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,115.5	5,798.5	317.0	5.3%	149.4	2.5%	61%	False	False	173,158
10	6,115.5	5,695.5	420.0	7.0%	143.2	2.4%	71%	False	False	157,851
20	6,280.0	5,608.0	672.0	11.2%	155.9	2.6%	57%	False	False	197,532
40	6,347.0	5,557.0	790.0	13.2%	150.0	2.5%	55%	False	False	207,005
60	6,347.0	5,557.0	790.0	13.2%	121.8	2.0%	55%	False	False	175,972
80	6,347.0	5,514.0	833.0	13.9%	110.6	1.8%	57%	False	False	132,626
100	6,347.0	5,400.0	947.0	15.8%	112.1	1.9%	63%	False	False	106,190
120	6,347.0	5,400.0	947.0	15.8%	104.6	1.7%	63%	False	False	88,641

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	35.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,683.5
2.618	6,419.1
1.618	6,257.1
1.000	6,157.0
0.618	6,095.1
HIGH	5,995.0
0.618	5,933.1
0.500	5,914.0
0.382	5,894.9
LOW	5,833.0
0.618	5,732.9
1.000	5,671.0
1.618	5,570.9
2.618	5,408.9
4.250	5,144.5

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	5,966.0	5,960.3
PP	5,940.0	5,928.5
S1	5,914.0	5,896.8

Download as Excel Spreadsheet

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

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