DAX Index Future June 2010

Trading Metrics calculated at close of trading on 16-Jun-2010

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	6,103.0	6,200.0	97.0	1.6%	5,861.5
High	6,224.0	6,218.5	-5.5	-0.1%	6,094.0
Low	6,078.0	6,143.0	65.0	1.1%	5,798.5
Close	6,175.0	6,192.0	17.0	0.3%	6,043.5
Range	146.0	75.5	-70.5	-48.3%	295.5
ATR	151.9	146.4	-5.5	-3.6%	0.0
Volume	200,807	193,412	-7,395	-3.7%	909,856

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,411.0	6,377.0	6,233.5
R3	6,335.5	6,301.5	6,212.8
R2	6,260.0	6,260.0	6,205.8
R1	6,226.0	6,226.0	6,198.9	6,205.3
PP	6,184.5	6,184.5	6,184.5	6,174.1
S1	6,150.5	6,150.5	6,185.1	6,129.8
S2	6,109.0	6,109.0	6,178.2
S3	6,033.5	6,075.0	6,171.2
S4	5,958.0	5,999.5	6,150.5

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,865.2	6,749.8	6,206.0
R3	6,569.7	6,454.3	6,124.8
R2	6,274.2	6,274.2	6,097.7
R1	6,158.8	6,158.8	6,070.6	6,216.5
PP	5,978.7	5,978.7	5,978.7	6,007.5
S1	5,863.3	5,863.3	6,016.4	5,921.0
S2	5,683.2	5,683.2	5,989.3
S3	5,387.7	5,567.8	5,962.2
S4	5,092.2	5,272.3	5,881.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,224.0	5,924.0	300.0	4.8%	113.3	1.8%	89%	False	False	180,052
10	6,224.0	5,798.5	425.5	6.9%	131.4	2.1%	92%	False	False	176,605
20	6,224.0	5,608.0	616.0	9.9%	144.8	2.3%	95%	False	False	187,409
40	6,347.0	5,557.0	790.0	12.8%	153.7	2.5%	80%	False	False	209,154
60	6,347.0	5,557.0	790.0	12.8%	126.3	2.0%	80%	False	False	184,558
80	6,347.0	5,527.0	820.0	13.2%	112.7	1.8%	81%	False	False	143,855
100	6,347.0	5,400.0	947.0	15.3%	111.0	1.8%	84%	False	False	115,178
120	6,347.0	5,400.0	947.0	15.3%	106.2	1.7%	84%	False	False	96,042

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,539.4
2.618	6,416.2
1.618	6,340.7
1.000	6,294.0
0.618	6,265.2
HIGH	6,218.5
0.618	6,189.7
0.500	6,180.8
0.382	6,171.8
LOW	6,143.0
0.618	6,096.3
1.000	6,067.5
1.618	6,020.8
2.618	5,945.3
4.250	5,822.1

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	6,188.3	6,177.2
PP	6,184.5	6,162.3
S1	6,180.8	6,147.5

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

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