DAX Index Future June 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	6,950.0	6,712.5	-237.5	-3.4%	7,168.0
High	6,971.5	6,741.5	-230.0	-3.3%	7,298.0
Low	6,872.5	6,506.5	-366.0	-5.3%	6,995.0
Close	6,899.5	6,687.5	-212.0	-3.1%	7,008.0
Range	99.0	235.0	136.0	137.4%	303.0
ATR	107.1	127.5	20.4	19.1%	0.0
Volume	90,662	104,604	13,942	15.4%	45,425

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,350.2	7,253.8	6,816.8
R3	7,115.2	7,018.8	6,752.1
R2	6,880.2	6,880.2	6,730.6
R1	6,783.8	6,783.8	6,709.0	6,714.5
PP	6,645.2	6,645.2	6,645.2	6,610.5
S1	6,548.8	6,548.8	6,666.0	6,479.5
S2	6,410.2	6,410.2	6,644.4
S3	6,175.2	6,313.8	6,622.9
S4	5,940.2	6,078.8	6,558.3

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,009.3	7,811.7	7,174.7
R3	7,706.3	7,508.7	7,091.3
R2	7,403.3	7,403.3	7,063.6
R1	7,205.7	7,205.7	7,035.8	7,153.0
PP	7,100.3	7,100.3	7,100.3	7,074.0
S1	6,902.7	6,902.7	6,980.2	6,850.0
S2	6,797.3	6,797.3	6,952.5
S3	6,494.3	6,599.7	6,924.7
S4	6,191.3	6,296.7	6,841.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,244.0	6,506.5	737.5	11.0%	114.9	1.7%	25%	False	True	44,491
10	7,338.0	6,506.5	831.5	12.4%	122.3	1.8%	22%	False	True	26,231
20	7,470.0	6,506.5	963.5	14.4%	112.2	1.7%	19%	False	True	13,837
40	7,470.0	6,506.5	963.5	14.4%	89.6	1.3%	19%	False	True	7,197
60	7,470.0	6,506.5	963.5	14.4%	82.7	1.2%	19%	False	True	4,899
80	7,470.0	6,506.5	963.5	14.4%	82.1	1.2%	19%	False	True	4,136
100	7,470.0	6,506.5	963.5	14.4%	78.1	1.2%	19%	False	True	3,357
120	7,470.0	6,158.0	1,312.0	19.6%	75.9	1.1%	40%	False	False	2,839

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	28.3
Widest range in 124 trading days

Fibonacci Retracements and Extensions
4.250	7,740.3
2.618	7,356.7
1.618	7,121.7
1.000	6,976.5
0.618	6,886.7
HIGH	6,741.5
0.618	6,651.7
0.500	6,624.0
0.382	6,596.3
LOW	6,506.5
0.618	6,361.3
1.000	6,271.5
1.618	6,126.3
2.618	5,891.3
4.250	5,507.8

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	6,666.3	6,774.5
PP	6,645.2	6,745.5
S1	6,624.0	6,716.5

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

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