DAX Index Future June 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	6,744.0	6,740.0	-4.0	-0.1%	6,950.0
High	6,784.5	6,849.0	64.5	1.0%	6,971.5
Low	6,644.0	6,733.0	89.0	1.3%	6,436.0
Close	6,694.5	6,828.0	133.5	2.0%	6,694.5
Range	140.5	116.0	-24.5	-17.4%	535.5
ATR	143.9	144.7	0.8	0.5%	0.0
Volume	185,141	138,090	-47,051	-25.4%	622,105

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,151.3	7,105.7	6,891.8
R3	7,035.3	6,989.7	6,859.9
R2	6,919.3	6,919.3	6,849.3
R1	6,873.7	6,873.7	6,838.6	6,896.5
PP	6,803.3	6,803.3	6,803.3	6,814.8
S1	6,757.7	6,757.7	6,817.4	6,780.5
S2	6,687.3	6,687.3	6,806.7
S3	6,571.3	6,641.7	6,796.1
S4	6,455.3	6,525.7	6,764.2

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,307.2	8,036.3	6,989.0
R3	7,771.7	7,500.8	6,841.8
R2	7,236.2	7,236.2	6,792.7
R1	6,965.3	6,965.3	6,743.6	6,833.0
PP	6,700.7	6,700.7	6,700.7	6,634.5
S1	6,429.8	6,429.8	6,645.4	6,297.5
S2	6,165.2	6,165.2	6,596.3
S3	5,629.7	5,894.3	6,547.2
S4	5,094.2	5,358.8	6,400.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,849.0	6,436.0	413.0	6.0%	198.7	2.9%	95%	True	False	133,906
10	7,251.0	6,436.0	815.0	11.9%	148.5	2.2%	48%	False	False	80,152
20	7,383.0	6,436.0	947.0	13.9%	136.8	2.0%	41%	False	False	41,979
40	7,470.0	6,436.0	1,034.0	15.1%	100.7	1.5%	38%	False	False	21,261
60	7,470.0	6,436.0	1,034.0	15.1%	92.6	1.4%	38%	False	False	14,285
80	7,470.0	6,436.0	1,034.0	15.1%	86.4	1.3%	38%	False	False	11,182
100	7,470.0	6,436.0	1,034.0	15.1%	83.6	1.2%	38%	False	False	8,995
120	7,470.0	6,158.0	1,312.0	19.2%	79.6	1.2%	51%	False	False	7,541

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	34.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,342.0
2.618	7,152.7
1.618	7,036.7
1.000	6,965.0
0.618	6,920.7
HIGH	6,849.0
0.618	6,804.7
0.500	6,791.0
0.382	6,777.3
LOW	6,733.0
0.618	6,661.3
1.000	6,617.0
1.618	6,545.3
2.618	6,429.3
4.250	6,240.0

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	6,815.7	6,783.2
PP	6,803.3	6,738.3
S1	6,791.0	6,693.5

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

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