DAX Index Future June 2011

Trading Metrics calculated at close of trading on 04-May-2011

Day Change Summary
	Previous	Current
	03-May-2011	04-May-2011	Change	Change %	Previous Week
Open	7,525.0	7,479.0	-46.0	-0.6%	7,306.5
High	7,545.5	7,561.5	16.0	0.2%	7,548.5
Low	7,469.5	7,378.5	-91.0	-1.2%	7,291.5
Close	7,520.0	7,394.0	-126.0	-1.7%	7,529.5
Range	76.0	183.0	107.0	140.8%	257.0
ATR	102.9	108.6	5.7	5.6%	0.0
Volume	120,267	179,423	59,156	49.2%	380,968

Daily Pivots for day following 04-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,993.7	7,876.8	7,494.7
R3	7,810.7	7,693.8	7,444.3
R2	7,627.7	7,627.7	7,427.6
R1	7,510.8	7,510.8	7,410.8	7,477.8
PP	7,444.7	7,444.7	7,444.7	7,428.1
S1	7,327.8	7,327.8	7,377.2	7,294.8
S2	7,261.7	7,261.7	7,360.5
S3	7,078.7	7,144.8	7,343.7
S4	6,895.7	6,961.8	7,293.4

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,227.5	8,135.5	7,670.9
R3	7,970.5	7,878.5	7,600.2
R2	7,713.5	7,713.5	7,576.6
R1	7,621.5	7,621.5	7,553.1	7,667.5
PP	7,456.5	7,456.5	7,456.5	7,479.5
S1	7,364.5	7,364.5	7,505.9	7,410.5
S2	7,199.5	7,199.5	7,482.4
S3	6,942.5	7,107.5	7,458.8
S4	6,685.5	6,850.5	7,388.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,624.0	7,378.5	245.5	3.3%	100.6	1.4%	6%	False	True	115,852
10	7,624.0	7,043.5	580.5	7.9%	96.0	1.3%	60%	False	False	112,884
20	7,624.0	7,009.0	615.0	8.3%	91.3	1.2%	63%	False	False	106,745
40	7,624.0	6,436.0	1,188.0	16.1%	104.0	1.4%	81%	False	False	104,641
60	7,624.0	6,436.0	1,188.0	16.1%	100.6	1.4%	81%	False	False	70,510
80	7,624.0	6,436.0	1,188.0	16.1%	93.2	1.3%	81%	False	False	52,982
100	7,624.0	6,436.0	1,188.0	16.1%	86.5	1.2%	81%	False	False	42,732
120	7,624.0	6,436.0	1,188.0	16.1%	87.3	1.2%	81%	False	False	35,676

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.5
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	8,339.3
2.618	8,040.6
1.618	7,857.6
1.000	7,744.5
0.618	7,674.6
HIGH	7,561.5
0.618	7,491.6
0.500	7,470.0
0.382	7,448.4
LOW	7,378.5
0.618	7,265.4
1.000	7,195.5
1.618	7,082.4
2.618	6,899.4
4.250	6,600.8

Fisher Pivots for day following 04-May-2011
Pivot	1 day	3 day
R1	7,470.0	7,501.3
PP	7,444.7	7,465.5
S1	7,419.3	7,429.8

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

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