DAX Index Future June 2011

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	7,345.0	7,384.0	39.0	0.5%	7,348.0
High	7,429.0	7,417.5	-11.5	-0.2%	7,429.0
Low	7,321.0	7,232.5	-88.5	-1.2%	7,232.5
Close	7,353.5	7,271.5	-82.0	-1.1%	7,271.5
Range	108.0	185.0	77.0	71.3%	196.5
ATR	118.3	123.1	4.8	4.0%	0.0
Volume	156,016	159,677	3,661	2.3%	593,903

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,862.2	7,751.8	7,373.3
R3	7,677.2	7,566.8	7,322.4
R2	7,492.2	7,492.2	7,305.4
R1	7,381.8	7,381.8	7,288.5	7,344.5
PP	7,307.2	7,307.2	7,307.2	7,288.5
S1	7,196.8	7,196.8	7,254.5	7,159.5
S2	7,122.2	7,122.2	7,237.6
S3	6,937.2	7,011.8	7,220.6
S4	6,752.2	6,826.8	7,169.8

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,900.5	7,782.5	7,379.6
R3	7,704.0	7,586.0	7,325.5
R2	7,507.5	7,507.5	7,307.5
R1	7,389.5	7,389.5	7,289.5	7,350.3
PP	7,311.0	7,311.0	7,311.0	7,291.4
S1	7,193.0	7,193.0	7,253.5	7,153.8
S2	7,114.5	7,114.5	7,235.5
S3	6,918.0	6,996.5	7,217.5
S4	6,721.5	6,800.0	7,163.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,429.0	7,232.5	196.5	2.7%	124.0	1.7%	20%	False	True	118,780
10	7,579.5	7,232.5	347.0	4.8%	128.4	1.8%	11%	False	True	131,885
20	7,624.0	7,232.5	391.5	5.4%	115.5	1.6%	10%	False	True	125,616
40	7,624.0	6,805.5	818.5	11.3%	101.7	1.4%	57%	False	False	118,274
60	7,624.0	6,436.0	1,188.0	16.3%	111.7	1.5%	70%	False	False	97,563
80	7,624.0	6,436.0	1,188.0	16.3%	101.7	1.4%	70%	False	False	73,431
100	7,624.0	6,436.0	1,188.0	16.3%	96.4	1.3%	70%	False	False	58,812
120	7,624.0	6,436.0	1,188.0	16.3%	90.4	1.2%	70%	False	False	49,324

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	33.7
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	8,203.8
2.618	7,901.8
1.618	7,716.8
1.000	7,602.5
0.618	7,531.8
HIGH	7,417.5
0.618	7,346.8
0.500	7,325.0
0.382	7,303.2
LOW	7,232.5
0.618	7,118.2
1.000	7,047.5
1.618	6,933.2
2.618	6,748.2
4.250	6,446.3

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	7,325.0	7,330.8
PP	7,307.2	7,311.0
S1	7,289.3	7,291.3

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

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