DAX Index Future June 2011

Trading Metrics calculated at close of trading on 23-May-2011

Day Change Summary
	Previous	Current
	20-May-2011	23-May-2011	Change	Change %	Previous Week
Open	7,384.0	7,200.0	-184.0	-2.5%	7,348.0
High	7,417.5	7,202.0	-215.5	-2.9%	7,429.0
Low	7,232.5	7,107.0	-125.5	-1.7%	7,232.5
Close	7,271.5	7,139.0	-132.5	-1.8%	7,271.5
Range	185.0	95.0	-90.0	-48.6%	196.5
ATR	123.1	126.1	3.0	2.4%	0.0
Volume	159,677	143,635	-16,042	-10.0%	593,903

Daily Pivots for day following 23-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,434.3	7,381.7	7,191.3
R3	7,339.3	7,286.7	7,165.1
R2	7,244.3	7,244.3	7,156.4
R1	7,191.7	7,191.7	7,147.7	7,170.5
PP	7,149.3	7,149.3	7,149.3	7,138.8
S1	7,096.7	7,096.7	7,130.3	7,075.5
S2	7,054.3	7,054.3	7,121.6
S3	6,959.3	7,001.7	7,112.9
S4	6,864.3	6,906.7	7,086.8

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	7,107.0	322.0	4.5%	119.2	1.7%	10%	False	True	117,613
10	7,579.5	7,107.0	472.5	6.6%	126.7	1.8%	7%	False	True	132,889
20	7,624.0	7,107.0	517.0	7.2%	118.2	1.7%	6%	False	True	128,169
40	7,624.0	6,885.0	739.0	10.4%	99.8	1.4%	34%	False	False	117,850
60	7,624.0	6,436.0	1,188.0	16.6%	111.8	1.6%	59%	False	False	99,949
80	7,624.0	6,436.0	1,188.0	16.6%	102.2	1.4%	59%	False	False	75,224
100	7,624.0	6,436.0	1,188.0	16.6%	97.2	1.4%	59%	False	False	60,247
120	7,624.0	6,436.0	1,188.0	16.6%	90.4	1.3%	59%	False	False	50,518

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	28.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,605.8
2.618	7,450.7
1.618	7,355.7
1.000	7,297.0
0.618	7,260.7
HIGH	7,202.0
0.618	7,165.7
0.500	7,154.5
0.382	7,143.3
LOW	7,107.0
0.618	7,048.3
1.000	7,012.0
1.618	6,953.3
2.618	6,858.3
4.250	6,703.3

Fisher Pivots for day following 23-May-2011
Pivot	1 day	3 day
R1	7,154.5	7,268.0
PP	7,149.3	7,225.0
S1	7,144.2	7,182.0

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

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