DAX Index Future June 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	7,345.0	7,145.0	-200.0	-2.7%	7,200.0
High	7,347.5	7,161.0	-186.5	-2.5%	7,221.5
Low	7,131.0	7,069.5	-61.5	-0.9%	7,067.5
Close	7,226.5	7,107.0	-119.5	-1.7%	7,163.5
Range	216.5	91.5	-125.0	-57.7%	154.0
ATR	132.8	134.5	1.7	1.3%	0.0
Volume	146,469	143,901	-2,568	-1.8%	707,603

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,387.0	7,338.5	7,157.3
R3	7,295.5	7,247.0	7,132.2
R2	7,204.0	7,204.0	7,123.8
R1	7,155.5	7,155.5	7,115.4	7,134.0
PP	7,112.5	7,112.5	7,112.5	7,101.8
S1	7,064.0	7,064.0	7,098.6	7,042.5
S2	7,021.0	7,021.0	7,090.2
S3	6,929.5	6,972.5	7,081.8
S4	6,838.0	6,881.0	7,056.7

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,612.8	7,542.2	7,248.2
R3	7,458.8	7,388.2	7,205.9
R2	7,304.8	7,304.8	7,191.7
R1	7,234.2	7,234.2	7,177.6	7,192.5
PP	7,150.8	7,150.8	7,150.8	7,130.0
S1	7,080.2	7,080.2	7,149.4	7,038.5
S2	6,996.8	6,996.8	7,135.3
S3	6,842.8	6,926.2	7,121.2
S4	6,688.8	6,772.2	7,078.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,347.5	7,069.5	278.0	3.9%	129.5	1.8%	13%	False	True	141,300
10	7,429.0	7,067.5	361.5	5.1%	126.4	1.8%	11%	False	False	145,262
20	7,579.5	7,067.5	512.0	7.2%	126.5	1.8%	8%	False	False	138,877
40	7,624.0	7,009.0	615.0	8.7%	108.9	1.5%	16%	False	False	122,811
60	7,624.0	6,436.0	1,188.0	16.7%	111.5	1.6%	56%	False	False	116,053
80	7,624.0	6,436.0	1,188.0	16.7%	107.1	1.5%	56%	False	False	87,602
100	7,624.0	6,436.0	1,188.0	16.7%	99.9	1.4%	56%	False	False	70,161
120	7,624.0	6,436.0	1,188.0	16.7%	93.1	1.3%	56%	False	False	58,756

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	14.9
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,549.9
2.618	7,400.5
1.618	7,309.0
1.000	7,252.5
0.618	7,217.5
HIGH	7,161.0
0.618	7,126.0
0.500	7,115.3
0.382	7,104.5
LOW	7,069.5
0.618	7,013.0
1.000	6,978.0
1.618	6,921.5
2.618	6,830.0
4.250	6,680.6

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	7,115.3	7,208.5
PP	7,112.5	7,174.7
S1	7,109.8	7,140.8

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

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