DAX Index Future June 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	7,100.0	7,100.0	0.0	0.0%	7,231.5
High	7,148.5	7,128.5	-20.0	-0.3%	7,347.5
Low	7,023.0	7,042.0	19.0	0.3%	7,023.0
Close	7,116.0	7,042.0	-74.0	-1.0%	7,116.0
Range	125.5	86.5	-39.0	-31.1%	324.5
ATR	133.9	130.5	-3.4	-2.5%	0.0
Volume	153,518	8,055	-145,463	-94.8%	582,846

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,330.3	7,272.7	7,089.6
R3	7,243.8	7,186.2	7,065.8
R2	7,157.3	7,157.3	7,057.9
R1	7,099.7	7,099.7	7,049.9	7,085.3
PP	7,070.8	7,070.8	7,070.8	7,063.6
S1	7,013.2	7,013.2	7,034.1	6,998.8
S2	6,984.3	6,984.3	7,026.1
S3	6,897.8	6,926.7	7,018.2
S4	6,811.3	6,840.2	6,994.4

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,135.7	7,950.3	7,294.5
R3	7,811.2	7,625.8	7,205.2
R2	7,486.7	7,486.7	7,175.5
R1	7,301.3	7,301.3	7,145.7	7,231.8
PP	7,162.2	7,162.2	7,162.2	7,127.4
S1	6,976.8	6,976.8	7,086.3	6,907.3
S2	6,837.7	6,837.7	7,056.5
S3	6,513.2	6,652.3	7,026.8
S4	6,188.7	6,327.8	6,937.5

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	7,023.0	324.5	4.6%	127.1	1.8%	6%	False	False	118,180
10	7,347.5	7,023.0	324.5	4.6%	118.3	1.7%	6%	False	False	129,850
20	7,579.5	7,023.0	556.5	7.9%	123.3	1.8%	3%	False	False	130,867
40	7,624.0	7,009.0	615.0	8.7%	110.3	1.6%	5%	False	False	120,813
60	7,624.0	6,436.0	1,188.0	16.9%	110.7	1.6%	51%	False	False	118,454
80	7,624.0	6,436.0	1,188.0	16.9%	108.6	1.5%	51%	False	False	89,607
100	7,624.0	6,436.0	1,188.0	16.9%	99.8	1.4%	51%	False	False	71,771
120	7,624.0	6,436.0	1,188.0	16.9%	94.3	1.3%	51%	False	False	60,066

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.9
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	7,496.1
2.618	7,355.0
1.618	7,268.5
1.000	7,215.0
0.618	7,182.0
HIGH	7,128.5
0.618	7,095.5
0.500	7,085.3
0.382	7,075.0
LOW	7,042.0
0.618	6,988.5
1.000	6,955.5
1.618	6,902.0
2.618	6,815.5
4.250	6,674.4

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	7,085.3	7,092.0
PP	7,070.8	7,075.3
S1	7,056.4	7,058.7

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

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