DAX Index Future June 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	7,100.0	7,066.0	-34.0	-0.5%	7,231.5
High	7,128.5	7,152.0	23.5	0.3%	7,347.5
Low	7,042.0	7,066.0	24.0	0.3%	7,023.0
Close	7,042.0	7,110.0	68.0	1.0%	7,116.0
Range	86.5	86.0	-0.5	-0.6%	324.5
ATR	130.5	129.0	-1.5	-1.1%	0.0
Volume	8,055	130,260	122,205	1,517.1%	582,846

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,367.3	7,324.7	7,157.3
R3	7,281.3	7,238.7	7,133.7
R2	7,195.3	7,195.3	7,125.8
R1	7,152.7	7,152.7	7,117.9	7,174.0
PP	7,109.3	7,109.3	7,109.3	7,120.0
S1	7,066.7	7,066.7	7,102.1	7,088.0
S2	7,023.3	7,023.3	7,094.2
S3	6,937.3	6,980.7	7,086.4
S4	6,851.3	6,894.7	7,062.7

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%	121.2	1.7%	27%	False	False	116,440
10	7,347.5	7,023.0	324.5	4.6%	117.4	1.7%	27%	False	False	128,512
20	7,579.5	7,023.0	556.5	7.8%	122.0	1.7%	16%	False	False	130,701
40	7,624.0	7,009.0	615.0	8.6%	110.7	1.6%	16%	False	False	120,714
60	7,624.0	6,436.0	1,188.0	16.7%	110.7	1.6%	57%	False	False	120,510
80	7,624.0	6,436.0	1,188.0	16.7%	108.6	1.5%	57%	False	False	91,225
100	7,624.0	6,436.0	1,188.0	16.7%	100.2	1.4%	57%	False	False	73,071
120	7,624.0	6,436.0	1,188.0	16.7%	94.8	1.3%	57%	False	False	61,119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.7
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	7,517.5
2.618	7,377.1
1.618	7,291.1
1.000	7,238.0
0.618	7,205.1
HIGH	7,152.0
0.618	7,119.1
0.500	7,109.0
0.382	7,098.9
LOW	7,066.0
0.618	7,012.9
1.000	6,980.0
1.618	6,926.9
2.618	6,840.9
4.250	6,700.5

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	7,109.7	7,102.5
PP	7,109.3	7,095.0
S1	7,109.0	7,087.5

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

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