DAX Index Future September 2011

Trading Metrics calculated at close of trading on 30-May-2011

Day Change Summary
	Previous	Current
	27-May-2011	30-May-2011	Change	Change %	Previous Week
Open	7,212.0	7,179.5	-32.5	-0.5%	7,242.0
High	7,232.0	7,230.0	-2.0	0.0%	7,242.0
Low	7,142.5	7,169.0	26.5	0.4%	7,096.0
Close	7,191.5	7,189.5	-2.0	0.0%	7,191.5
Range	89.5	61.0	-28.5	-31.8%	146.0
ATR	116.5	112.5	-4.0	-3.4%	0.0
Volume	3,475	370	-3,105	-89.4%	11,194

Daily Pivots for day following 30-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,379.2	7,345.3	7,223.1
R3	7,318.2	7,284.3	7,206.3
R2	7,257.2	7,257.2	7,200.7
R1	7,223.3	7,223.3	7,195.1	7,240.3
PP	7,196.2	7,196.2	7,196.2	7,204.6
S1	7,162.3	7,162.3	7,183.9	7,179.3
S2	7,135.2	7,135.2	7,178.3
S3	7,074.2	7,101.3	7,172.7
S4	7,013.2	7,040.3	7,156.0

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,614.5	7,549.0	7,271.8
R3	7,468.5	7,403.0	7,231.7
R2	7,322.5	7,322.5	7,218.3
R1	7,257.0	7,257.0	7,204.9	7,216.8
PP	7,176.5	7,176.5	7,176.5	7,156.4
S1	7,111.0	7,111.0	7,178.1	7,070.8
S2	7,030.5	7,030.5	7,164.7
S3	6,884.5	6,965.0	7,151.4
S4	6,738.5	6,819.0	7,111.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,241.0	7,096.0	145.0	2.0%	97.0	1.3%	64%	False	False	2,137
10	7,450.0	7,096.0	354.0	4.9%	104.8	1.5%	26%	False	False	1,503
20	7,604.0	7,096.0	508.0	7.1%	113.7	1.6%	18%	False	False	974
40	7,650.0	7,042.5	607.5	8.4%	95.9	1.3%	24%	False	False	619
60	7,650.0	6,486.5	1,163.5	16.2%	101.4	1.4%	60%	False	False	1,413
80	7,650.0	6,486.5	1,163.5	16.2%	91.4	1.3%	60%	False	False	1,080
100	7,650.0	6,486.5	1,163.5	16.2%	82.2	1.1%	60%	False	False	878

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.3
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	7,489.3
2.618	7,389.7
1.618	7,328.7
1.000	7,291.0
0.618	7,267.7
HIGH	7,230.0
0.618	7,206.7
0.500	7,199.5
0.382	7,192.3
LOW	7,169.0
0.618	7,131.3
1.000	7,108.0
1.618	7,070.3
2.618	7,009.3
4.250	6,909.8

Fisher Pivots for day following 30-May-2011
Pivot	1 day	3 day
R1	7,199.5	7,186.0
PP	7,196.2	7,182.5
S1	7,192.8	7,179.0

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

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