DAX Index Future September 2011

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	7,219.0	7,088.5	-130.5	-1.8%	7,120.5
High	7,229.5	7,144.0	-85.5	-1.2%	7,217.0
Low	7,098.0	7,042.5	-55.5	-0.8%	7,020.0
Close	7,121.0	7,122.0	1.0	0.0%	7,103.0
Range	131.5	101.5	-30.0	-22.8%	197.0
ATR	124.7	123.0	-1.7	-1.3%	0.0
Volume	33,275	51,980	18,705	56.2%	6,922

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,407.3	7,366.2	7,177.8
R3	7,305.8	7,264.7	7,149.9
R2	7,204.3	7,204.3	7,140.6
R1	7,163.2	7,163.2	7,131.3	7,183.8
PP	7,102.8	7,102.8	7,102.8	7,113.1
S1	7,061.7	7,061.7	7,112.7	7,082.3
S2	7,001.3	7,001.3	7,103.4
S3	6,899.8	6,960.2	7,094.1
S4	6,798.3	6,858.7	7,066.2

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,704.3	7,600.7	7,211.4
R3	7,507.3	7,403.7	7,157.2
R2	7,310.3	7,310.3	7,139.1
R1	7,206.7	7,206.7	7,121.1	7,160.0
PP	7,113.3	7,113.3	7,113.3	7,090.0
S1	7,009.7	7,009.7	7,084.9	6,963.0
S2	6,916.3	6,916.3	7,066.9
S3	6,719.3	6,812.7	7,048.8
S4	6,522.3	6,615.7	6,994.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,259.0	7,042.5	216.5	3.0%	110.4	1.6%	37%	False	True	20,068
10	7,259.0	7,020.0	239.0	3.4%	107.7	1.5%	43%	False	False	10,532
20	7,440.0	7,020.0	420.0	5.9%	112.8	1.6%	24%	False	False	6,251
40	7,650.0	7,020.0	630.0	8.8%	109.4	1.5%	16%	False	False	3,376
60	7,650.0	6,765.5	884.5	12.4%	98.6	1.4%	40%	False	False	2,325
80	7,650.0	6,486.5	1,163.5	16.3%	102.5	1.4%	55%	False	False	2,478
100	7,650.0	6,486.5	1,163.5	16.3%	91.2	1.3%	55%	False	False	1,997
120	7,650.0	6,486.5	1,163.5	16.3%	84.1	1.2%	55%	False	False	1,672

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	True
Bull Hook	False
Stretch	22.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,575.4
2.618	7,409.7
1.618	7,308.2
1.000	7,245.5
0.618	7,206.7
HIGH	7,144.0
0.618	7,105.2
0.500	7,093.3
0.382	7,081.3
LOW	7,042.5
0.618	6,979.8
1.000	6,941.0
1.618	6,878.3
2.618	6,776.8
4.250	6,611.1

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	7,112.4	7,150.8
PP	7,102.8	7,141.2
S1	7,093.3	7,131.6

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

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