DAX Index Future September 2011

Trading Metrics calculated at close of trading on 17-Jun-2011

Day Change Summary
	Previous	Current
	16-Jun-2011	17-Jun-2011	Change	Change %	Previous Week
Open	7,088.5	7,102.5	14.0	0.2%	7,088.0
High	7,144.0	7,253.0	109.0	1.5%	7,259.0
Low	7,042.5	7,062.5	20.0	0.3%	7,042.5
Close	7,122.0	7,183.0	61.0	0.9%	7,183.0
Range	101.5	190.5	89.0	87.7%	216.5
ATR	123.0	127.9	4.8	3.9%	0.0
Volume	51,980	187,990	136,010	261.7%	285,657

Daily Pivots for day following 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,737.7	7,650.8	7,287.8
R3	7,547.2	7,460.3	7,235.4
R2	7,356.7	7,356.7	7,217.9
R1	7,269.8	7,269.8	7,200.5	7,313.3
PP	7,166.2	7,166.2	7,166.2	7,187.9
S1	7,079.3	7,079.3	7,165.5	7,122.8
S2	6,975.7	6,975.7	7,148.1
S3	6,785.2	6,888.8	7,130.6
S4	6,594.7	6,698.3	7,078.2

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,811.0	7,713.5	7,302.1
R3	7,594.5	7,497.0	7,242.5
R2	7,378.0	7,378.0	7,222.7
R1	7,280.5	7,280.5	7,202.8	7,329.3
PP	7,161.5	7,161.5	7,161.5	7,185.9
S1	7,064.0	7,064.0	7,163.2	7,112.8
S2	6,945.0	6,945.0	7,143.3
S3	6,728.5	6,847.5	7,123.5
S4	6,512.0	6,631.0	7,063.9

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%	121.8	1.7%	65%	False	False	57,131
10	7,259.0	7,020.0	239.0	3.3%	114.8	1.6%	68%	False	False	29,257
20	7,370.0	7,020.0	350.0	4.9%	113.7	1.6%	47%	False	False	15,616
40	7,650.0	7,020.0	630.0	8.8%	110.3	1.5%	26%	False	False	8,062
60	7,650.0	6,830.0	820.0	11.4%	100.1	1.4%	43%	False	False	5,455
80	7,650.0	6,486.5	1,163.5	16.2%	103.0	1.4%	60%	False	False	4,826
100	7,650.0	6,486.5	1,163.5	16.2%	92.5	1.3%	60%	False	False	3,875
120	7,650.0	6,486.5	1,163.5	16.2%	85.5	1.2%	60%	False	False	3,239

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.9
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	8,062.6
2.618	7,751.7
1.618	7,561.2
1.000	7,443.5
0.618	7,370.7
HIGH	7,253.0
0.618	7,180.2
0.500	7,157.8
0.382	7,135.3
LOW	7,062.5
0.618	6,944.8
1.000	6,872.0
1.618	6,754.3
2.618	6,563.8
4.250	6,252.9

Fisher Pivots for day following 17-Jun-2011
Pivot	1 day	3 day
R1	7,174.6	7,171.3
PP	7,166.2	7,159.5
S1	7,157.8	7,147.8

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

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