DAX Index Future June 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	7,030.5	7,102.0	71.5	1.0%	6,900.0
High	7,115.5	7,179.0	63.5	0.9%	6,926.0
Low	7,030.5	7,088.0	57.5	0.8%	6,617.5
Close	7,093.0	7,167.0	74.0	1.0%	6,903.0
Range	85.0	91.0	6.0	7.1%	308.5
ATR	116.3	114.5	-1.8	-1.6%	0.0
Volume	114,878	81,537	-33,341	-29.0%	32,689

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,417.7	7,383.3	7,217.1
R3	7,326.7	7,292.3	7,192.0
R2	7,235.7	7,235.7	7,183.7
R1	7,201.3	7,201.3	7,175.3	7,218.5
PP	7,144.7	7,144.7	7,144.7	7,153.3
S1	7,110.3	7,110.3	7,158.7	7,127.5
S2	7,053.7	7,053.7	7,150.3
S3	6,962.7	7,019.3	7,142.0
S4	6,871.7	6,928.3	7,117.0

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,741.0	7,630.5	7,072.7
R3	7,432.5	7,322.0	6,987.8
R2	7,124.0	7,124.0	6,959.6
R1	7,013.5	7,013.5	6,931.3	7,068.8
PP	6,815.5	6,815.5	6,815.5	6,843.1
S1	6,705.0	6,705.0	6,874.7	6,760.3
S2	6,507.0	6,507.0	6,846.4
S3	6,198.5	6,396.5	6,818.2
S4	5,890.0	6,088.0	6,733.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,179.0	6,845.0	334.0	4.7%	92.7	1.3%	96%	True	False	75,450
10	7,179.0	6,617.5	561.5	7.8%	113.4	1.6%	98%	True	False	40,516
20	7,179.0	6,617.5	561.5	7.8%	108.3	1.5%	98%	True	False	20,712
40	7,179.0	6,358.0	821.0	11.5%	101.9	1.4%	99%	True	False	10,566
60	7,179.0	5,795.5	1,383.5	19.3%	99.7	1.4%	99%	True	False	7,184
80	7,179.0	5,409.0	1,770.0	24.7%	116.1	1.6%	99%	True	False	5,958
100	7,179.0	5,409.0	1,770.0	24.7%	127.5	1.8%	99%	True	False	4,800
120	7,179.0	5,187.5	1,991.5	27.8%	128.4	1.8%	99%	True	False	4,013

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,565.8
2.618	7,417.2
1.618	7,326.2
1.000	7,270.0
0.618	7,235.2
HIGH	7,179.0
0.618	7,144.2
0.500	7,133.5
0.382	7,122.8
LOW	7,088.0
0.618	7,031.8
1.000	6,997.0
1.618	6,940.8
2.618	6,849.8
4.250	6,701.3

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	7,155.8	7,129.8
PP	7,144.7	7,092.7
S1	7,133.5	7,055.5

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

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