DAX Index Future June 2012

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	6,936.0	6,982.5	46.5	0.7%	7,051.0
High	6,976.5	7,103.5	127.0	1.8%	7,167.0
Low	6,911.0	6,922.5	11.5	0.2%	6,854.5
Close	6,961.0	7,077.0	116.0	1.7%	6,961.0
Range	65.5	181.0	115.5	176.3%	312.5
ATR	115.3	120.0	4.7	4.1%	0.0
Volume	120,460	172,436	51,976	43.1%	686,562

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,577.3	7,508.2	7,176.6
R3	7,396.3	7,327.2	7,126.8
R2	7,215.3	7,215.3	7,110.2
R1	7,146.2	7,146.2	7,093.6	7,180.8
PP	7,034.3	7,034.3	7,034.3	7,051.6
S1	6,965.2	6,965.2	7,060.4	6,999.8
S2	6,853.3	6,853.3	7,043.8
S3	6,672.3	6,784.2	7,027.2
S4	6,491.3	6,603.2	6,977.5

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,931.7	7,758.8	7,132.9
R3	7,619.2	7,446.3	7,046.9
R2	7,306.7	7,306.7	7,018.3
R1	7,133.8	7,133.8	6,989.6	7,064.0
PP	6,994.2	6,994.2	6,994.2	6,959.3
S1	6,821.3	6,821.3	6,932.4	6,751.5
S2	6,681.7	6,681.7	6,903.7
S3	6,369.2	6,508.8	6,875.1
S4	6,056.7	6,196.3	6,789.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,167.0	6,854.5	312.5	4.4%	130.7	1.8%	71%	False	False	146,645
10	7,167.0	6,854.5	312.5	4.4%	128.2	1.8%	71%	False	False	140,468
20	7,211.0	6,617.5	593.5	8.4%	120.2	1.7%	77%	False	False	101,930
40	7,211.0	6,617.5	593.5	8.4%	109.3	1.5%	77%	False	False	51,578
60	7,211.0	6,090.0	1,121.0	15.8%	104.9	1.5%	88%	False	False	34,504
80	7,211.0	5,641.5	1,569.5	22.2%	109.4	1.5%	91%	False	False	26,469
100	7,211.0	5,409.0	1,802.0	25.5%	117.1	1.7%	93%	False	False	21,227
120	7,211.0	5,409.0	1,802.0	25.5%	127.9	1.8%	93%	False	False	17,715

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	35.0
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	7,872.8
2.618	7,577.4
1.618	7,396.4
1.000	7,284.5
0.618	7,215.4
HIGH	7,103.5
0.618	7,034.4
0.500	7,013.0
0.382	6,991.6
LOW	6,922.5
0.618	6,810.6
1.000	6,741.5
1.618	6,629.6
2.618	6,448.6
4.250	6,153.3

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	7,055.7	7,044.3
PP	7,034.3	7,011.7
S1	7,013.0	6,979.0

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

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