DAX Index Future June 2012

Trading Metrics calculated at close of trading on 04-Apr-2012

Day Change Summary
	Previous	Current
	03-Apr-2012	04-Apr-2012	Change	Change %	Previous Week
Open	7,077.0	6,932.0	-145.0	-2.0%	7,051.0
High	7,095.0	6,977.5	-117.5	-1.7%	7,167.0
Low	6,937.5	6,782.0	-155.5	-2.2%	6,854.5
Close	6,977.5	6,799.0	-178.5	-2.6%	6,961.0
Range	157.5	195.5	38.0	24.1%	312.5
ATR	122.6	127.8	5.2	4.2%	0.0
Volume	138,660	188,252	49,592	35.8%	686,562

Daily Pivots for day following 04-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,439.3	7,314.7	6,906.5
R3	7,243.8	7,119.2	6,852.8
R2	7,048.3	7,048.3	6,834.8
R1	6,923.7	6,923.7	6,816.9	6,888.3
PP	6,852.8	6,852.8	6,852.8	6,835.1
S1	6,728.2	6,728.2	6,781.1	6,692.8
S2	6,657.3	6,657.3	6,763.2
S3	6,461.8	6,532.7	6,745.2
S4	6,266.3	6,337.2	6,691.5

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	7,103.5	6,782.0	321.5	4.7%	150.5	2.2%	5%	False	True	156,898
10	7,167.0	6,782.0	385.0	5.7%	141.2	2.1%	4%	False	True	148,104
20	7,211.0	6,689.5	521.5	7.7%	121.5	1.8%	21%	False	False	117,692
40	7,211.0	6,617.5	593.5	8.7%	113.5	1.7%	31%	False	False	59,731
60	7,211.0	6,096.5	1,114.5	16.4%	107.9	1.6%	63%	False	False	39,941
80	7,211.0	5,641.5	1,569.5	23.1%	108.9	1.6%	74%	False	False	30,410
100	7,211.0	5,409.0	1,802.0	26.5%	117.7	1.7%	77%	False	False	24,495
120	7,211.0	5,409.0	1,802.0	26.5%	127.3	1.9%	77%	False	False	20,437

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	38.1
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	7,808.4
2.618	7,489.3
1.618	7,293.8
1.000	7,173.0
0.618	7,098.3
HIGH	6,977.5
0.618	6,902.8
0.500	6,879.8
0.382	6,856.7
LOW	6,782.0
0.618	6,661.2
1.000	6,586.5
1.618	6,465.7
2.618	6,270.2
4.250	5,951.1

Fisher Pivots for day following 04-Apr-2012
Pivot	1 day	3 day
R1	6,879.8	6,942.8
PP	6,852.8	6,894.8
S1	6,825.9	6,846.9

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

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