DAX Index Future June 2012

Trading Metrics calculated at close of trading on 27-Apr-2012

Day Change Summary
	Previous	Current
	26-Apr-2012	27-Apr-2012	Change	Change %	Previous Week
Open	6,714.5	6,778.5	64.0	1.0%	6,710.5
High	6,789.5	6,834.5	45.0	0.7%	6,834.5
Low	6,647.0	6,654.0	7.0	0.1%	6,505.0
Close	6,778.5	6,811.0	32.5	0.5%	6,811.0
Range	142.5	180.5	38.0	26.7%	329.5
ATR	145.8	148.3	2.5	1.7%	0.0
Volume	138,796	151,409	12,613	9.1%	773,705

Daily Pivots for day following 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,308.0	7,240.0	6,910.3
R3	7,127.5	7,059.5	6,860.6
R2	6,947.0	6,947.0	6,844.1
R1	6,879.0	6,879.0	6,827.5	6,913.0
PP	6,766.5	6,766.5	6,766.5	6,783.5
S1	6,698.5	6,698.5	6,794.5	6,732.5
S2	6,586.0	6,586.0	6,777.9
S3	6,405.5	6,518.0	6,761.4
S4	6,225.0	6,337.5	6,711.7

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,705.3	7,587.7	6,992.2
R3	7,375.8	7,258.2	6,901.6
R2	7,046.3	7,046.3	6,871.4
R1	6,928.7	6,928.7	6,841.2	6,987.5
PP	6,716.8	6,716.8	6,716.8	6,746.3
S1	6,599.2	6,599.2	6,780.8	6,658.0
S2	6,387.3	6,387.3	6,750.6
S3	6,057.8	6,269.7	6,720.4
S4	5,728.3	5,940.2	6,629.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,834.5	6,505.0	329.5	4.8%	155.2	2.3%	93%	True	False	154,741
10	6,834.5	6,505.0	329.5	4.8%	150.7	2.2%	93%	True	False	157,261
20	7,103.5	6,505.0	598.5	8.8%	153.8	2.3%	51%	False	False	160,123
40	7,211.0	6,505.0	706.0	10.4%	134.1	2.0%	43%	False	False	119,909
60	7,211.0	6,505.0	706.0	10.4%	121.9	1.8%	43%	False	False	80,146
80	7,211.0	6,014.0	1,197.0	17.6%	115.7	1.7%	67%	False	False	60,213
100	7,211.0	5,641.5	1,569.5	23.0%	121.2	1.8%	75%	False	False	48,650
120	7,211.0	5,409.0	1,802.0	26.5%	126.4	1.9%	78%	False	False	40,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	32.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,601.6
2.618	7,307.0
1.618	7,126.5
1.000	7,015.0
0.618	6,946.0
HIGH	6,834.5
0.618	6,765.5
0.500	6,744.3
0.382	6,723.0
LOW	6,654.0
0.618	6,542.5
1.000	6,473.5
1.618	6,362.0
2.618	6,181.5
4.250	5,886.9

Fisher Pivots for day following 27-Apr-2012
Pivot	1 day	3 day
R1	6,788.8	6,780.1
PP	6,766.5	6,749.2
S1	6,744.3	6,718.3

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

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