DAX Index Future June 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	6,778.5	6,824.0	45.5	0.7%	6,710.5
High	6,834.5	6,856.0	21.5	0.3%	6,834.5
Low	6,654.0	6,754.5	100.5	1.5%	6,505.0
Close	6,811.0	6,788.5	-22.5	-0.3%	6,811.0
Range	180.5	101.5	-79.0	-43.8%	329.5
ATR	148.3	144.9	-3.3	-2.3%	0.0
Volume	151,409	108,271	-43,138	-28.5%	773,705

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,104.2	7,047.8	6,844.3
R3	7,002.7	6,946.3	6,816.4
R2	6,901.2	6,901.2	6,807.1
R1	6,844.8	6,844.8	6,797.8	6,822.3
PP	6,799.7	6,799.7	6,799.7	6,788.4
S1	6,743.3	6,743.3	6,779.2	6,720.8
S2	6,698.2	6,698.2	6,769.9
S3	6,596.7	6,641.8	6,760.6
S4	6,495.2	6,540.3	6,732.7

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	6,856.0	6,512.5	343.5	5.1%	132.5	2.0%	80%	True	False	140,230
10	6,856.0	6,505.0	351.0	5.2%	146.1	2.2%	81%	True	False	152,672
20	7,103.5	6,505.0	598.5	8.8%	151.3	2.2%	47%	False	False	157,302
40	7,211.0	6,505.0	706.0	10.4%	133.2	2.0%	40%	False	False	122,584
60	7,211.0	6,505.0	706.0	10.4%	122.6	1.8%	40%	False	False	81,947
80	7,211.0	6,014.0	1,197.0	17.6%	116.0	1.7%	65%	False	False	61,556
100	7,211.0	5,641.5	1,569.5	23.1%	120.2	1.8%	73%	False	False	49,731
120	7,211.0	5,409.0	1,802.0	26.5%	124.4	1.8%	77%	False	False	41,474

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	31.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,287.4
2.618	7,121.7
1.618	7,020.2
1.000	6,957.5
0.618	6,918.7
HIGH	6,856.0
0.618	6,817.2
0.500	6,805.3
0.382	6,793.3
LOW	6,754.5
0.618	6,691.8
1.000	6,653.0
1.618	6,590.3
2.618	6,488.8
4.250	6,323.1

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	6,805.3	6,776.2
PP	6,799.7	6,763.8
S1	6,794.1	6,751.5

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

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