DAX Index Future June 2012

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	25-May-2012	29-May-2012	Change	Change %	Previous Week
Open	6,292.5	6,345.0	52.5	0.8%	6,273.0
High	6,409.0	6,443.5	34.5	0.5%	6,447.5
Low	6,279.0	6,334.5	55.5	0.9%	6,243.0
Close	6,320.0	6,419.0	99.0	1.6%	6,320.0
Range	130.0	109.0	-21.0	-16.2%	204.5
ATR	140.3	139.1	-1.2	-0.9%	0.0
Volume	164,841	183,759	18,918	11.5%	836,676

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,726.0	6,681.5	6,479.0
R3	6,617.0	6,572.5	6,449.0
R2	6,508.0	6,508.0	6,439.0
R1	6,463.5	6,463.5	6,429.0	6,485.8
PP	6,399.0	6,399.0	6,399.0	6,410.1
S1	6,354.5	6,354.5	6,409.0	6,376.8
S2	6,290.0	6,290.0	6,399.0
S3	6,181.0	6,245.5	6,389.0
S4	6,072.0	6,136.5	6,359.1

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,950.3	6,839.7	6,432.5
R3	6,745.8	6,635.2	6,376.2
R2	6,541.3	6,541.3	6,357.5
R1	6,430.7	6,430.7	6,338.7	6,486.0
PP	6,336.8	6,336.8	6,336.8	6,364.5
S1	6,226.2	6,226.2	6,301.3	6,281.5
S2	6,132.3	6,132.3	6,282.5
S3	5,927.8	6,021.7	6,263.8
S4	5,723.3	5,817.2	6,207.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,447.5	6,243.0	204.5	3.2%	114.0	1.8%	86%	False	False	176,454
10	6,513.0	6,221.5	291.5	4.5%	128.1	2.0%	68%	False	False	176,230
20	6,885.0	6,221.5	663.5	10.3%	140.4	2.2%	30%	False	False	166,234
40	7,103.5	6,221.5	882.0	13.7%	147.1	2.3%	22%	False	False	163,178
60	7,211.0	6,221.5	989.5	15.4%	136.2	2.1%	20%	False	False	135,351
80	7,211.0	6,221.5	989.5	15.4%	126.5	2.0%	20%	False	False	101,668
100	7,211.0	6,014.0	1,197.0	18.6%	120.6	1.9%	34%	False	False	81,417
120	7,211.0	5,641.5	1,569.5	24.5%	124.4	1.9%	50%	False	False	68,247

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	True
Bear Hook	False
Bull Hook	False
Stretch	21.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,906.8
2.618	6,728.9
1.618	6,619.9
1.000	6,552.5
0.618	6,510.9
HIGH	6,443.5
0.618	6,401.9
0.500	6,389.0
0.382	6,376.1
LOW	6,334.5
0.618	6,267.1
1.000	6,225.5
1.618	6,158.1
2.618	6,049.1
4.250	5,871.3

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	6,409.0	6,393.8
PP	6,399.0	6,368.5
S1	6,389.0	6,343.3

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

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