DAX Index Future June 2012

Trading Metrics calculated at close of trading on 31-May-2012

Day Change Summary
	Previous	Current
	30-May-2012	31-May-2012	Change	Change %	Previous Week
Open	6,379.0	6,283.5	-95.5	-1.5%	6,273.0
High	6,396.0	6,323.5	-72.5	-1.1%	6,447.5
Low	6,258.5	6,208.5	-50.0	-0.8%	6,243.0
Close	6,283.5	6,269.5	-14.0	-0.2%	6,320.0
Range	137.5	115.0	-22.5	-16.4%	204.5
ATR	140.7	138.8	-1.8	-1.3%	0.0
Volume	220,336	182,420	-37,916	-17.2%	836,676

Daily Pivots for day following 31-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,612.2	6,555.8	6,332.8
R3	6,497.2	6,440.8	6,301.1
R2	6,382.2	6,382.2	6,290.6
R1	6,325.8	6,325.8	6,280.0	6,296.5
PP	6,267.2	6,267.2	6,267.2	6,252.5
S1	6,210.8	6,210.8	6,259.0	6,181.5
S2	6,152.2	6,152.2	6,248.4
S3	6,037.2	6,095.8	6,237.9
S4	5,922.2	5,980.8	6,206.3

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	6,443.5	6,208.5	235.0	3.7%	120.9	1.9%	26%	False	True	187,657
10	6,447.5	6,208.5	239.0	3.8%	122.8	2.0%	26%	False	True	176,568
20	6,799.0	6,208.5	590.5	9.4%	137.1	2.2%	10%	False	True	173,173
40	7,103.5	6,208.5	895.0	14.3%	147.9	2.4%	7%	False	True	166,119
60	7,211.0	6,208.5	1,002.5	16.0%	137.1	2.2%	6%	False	True	141,992
80	7,211.0	6,208.5	1,002.5	16.0%	127.0	2.0%	6%	False	True	106,696
100	7,211.0	6,014.0	1,197.0	19.1%	121.1	1.9%	21%	False	False	85,435
120	7,211.0	5,641.5	1,569.5	25.0%	122.7	2.0%	40%	False	False	71,595

Crabel Price Patterns
NR	True
NR4	False
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	19.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,812.3
2.618	6,624.6
1.618	6,509.6
1.000	6,438.5
0.618	6,394.6
HIGH	6,323.5
0.618	6,279.6
0.500	6,266.0
0.382	6,252.4
LOW	6,208.5
0.618	6,137.4
1.000	6,093.5
1.618	6,022.4
2.618	5,907.4
4.250	5,719.8

Fisher Pivots for day following 31-May-2012
Pivot	1 day	3 day
R1	6,268.3	6,326.0
PP	6,267.2	6,307.2
S1	6,266.0	6,288.3

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

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