DAX Index Future June 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	6,283.5	6,269.5	-14.0	-0.2%	6,345.0
High	6,323.5	6,269.5	-54.0	-0.9%	6,443.5
Low	6,208.5	6,008.5	-200.0	-3.2%	6,008.5
Close	6,269.5	6,029.0	-240.5	-3.8%	6,029.0
Range	115.0	261.0	146.0	127.0%	435.0
ATR	138.8	147.6	8.7	6.3%	0.0
Volume	182,420	253,517	71,097	39.0%	840,032

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,885.3	6,718.2	6,172.6
R3	6,624.3	6,457.2	6,100.8
R2	6,363.3	6,363.3	6,076.9
R1	6,196.2	6,196.2	6,052.9	6,149.3
PP	6,102.3	6,102.3	6,102.3	6,078.9
S1	5,935.2	5,935.2	6,005.1	5,888.3
S2	5,841.3	5,841.3	5,981.2
S3	5,580.3	5,674.2	5,957.2
S4	5,319.3	5,413.2	5,885.5

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,465.3	7,182.2	6,268.3
R3	7,030.3	6,747.2	6,148.6
R2	6,595.3	6,595.3	6,108.8
R1	6,312.2	6,312.2	6,068.9	6,236.3
PP	6,160.3	6,160.3	6,160.3	6,122.4
S1	5,877.2	5,877.2	5,989.1	5,801.3
S2	5,725.3	5,725.3	5,949.3
S3	5,290.3	5,442.2	5,909.4
S4	4,855.3	5,007.2	5,789.8

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	6,008.5	435.0	7.2%	150.5	2.5%	5%	False	True	200,974
10	6,447.5	6,008.5	439.0	7.3%	132.6	2.2%	5%	False	True	185,510
20	6,691.5	6,008.5	683.0	11.3%	142.8	2.4%	3%	False	True	178,525
40	7,095.0	6,008.5	1,086.5	18.0%	149.9	2.5%	2%	False	True	168,146
60	7,211.0	6,008.5	1,202.5	19.9%	140.0	2.3%	2%	False	True	146,074
80	7,211.0	6,008.5	1,202.5	19.9%	129.6	2.1%	2%	False	True	109,862
100	7,211.0	6,008.5	1,202.5	19.9%	122.9	2.0%	2%	False	True	87,961
120	7,211.0	5,641.5	1,569.5	26.0%	122.9	2.0%	25%	False	False	73,695

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	17.1
Widest range in 127 trading days

Fibonacci Retracements and Extensions
4.250	7,378.8
2.618	6,952.8
1.618	6,691.8
1.000	6,530.5
0.618	6,430.8
HIGH	6,269.5
0.618	6,169.8
0.500	6,139.0
0.382	6,108.2
LOW	6,008.5
0.618	5,847.2
1.000	5,747.5
1.618	5,586.2
2.618	5,325.2
4.250	4,899.3

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	6,139.0	6,202.3
PP	6,102.3	6,144.5
S1	6,065.7	6,086.8

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

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