DAX Index Future June 2012

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	5,980.0	6,011.5	31.5	0.5%	6,345.0
High	6,032.0	6,027.0	-5.0	-0.1%	6,443.5
Low	5,942.0	5,913.0	-29.0	-0.5%	6,008.5
Close	5,979.5	5,998.0	18.5	0.3%	6,029.0
Range	90.0	114.0	24.0	26.7%	435.0
ATR	143.4	141.3	-2.1	-1.5%	0.0
Volume	161,649	162,269	620	0.4%	840,032

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,321.3	6,273.7	6,060.7
R3	6,207.3	6,159.7	6,029.4
R2	6,093.3	6,093.3	6,018.9
R1	6,045.7	6,045.7	6,008.5	6,012.5
PP	5,979.3	5,979.3	5,979.3	5,962.8
S1	5,931.7	5,931.7	5,987.6	5,898.5
S2	5,865.3	5,865.3	5,977.1
S3	5,751.3	5,817.7	5,966.7
S4	5,637.3	5,703.7	5,935.3

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	6,396.0	5,913.0	483.0	8.1%	143.5	2.4%	18%	False	True	196,038
10	6,447.5	5,913.0	534.5	8.9%	128.8	2.1%	16%	False	True	186,246
20	6,593.0	5,913.0	680.0	11.3%	133.9	2.2%	13%	False	True	179,874
40	6,885.0	5,913.0	972.0	16.2%	146.2	2.4%	9%	False	True	168,071
60	7,211.0	5,913.0	1,298.0	21.6%	138.0	2.3%	7%	False	True	151,278
80	7,211.0	5,913.0	1,298.0	21.6%	129.8	2.2%	7%	False	True	113,901
100	7,211.0	5,913.0	1,298.0	21.6%	123.2	2.1%	7%	False	True	91,193
120	7,211.0	5,641.5	1,569.5	26.2%	121.3	2.0%	23%	False	False	76,297

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,511.5
2.618	6,325.5
1.618	6,211.5
1.000	6,141.0
0.618	6,097.5
HIGH	6,027.0
0.618	5,983.5
0.500	5,970.0
0.382	5,956.5
LOW	5,913.0
0.618	5,842.5
1.000	5,799.0
1.618	5,728.5
2.618	5,614.5
4.250	5,428.5

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	5,988.7	6,091.3
PP	5,979.3	6,060.2
S1	5,970.0	6,029.1

Download as Excel Spreadsheet

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

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