DAX Index Future September 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	6,129.5	6,304.5	175.0	2.9%	5,988.5
High	6,173.5	6,322.5	149.0	2.4%	6,236.0
Low	6,057.0	6,103.0	46.0	0.8%	5,917.5
Close	6,165.5	6,141.0	-24.5	-0.4%	6,165.5
Range	116.5	219.5	103.0	88.4%	318.5
ATR	137.8	143.7	5.8	4.2%	0.0
Volume	21,610	43,405	21,795	100.9%	70,226

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,847.3	6,713.7	6,261.7
R3	6,627.8	6,494.2	6,201.4
R2	6,408.3	6,408.3	6,181.2
R1	6,274.7	6,274.7	6,161.1	6,231.8
PP	6,188.8	6,188.8	6,188.8	6,167.4
S1	6,055.2	6,055.2	6,120.9	6,012.3
S2	5,969.3	5,969.3	6,100.8
S3	5,749.8	5,835.7	6,080.6
S4	5,530.3	5,616.2	6,020.3

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,061.8	6,932.2	6,340.7
R3	6,743.3	6,613.7	6,253.1
R2	6,424.8	6,424.8	6,223.9
R1	6,295.2	6,295.2	6,194.7	6,360.0
PP	6,106.3	6,106.3	6,106.3	6,138.8
S1	5,976.7	5,976.7	6,136.3	6,041.5
S2	5,787.8	5,787.8	6,107.1
S3	5,469.3	5,658.2	6,077.9
S4	5,150.8	5,339.7	5,990.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,322.5	5,917.5	405.0	6.6%	143.8	2.3%	55%	True	False	20,117
10	6,444.5	5,917.5	527.0	8.6%	140.5	2.3%	42%	False	False	12,647
20	6,517.5	5,917.5	600.0	9.8%	131.3	2.1%	37%	False	False	7,112
40	6,885.0	5,917.5	967.5	15.8%	136.5	2.2%	23%	False	False	3,690
60	7,217.5	5,917.5	1,300.0	21.2%	131.2	2.1%	17%	False	False	2,753
80	7,217.5	5,917.5	1,300.0	21.2%	119.8	2.0%	17%	False	False	2,404
100	7,217.5	5,917.5	1,300.0	21.2%	107.0	1.7%	17%	False	False	1,929

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,255.4
2.618	6,897.2
1.618	6,677.7
1.000	6,542.0
0.618	6,458.2
HIGH	6,322.5
0.618	6,238.7
0.500	6,212.8
0.382	6,186.8
LOW	6,103.0
0.618	5,967.3
1.000	5,883.5
1.618	5,747.8
2.618	5,528.3
4.250	5,170.1

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	6,212.8	6,189.8
PP	6,188.8	6,173.5
S1	6,164.9	6,157.3

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

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