DAX Index Future September 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	6,128.5	6,168.5	40.0	0.7%	6,304.5
High	6,173.0	6,272.0	99.0	1.6%	6,322.5
Low	6,081.5	6,145.0	63.5	1.0%	6,081.5
Close	6,141.0	6,231.5	90.5	1.5%	6,231.5
Range	91.5	127.0	35.5	38.8%	241.0
ATR	138.0	137.5	-0.5	-0.4%	0.0
Volume	97,064	187,549	90,485	93.2%	477,048

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,597.2	6,541.3	6,301.4
R3	6,470.2	6,414.3	6,266.4
R2	6,343.2	6,343.2	6,254.8
R1	6,287.3	6,287.3	6,243.1	6,315.3
PP	6,216.2	6,216.2	6,216.2	6,230.1
S1	6,160.3	6,160.3	6,219.9	6,188.3
S2	6,089.2	6,089.2	6,208.2
S3	5,962.2	6,033.3	6,196.6
S4	5,835.2	5,906.3	6,161.7

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,934.8	6,824.2	6,364.1
R3	6,693.8	6,583.2	6,297.8
R2	6,452.8	6,452.8	6,275.7
R1	6,342.2	6,342.2	6,253.6	6,277.0
PP	6,211.8	6,211.8	6,211.8	6,179.3
S1	6,101.2	6,101.2	6,209.4	6,036.0
S2	5,970.8	5,970.8	6,187.3
S3	5,729.8	5,860.2	6,165.2
S4	5,488.8	5,619.2	6,099.0

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	6,081.5	241.0	3.9%	139.1	2.2%	62%	False	False	95,409
10	6,322.5	5,917.5	405.0	6.5%	128.2	2.1%	78%	False	False	54,727
20	6,450.5	5,917.5	533.0	8.6%	127.4	2.0%	59%	False	False	28,703
40	6,885.0	5,917.5	967.5	15.5%	133.7	2.1%	32%	False	False	14,511
60	7,175.0	5,917.5	1,257.5	20.2%	134.1	2.2%	25%	False	False	9,739
80	7,217.5	5,917.5	1,300.0	20.9%	121.0	1.9%	24%	False	False	7,818
100	7,217.5	5,917.5	1,300.0	20.9%	110.8	1.8%	24%	False	False	6,265
120	7,217.5	5,819.0	1,398.5	22.4%	102.0	1.6%	29%	False	False	5,226

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,811.8
2.618	6,604.5
1.618	6,477.5
1.000	6,399.0
0.618	6,350.5
HIGH	6,272.0
0.618	6,223.5
0.500	6,208.5
0.382	6,193.5
LOW	6,145.0
0.618	6,066.5
1.000	6,018.0
1.618	5,939.5
2.618	5,812.5
4.250	5,605.3

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	6,223.8	6,213.3
PP	6,216.2	6,195.0
S1	6,208.5	6,176.8

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

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