DAX Index Future September 2012

Trading Metrics calculated at close of trading on 18-Jun-2012

Day Change Summary
	Previous	Current
	15-Jun-2012	18-Jun-2012	Change	Change %	Previous Week
Open	6,168.5	6,322.0	153.5	2.5%	6,304.5
High	6,272.0	6,339.5	67.5	1.1%	6,322.5
Low	6,145.0	6,225.5	80.5	1.3%	6,081.5
Close	6,231.5	6,248.0	16.5	0.3%	6,231.5
Range	127.0	114.0	-13.0	-10.2%	241.0
ATR	137.5	135.9	-1.7	-1.2%	0.0
Volume	187,549	178,980	-8,569	-4.6%	477,048

Daily Pivots for day following 18-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,613.0	6,544.5	6,310.7
R3	6,499.0	6,430.5	6,279.4
R2	6,385.0	6,385.0	6,268.9
R1	6,316.5	6,316.5	6,258.5	6,293.8
PP	6,271.0	6,271.0	6,271.0	6,259.6
S1	6,202.5	6,202.5	6,237.6	6,179.8
S2	6,157.0	6,157.0	6,227.1
S3	6,043.0	6,088.5	6,216.7
S4	5,929.0	5,974.5	6,185.3

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	6,339.5	6,081.5	258.0	4.1%	118.0	1.9%	65%	True	False	122,524
10	6,339.5	5,917.5	422.0	6.8%	130.9	2.1%	78%	True	False	71,320
20	6,450.5	5,917.5	533.0	8.5%	127.1	2.0%	62%	False	False	37,570
40	6,885.0	5,917.5	967.5	15.5%	133.9	2.1%	34%	False	False	18,978
60	7,175.0	5,917.5	1,257.5	20.1%	134.5	2.2%	26%	False	False	12,720
80	7,217.5	5,917.5	1,300.0	20.8%	121.5	1.9%	25%	False	False	10,054
100	7,217.5	5,917.5	1,300.0	20.8%	111.1	1.8%	25%	False	False	8,055
120	7,217.5	5,835.0	1,382.5	22.1%	101.9	1.6%	30%	False	False	6,717

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	33.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,824.0
2.618	6,638.0
1.618	6,524.0
1.000	6,453.5
0.618	6,410.0
HIGH	6,339.5
0.618	6,296.0
0.500	6,282.5
0.382	6,269.0
LOW	6,225.5
0.618	6,155.0
1.000	6,111.5
1.618	6,041.0
2.618	5,927.0
4.250	5,741.0

Fisher Pivots for day following 18-Jun-2012
Pivot	1 day	3 day
R1	6,282.5	6,235.5
PP	6,271.0	6,223.0
S1	6,259.5	6,210.5

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

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