DAX Index Future September 2012

Trading Metrics calculated at close of trading on 21-Jun-2012

Day Change Summary
	Previous	Current
	20-Jun-2012	21-Jun-2012	Change	Change %	Previous Week
Open	6,325.0	6,363.0	38.0	0.6%	6,304.5
High	6,424.0	6,431.5	7.5	0.1%	6,322.5
Low	6,321.0	6,267.0	-54.0	-0.9%	6,081.5
Close	6,394.0	6,355.5	-38.5	-0.6%	6,231.5
Range	103.0	164.5	61.5	59.7%	241.0
ATR	134.4	136.5	2.2	1.6%	0.0
Volume	134,693	152,848	18,155	13.5%	477,048

Daily Pivots for day following 21-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,844.8	6,764.7	6,446.0
R3	6,680.3	6,600.2	6,400.7
R2	6,515.8	6,515.8	6,385.7
R1	6,435.7	6,435.7	6,370.6	6,393.5
PP	6,351.3	6,351.3	6,351.3	6,330.3
S1	6,271.2	6,271.2	6,340.4	6,229.0
S2	6,186.8	6,186.8	6,325.3
S3	6,022.3	6,106.7	6,310.3
S4	5,857.8	5,942.2	6,265.0

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	6,431.5	6,145.0	286.5	4.5%	131.4	2.1%	73%	True	False	160,793
10	6,431.5	6,057.0	374.5	5.9%	134.2	2.1%	80%	True	False	111,507
20	6,444.5	5,917.5	527.0	8.3%	132.5	2.1%	83%	False	False	59,153
40	6,885.0	5,917.5	967.5	15.2%	134.0	2.1%	45%	False	False	29,894
60	7,175.0	5,917.5	1,257.5	19.8%	135.1	2.1%	35%	False	False	19,998
80	7,217.5	5,917.5	1,300.0	20.5%	124.0	2.0%	34%	False	False	15,520
100	7,217.5	5,917.5	1,300.0	20.5%	113.0	1.8%	34%	False	False	12,428
120	7,217.5	5,917.5	1,300.0	20.5%	103.5	1.6%	34%	False	False	10,361

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.3
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	7,130.6
2.618	6,862.2
1.618	6,697.7
1.000	6,596.0
0.618	6,533.2
HIGH	6,431.5
0.618	6,368.7
0.500	6,349.3
0.382	6,329.8
LOW	6,267.0
0.618	6,165.3
1.000	6,102.5
1.618	6,000.8
2.618	5,836.3
4.250	5,567.9

Fisher Pivots for day following 21-Jun-2012
Pivot	1 day	3 day
R1	6,353.4	6,348.3
PP	6,351.3	6,341.0
S1	6,349.3	6,333.8

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

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