DAX Index Future September 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	6,305.0	6,263.5	-41.5	-0.7%	6,322.0
High	6,322.5	6,270.0	-52.5	-0.8%	6,431.5
Low	6,258.5	6,120.5	-138.0	-2.2%	6,225.5
Close	6,261.0	6,150.0	-111.0	-1.8%	6,261.0
Range	64.0	149.5	85.5	133.6%	206.0
ATR	133.7	134.8	1.1	0.8%	0.0
Volume	125,279	127,827	2,548	2.0%	741,696

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,628.7	6,538.8	6,232.2
R3	6,479.2	6,389.3	6,191.1
R2	6,329.7	6,329.7	6,177.4
R1	6,239.8	6,239.8	6,163.7	6,210.0
PP	6,180.2	6,180.2	6,180.2	6,165.3
S1	6,090.3	6,090.3	6,136.3	6,060.5
S2	6,030.7	6,030.7	6,122.6
S3	5,881.2	5,940.8	6,108.9
S4	5,731.7	5,791.3	6,067.8

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,924.0	6,798.5	6,374.3
R3	6,718.0	6,592.5	6,317.7
R2	6,512.0	6,512.0	6,298.8
R1	6,386.5	6,386.5	6,279.9	6,346.3
PP	6,306.0	6,306.0	6,306.0	6,285.9
S1	6,180.5	6,180.5	6,242.1	6,140.3
S2	6,100.0	6,100.0	6,223.2
S3	5,894.0	5,974.5	6,204.4
S4	5,688.0	5,768.5	6,147.7

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	6,120.5	311.0	5.1%	125.9	2.0%	9%	False	True	138,108
10	6,431.5	6,081.5	350.0	5.7%	122.0	2.0%	20%	False	False	130,316
20	6,444.5	5,917.5	527.0	8.6%	131.2	2.1%	44%	False	False	71,482
40	6,885.0	5,917.5	967.5	15.7%	131.6	2.1%	24%	False	False	36,206
60	7,110.0	5,917.5	1,192.5	19.4%	134.6	2.2%	19%	False	False	24,210
80	7,217.5	5,917.5	1,300.0	21.1%	125.0	2.0%	18%	False	False	18,683
100	7,217.5	5,917.5	1,300.0	21.1%	113.4	1.8%	18%	False	False	14,958
120	7,217.5	5,917.5	1,300.0	21.1%	104.2	1.7%	18%	False	False	12,470

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	28.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,905.4
2.618	6,661.4
1.618	6,511.9
1.000	6,419.5
0.618	6,362.4
HIGH	6,270.0
0.618	6,212.9
0.500	6,195.3
0.382	6,177.6
LOW	6,120.5
0.618	6,028.1
1.000	5,971.0
1.618	5,878.6
2.618	5,729.1
4.250	5,485.1

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	6,195.3	6,276.0
PP	6,180.2	6,234.0
S1	6,165.1	6,192.0

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

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