DAX Index Future September 2012

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	6,263.5	6,165.5	-98.0	-1.6%	6,322.0
High	6,270.0	6,184.0	-86.0	-1.4%	6,431.5
Low	6,120.5	6,110.5	-10.0	-0.2%	6,225.5
Close	6,150.0	6,141.5	-8.5	-0.1%	6,261.0
Range	149.5	73.5	-76.0	-50.8%	206.0
ATR	134.8	130.4	-4.4	-3.2%	0.0
Volume	127,827	120,384	-7,443	-5.8%	741,696

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,365.8	6,327.2	6,181.9
R3	6,292.3	6,253.7	6,161.7
R2	6,218.8	6,218.8	6,155.0
R1	6,180.2	6,180.2	6,148.2	6,162.8
PP	6,145.3	6,145.3	6,145.3	6,136.6
S1	6,106.7	6,106.7	6,134.8	6,089.3
S2	6,071.8	6,071.8	6,128.0
S3	5,998.3	6,033.2	6,121.3
S4	5,924.8	5,959.7	6,101.1

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	6,110.5	321.0	5.2%	110.9	1.8%	10%	False	True	132,206
10	6,431.5	6,081.5	350.0	5.7%	116.5	1.9%	17%	False	False	135,652
20	6,431.5	5,917.5	514.0	8.4%	129.6	2.1%	44%	False	False	77,454
40	6,885.0	5,917.5	967.5	15.8%	131.2	2.1%	23%	False	False	39,211
60	7,110.0	5,917.5	1,192.5	19.4%	133.6	2.2%	19%	False	False	26,212
80	7,217.5	5,917.5	1,300.0	21.2%	125.0	2.0%	17%	False	False	20,187
100	7,217.5	5,917.5	1,300.0	21.2%	114.0	1.9%	17%	False	False	16,162
120	7,217.5	5,917.5	1,300.0	21.2%	104.2	1.7%	17%	False	False	13,473

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	25.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,496.4
2.618	6,376.4
1.618	6,302.9
1.000	6,257.5
0.618	6,229.4
HIGH	6,184.0
0.618	6,155.9
0.500	6,147.3
0.382	6,138.6
LOW	6,110.5
0.618	6,065.1
1.000	6,037.0
1.618	5,991.6
2.618	5,918.1
4.250	5,798.1

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	6,147.3	6,216.5
PP	6,145.3	6,191.5
S1	6,143.4	6,166.5

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

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