DAX Index Future September 2012

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	6,164.5	6,250.0	85.5	1.4%	6,322.0
High	6,248.0	6,250.0	2.0	0.0%	6,431.5
Low	6,134.5	6,098.0	-36.5	-0.6%	6,225.5
Close	6,219.5	6,151.0	-68.5	-1.1%	6,261.0
Range	113.5	152.0	38.5	33.9%	206.0
ATR	129.2	130.9	1.6	1.3%	0.0
Volume	115,622	166,150	50,528	43.7%	741,696

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,622.3	6,538.7	6,234.6
R3	6,470.3	6,386.7	6,192.8
R2	6,318.3	6,318.3	6,178.9
R1	6,234.7	6,234.7	6,164.9	6,200.5
PP	6,166.3	6,166.3	6,166.3	6,149.3
S1	6,082.7	6,082.7	6,137.1	6,048.5
S2	6,014.3	6,014.3	6,123.1
S3	5,862.3	5,930.7	6,109.2
S4	5,710.3	5,778.7	6,067.4

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	6,322.5	6,098.0	224.5	3.6%	110.5	1.8%	24%	False	True	131,052
10	6,431.5	6,098.0	333.5	5.4%	121.0	2.0%	16%	False	True	145,922
20	6,431.5	5,917.5	514.0	8.4%	130.5	2.1%	45%	False	False	91,402
40	6,692.5	5,917.5	775.0	12.6%	129.0	2.1%	30%	False	False	46,241
60	7,103.5	5,917.5	1,186.0	19.3%	134.2	2.2%	20%	False	False	30,901
80	7,217.5	5,917.5	1,300.0	21.1%	127.5	2.1%	18%	False	False	23,706
100	7,217.5	5,917.5	1,300.0	21.1%	115.8	1.9%	18%	False	False	18,979
120	7,217.5	5,917.5	1,300.0	21.1%	106.3	1.7%	18%	False	False	15,821

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,896.0
2.618	6,647.9
1.618	6,495.9
1.000	6,402.0
0.618	6,343.9
HIGH	6,250.0
0.618	6,191.9
0.500	6,174.0
0.382	6,156.1
LOW	6,098.0
0.618	6,004.1
1.000	5,946.0
1.618	5,852.1
2.618	5,700.1
4.250	5,452.0

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	6,174.0	6,174.0
PP	6,166.3	6,166.3
S1	6,158.7	6,158.7

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

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