DAX Index Future September 2013

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	8,076.0	7,937.5	-138.5	-1.7%	8,145.5
High	8,082.0	7,990.0	-92.0	-1.1%	8,291.0
Low	7,878.0	7,777.5	-100.5	-1.3%	7,777.5
Close	7,951.5	7,827.5	-124.0	-1.6%	7,827.5
Range	204.0	212.5	8.5	4.2%	513.5
ATR	148.2	152.8	4.6	3.1%	0.0
Volume	167,485	167,554	69	0.0%	541,143

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,502.5	8,377.5	7,944.4
R3	8,290.0	8,165.0	7,885.9
R2	8,077.5	8,077.5	7,866.5
R1	7,952.5	7,952.5	7,847.0	7,908.8
PP	7,865.0	7,865.0	7,865.0	7,843.1
S1	7,740.0	7,740.0	7,808.0	7,696.3
S2	7,652.5	7,652.5	7,788.5
S3	7,440.0	7,527.5	7,769.1
S4	7,227.5	7,315.0	7,710.6

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	9,505.8	9,180.2	8,109.9
R3	8,992.3	8,666.7	7,968.7
R2	8,478.8	8,478.8	7,921.6
R1	8,153.2	8,153.2	7,874.6	8,059.3
PP	7,965.3	7,965.3	7,965.3	7,918.4
S1	7,639.7	7,639.7	7,780.4	7,545.8
S2	7,451.8	7,451.8	7,733.4
S3	6,938.3	7,126.2	7,686.3
S4	6,424.8	6,612.7	7,545.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,291.0	7,777.5	513.5	6.6%	152.4	1.9%	10%	False	True	108,228
10	8,366.0	7,777.5	588.5	7.5%	146.6	1.9%	8%	False	True	63,921
20	8,537.0	7,777.5	759.5	9.7%	142.6	1.8%	7%	False	True	32,796
40	8,568.0	7,777.5	790.5	10.1%	117.5	1.5%	6%	False	True	16,594
60	8,568.0	7,437.5	1,130.5	14.4%	120.1	1.5%	34%	False	False	11,171
80	8,568.0	7,437.5	1,130.5	14.4%	112.1	1.4%	34%	False	False	8,813
100	8,568.0	7,437.5	1,130.5	14.4%	107.8	1.4%	34%	False	False	7,071
120	8,568.0	7,437.5	1,130.5	14.4%	96.9	1.2%	34%	False	False	5,897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.5
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	8,893.1
2.618	8,546.3
1.618	8,333.8
1.000	8,202.5
0.618	8,121.3
HIGH	7,990.0
0.618	7,908.8
0.500	7,883.8
0.382	7,858.7
LOW	7,777.5
0.618	7,646.2
1.000	7,565.0
1.618	7,433.7
2.618	7,221.2
4.250	6,874.4

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	7,883.8	8,034.3
PP	7,865.0	7,965.3
S1	7,846.3	7,896.4

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

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