DAX Index Future June 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	10,020.0	9,960.0	-60.0	-0.6%	9,972.0
High	10,024.5	9,973.0	-51.5	-0.5%	10,017.0
Low	9,920.0	9,895.0	-25.0	-0.3%	9,868.0
Close	9,945.5	9,943.5	-2.0	0.0%	9,982.0
Range	104.5	78.0	-26.5	-25.4%	149.0
ATR	97.1	95.8	-1.4	-1.4%	0.0
Volume	81,548	108,919	27,371	33.6%	450,709

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,171.2	10,135.3	9,986.4
R3	10,093.2	10,057.3	9,965.0
R2	10,015.2	10,015.2	9,957.8
R1	9,979.3	9,979.3	9,950.7	9,958.3
PP	9,937.2	9,937.2	9,937.2	9,926.6
S1	9,901.3	9,901.3	9,936.4	9,880.3
S2	9,859.2	9,859.2	9,929.2
S3	9,781.2	9,823.3	9,922.1
S4	9,703.2	9,745.3	9,900.6

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,402.7	10,341.3	10,064.0
R3	10,253.7	10,192.3	10,023.0
R2	10,104.7	10,104.7	10,009.3
R1	10,043.3	10,043.3	9,995.7	10,074.0
PP	9,955.7	9,955.7	9,955.7	9,971.0
S1	9,894.3	9,894.3	9,968.3	9,925.0
S2	9,806.7	9,806.7	9,954.7
S3	9,657.7	9,745.3	9,941.0
S4	9,508.7	9,596.3	9,900.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,038.0	9,895.0	143.0	1.4%	67.6	0.7%	34%	False	True	77,368
10	10,038.0	9,868.0	170.0	1.7%	74.7	0.8%	44%	False	False	85,958
20	10,038.0	9,536.5	501.5	5.0%	86.2	0.9%	81%	False	False	80,121
40	10,038.0	9,102.5	935.5	9.4%	110.7	1.1%	90%	False	False	92,618
60	10,038.0	8,934.5	1,103.5	11.1%	117.8	1.2%	91%	False	False	94,096
80	10,038.0	8,934.5	1,103.5	11.1%	119.7	1.2%	91%	False	False	71,249
100	10,038.0	8,934.5	1,103.5	11.1%	124.5	1.3%	91%	False	False	57,032
120	10,038.0	8,934.5	1,103.5	11.1%	119.6	1.2%	91%	False	False	47,548

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	19.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,304.5
2.618	10,177.2
1.618	10,099.2
1.000	10,051.0
0.618	10,021.2
HIGH	9,973.0
0.618	9,943.2
0.500	9,934.0
0.382	9,924.8
LOW	9,895.0
0.618	9,846.8
1.000	9,817.0
1.618	9,768.8
2.618	9,690.8
4.250	9,563.5

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	9,940.3	9,966.5
PP	9,937.2	9,958.8
S1	9,934.0	9,951.2

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

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