DAX Index Future September 2012

Trading Metrics calculated at close of trading on 19-Jun-2012

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.22)

Moving Averages

Buy

+0.20

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): 3.33x

ATR(14) %: 2.1%

20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	6,322.0	6,247.0	-75.0	-1.2%	6,304.5
High	6,339.5	6,384.5	45.0	0.7%	6,322.5
Low	6,225.5	6,236.0	10.5	0.2%	6,081.5
Close	6,248.0	6,364.5	116.5	1.9%	6,231.5
Range	114.0	148.5	34.5	30.3%	241.0
ATR(14)	135.9	136.8	0.9	0.7%	137.6
Volume	178,980	149,896	-29,084	-16.2%	477,048

Multi-Period Performance

1-Month (21d)

0.3%

3-Month (63d)

-11.3%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

4.4%

52-Week Range

52W Low: 5,819.0 (9.4%)

Position (39%)

52W High: 7,217.5 (11.8%)

Daily Pivots for day following 19-Jun-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	6,773.8	6,717.7	6,446.2
R3	6,625.3	6,569.2	6,405.3
R2	6,476.8	6,476.8	6,391.7
R1	6,420.7	6,420.7	6,378.1	6,448.8
PP	6,328.3	6,328.3	6,328.3	6,342.4
S1	6,272.2	6,272.2	6,350.9	6,300.3
S2	6,179.8	6,179.8	6,337.3
S3	6,031.3	6,123.7	6,323.7
S4	5,882.8	5,975.2	6,282.8

Weekly Pivots for week ending 15-Jun-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	6,934.8	6,824.2	6,364.1
R3	6,693.8	6,583.2	6,297.8
R2	6,452.8	6,452.8	6,275.7
R1	6,342.2	6,342.2	6,253.6	6,277.0
PP	6,211.8	6,211.8	6,211.8	6,179.3
S1	6,101.2	6,101.2	6,209.4	6,036.0
S2	5,970.8	5,970.8	6,187.3
S3	5,729.8	5,860.2	6,165.2
S4	5,488.8	5,619.2	6,099.0

Fisher Pivots for day following 19-Jun-2012

Pivot	1 Day	3 Day
R1	6,346.4	6,331.3
PP	6,328.3	6,298.0
S1	6,310.3	6,264.8

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	7,015.6
2.618	6,773.3
1.618	6,624.8
1.000	6,533.0
0.618	6,476.3
HIGH	6,384.5
0.618	6,327.8
0.500	6,310.3
0.382	6,292.7
LOW	6,236.0
0.618	6,144.2
1.000	6,087.5
1.618	5,995.7
2.618	5,847.2
4.250	5,604.9

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	6,887.5
38.2%	6,683.3
50.0%	6,518.3
61.8%	6,353.2
78.6%	6,118.3

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	6,224.4	140.1	2.3%	Above
10-Day SMA	6,184.6	179.9	2.9%	Above
20-Day SMA	6,204.9	159.6	2.6%	Above
50-Day SMA	6,439.3	-74.8	-1.2%	Below
100-Day SMA	6,660.4	-295.9	-4.4%	Below
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 6,444.6

Middle: 6,204.9

Lower: 5,965.3

Bandwidth: 7.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 6,220.8

Kijun-sen: 6,217.5

Span A: 6,219.1

Span B: 6,436.8

Chikou Span: 6,474.0

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

55.24

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-59.99

Signal: -97.72 · Hist: 37.73

Stochastic (14, 3)

Neutral

%K: 95.72

%D: 74.60

StochRSI (14)

Neutral

%K: 100.00

%D: 91.51

ADX (14) & Trend

Neutral

22.19

+DI: 26.17 · -DI: 18.97

CCI (20)

Neutral

77.37

Range -100 to +100

Williams %R (14)

Neutral

-4.28

Range -100 to 0

Ultimate Oscillator

Neutral

47.30

Periods: 7, 14, 28

ROC (12)

Bullish

4.89%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

168.54

Bull: 168.54 · Bear: 20.04

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.8
Widest range in 6 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,384.5	6,081.5	303.0	4.8%	122.0	1.9%	93%	True	False	139,099
10	6,384.5	6,000.0	384.5	6.0%	134.6	2.1%	95%	True	False	84,540
20	6,444.5	5,917.5	527.0	8.3%	130.0	2.0%	85%	False	False	45,013
40	6,885.0	5,917.5	967.5	15.2%	132.3	2.1%	46%	False	False	22,717
60	7,175.0	5,917.5	1,257.5	19.8%	134.7	2.1%	36%	False	False	15,214
80	7,217.5	5,917.5	1,300.0	20.4%	121.9	1.9%	34%	False	False	11,927
100	7,217.5	5,917.5	1,300.0	20.4%	111.4	1.8%	34%	False	False	9,553
120	7,217.5	5,868.0	1,349.5	21.2%	102.7	1.6%	37%	False	False	7,966

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