FTSE 100 Index Future June 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	5,016.0	5,136.0	120.0	2.4%	5,040.0
High	5,151.5	5,201.0	49.5	1.0%	5,201.0
Low	5,015.5	5,115.0	99.5	2.0%	4,970.0
Close	5,122.0	5,161.5	39.5	0.8%	5,161.5
Range	136.0	86.0	-50.0	-36.8%	231.0
ATR	141.4	137.4	-4.0	-2.8%	0.0
Volume	145,900	163,057	17,157	11.8%	723,910

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,417.0	5,375.5	5,209.0
R3	5,331.0	5,289.5	5,185.0
R2	5,245.0	5,245.0	5,177.5
R1	5,203.5	5,203.5	5,169.5	5,224.0
PP	5,159.0	5,159.0	5,159.0	5,169.5
S1	5,117.5	5,117.5	5,153.5	5,138.0
S2	5,073.0	5,073.0	5,145.5
S3	4,987.0	5,031.5	5,138.0
S4	4,901.0	4,945.5	5,114.0

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,804.0	5,713.5	5,288.5
R3	5,573.0	5,482.5	5,225.0
R2	5,342.0	5,342.0	5,204.0
R1	5,251.5	5,251.5	5,182.5	5,297.0
PP	5,111.0	5,111.0	5,111.0	5,133.5
S1	5,020.5	5,020.5	5,140.5	5,066.0
S2	4,880.0	4,880.0	5,119.0
S3	4,649.0	4,789.5	5,098.0
S4	4,418.0	4,558.5	5,034.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,201.0	4,970.0	231.0	4.5%	110.0	2.1%	83%	True	False	144,782
10	5,264.0	4,970.0	294.0	5.7%	122.0	2.4%	65%	False	False	128,925
20	5,391.0	4,883.5	507.5	9.8%	133.0	2.6%	55%	False	False	150,146
40	5,800.0	4,801.0	999.0	19.4%	135.5	2.6%	36%	False	False	149,923
60	5,800.0	4,801.0	999.0	19.4%	108.0	2.1%	36%	False	False	138,120
80	5,800.0	4,801.0	999.0	19.4%	95.5	1.8%	36%	False	False	106,556
100	5,800.0	4,801.0	999.0	19.4%	85.0	1.6%	36%	False	False	85,287

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	20.5
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	5,566.5
2.618	5,426.0
1.618	5,340.0
1.000	5,287.0
0.618	5,254.0
HIGH	5,201.0
0.618	5,168.0
0.500	5,158.0
0.382	5,148.0
LOW	5,115.0
0.618	5,062.0
1.000	5,029.0
1.618	4,976.0
2.618	4,890.0
4.250	4,749.5

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	5,160.5	5,136.0
PP	5,159.0	5,111.0
S1	5,158.0	5,085.5

Download as Excel Spreadsheet

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

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