FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 21-May-2012

Day Change Summary
	Previous	Current
	18-May-2012	21-May-2012	Change	Change %	Previous Week
Open	5,288.0	5,225.0	-63.0	-1.2%	5,499.0
High	5,300.0	5,335.0	35.0	0.7%	5,524.0
Low	5,211.5	5,224.0	12.5	0.2%	5,211.5
Close	5,215.5	5,333.5	118.0	2.3%	5,215.5
Range	88.5	111.0	22.5	25.4%	312.5
ATR	94.7	96.5	1.8	1.9%	0.0
Volume	148,649	115,583	-33,066	-22.2%	707,355

Daily Pivots for day following 21-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,630.5	5,593.0	5,394.5
R3	5,519.5	5,482.0	5,364.0
R2	5,408.5	5,408.5	5,354.0
R1	5,371.0	5,371.0	5,343.5	5,390.0
PP	5,297.5	5,297.5	5,297.5	5,307.0
S1	5,260.0	5,260.0	5,323.5	5,279.0
S2	5,186.5	5,186.5	5,313.0
S3	5,075.5	5,149.0	5,303.0
S4	4,964.5	5,038.0	5,272.5

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,254.5	6,047.5	5,387.5
R3	5,942.0	5,735.0	5,301.5
R2	5,629.5	5,629.5	5,273.0
R1	5,422.5	5,422.5	5,244.0	5,370.0
PP	5,317.0	5,317.0	5,317.0	5,290.5
S1	5,110.0	5,110.0	5,187.0	5,057.0
S2	5,004.5	5,004.5	5,158.0
S3	4,692.0	4,797.5	5,129.5
S4	4,379.5	4,485.0	5,043.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,487.0	5,211.5	275.5	5.2%	106.0	2.0%	44%	False	False	138,826
10	5,635.5	5,211.5	424.0	7.9%	105.0	2.0%	29%	False	False	134,977
20	5,786.5	5,211.5	575.0	10.8%	94.0	1.8%	21%	False	False	114,166
40	5,894.5	5,211.5	683.0	12.8%	95.0	1.8%	18%	False	False	114,808
60	5,948.5	5,211.5	737.0	13.8%	83.0	1.6%	17%	False	False	92,639
80	5,948.5	5,211.5	737.0	13.8%	72.0	1.4%	17%	False	False	69,493
100	5,948.5	5,211.5	737.0	13.8%	61.0	1.1%	17%	False	False	55,598
120	5,948.5	5,162.5	786.0	14.7%	53.5	1.0%	22%	False	False	46,348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	21.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,807.0
2.618	5,625.5
1.618	5,514.5
1.000	5,446.0
0.618	5,403.5
HIGH	5,335.0
0.618	5,292.5
0.500	5,279.5
0.382	5,266.5
LOW	5,224.0
0.618	5,155.5
1.000	5,113.0
1.618	5,044.5
2.618	4,933.5
4.250	4,752.0

Fisher Pivots for day following 21-May-2012
Pivot	1 day	3 day
R1	5,315.5	5,325.0
PP	5,297.5	5,317.0
S1	5,279.5	5,308.5

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

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