FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 07-Jun-2012

Day Change Summary
	Previous	Current
	06-Jun-2012	07-Jun-2012	Change	Change %	Previous Week
Open	5,275.0	5,415.0	140.0	2.7%	5,348.0
High	5,416.5	5,496.5	80.0	1.5%	5,399.0
Low	5,265.0	5,392.0	127.0	2.4%	5,215.0
Close	5,408.5	5,445.0	36.5	0.7%	5,238.5
Range	151.5	104.5	-47.0	-31.0%	184.0
ATR	101.8	102.0	0.2	0.2%	0.0
Volume	148,340	148,532	192	0.1%	618,094

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,758.0	5,706.0	5,502.5
R3	5,653.5	5,601.5	5,473.5
R2	5,549.0	5,549.0	5,464.0
R1	5,497.0	5,497.0	5,454.5	5,523.0
PP	5,444.5	5,444.5	5,444.5	5,457.5
S1	5,392.5	5,392.5	5,435.5	5,418.5
S2	5,340.0	5,340.0	5,426.0
S3	5,235.5	5,288.0	5,416.5
S4	5,131.0	5,183.5	5,387.5

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,836.0	5,721.5	5,339.5
R3	5,652.0	5,537.5	5,289.0
R2	5,468.0	5,468.0	5,272.0
R1	5,353.5	5,353.5	5,255.5	5,319.0
PP	5,284.0	5,284.0	5,284.0	5,267.0
S1	5,169.5	5,169.5	5,221.5	5,135.0
S2	5,100.0	5,100.0	5,205.0
S3	4,916.0	4,985.5	5,188.0
S4	4,732.0	4,801.5	5,137.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,496.5	5,215.0	281.5	5.2%	116.0	2.1%	82%	True	False	150,246
10	5,496.5	5,215.0	281.5	5.2%	102.0	1.9%	82%	True	False	129,044
20	5,566.0	5,211.5	354.5	6.5%	101.5	1.9%	66%	False	False	130,677
40	5,786.5	5,211.5	575.0	10.6%	97.0	1.8%	41%	False	False	118,351
60	5,948.5	5,211.5	737.0	13.5%	90.0	1.7%	32%	False	False	115,631
80	5,948.5	5,211.5	737.0	13.5%	80.0	1.5%	32%	False	False	87,046
100	5,948.5	5,211.5	737.0	13.5%	71.0	1.3%	32%	False	False	69,641
120	5,948.5	5,211.5	737.0	13.5%	61.0	1.1%	32%	False	False	58,041

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	16.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,940.5
2.618	5,770.0
1.618	5,665.5
1.000	5,601.0
0.618	5,561.0
HIGH	5,496.5
0.618	5,456.5
0.500	5,444.0
0.382	5,432.0
LOW	5,392.0
0.618	5,327.5
1.000	5,287.5
1.618	5,223.0
2.618	5,118.5
4.250	4,948.0

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	5,445.0	5,415.0
PP	5,444.5	5,385.5
S1	5,444.0	5,356.0

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

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