FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 06-May-2009

Day Change Summary
	Previous	Current
	05-May-2009	06-May-2009	Change	Change %	Previous Week
Open	4,318.5	4,289.0	-29.5	-0.7%	4,069.0
High	4,334.0	4,414.0	80.0	1.8%	4,256.0
Low	4,276.0	4,286.0	10.0	0.2%	4,012.0
Close	4,294.0	4,371.0	77.0	1.8%	4,193.5
Range	58.0	128.0	70.0	120.7%	244.0
ATR	121.5	122.0	0.5	0.4%	0.0
Volume	0	128,414	128,414		439,718

Daily Pivots for day following 06-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,741.0	4,684.0	4,441.5
R3	4,613.0	4,556.0	4,406.0
R2	4,485.0	4,485.0	4,394.5
R1	4,428.0	4,428.0	4,382.5	4,456.5
PP	4,357.0	4,357.0	4,357.0	4,371.0
S1	4,300.0	4,300.0	4,359.5	4,328.5
S2	4,229.0	4,229.0	4,347.5
S3	4,101.0	4,172.0	4,336.0
S4	3,973.0	4,044.0	4,300.5

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,886.0	4,783.5	4,327.5
R3	4,642.0	4,539.5	4,260.5
R2	4,398.0	4,398.0	4,238.0
R1	4,295.5	4,295.5	4,216.0	4,347.0
PP	4,154.0	4,154.0	4,154.0	4,179.5
S1	4,051.5	4,051.5	4,171.0	4,103.0
S2	3,910.0	3,910.0	4,149.0
S3	3,666.0	3,807.5	4,126.5
S4	3,422.0	3,563.5	4,059.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,414.0	4,049.5	364.5	8.3%	95.5	2.2%	88%	True	False	75,488
10	4,414.0	3,902.5	511.5	11.7%	98.5	2.3%	92%	True	False	93,612
20	4,414.0	3,827.5	586.5	13.4%	109.0	2.5%	93%	True	False	103,982
40	4,414.0	3,405.5	1,008.5	23.1%	118.5	2.7%	96%	True	False	104,356
60	4,414.0	3,405.5	1,008.5	23.1%	112.0	2.6%	96%	True	False	69,676
80	4,533.5	3,405.5	1,128.0	25.8%	108.5	2.5%	86%	False	False	52,317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	19.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,958.0
2.618	4,749.0
1.618	4,621.0
1.000	4,542.0
0.618	4,493.0
HIGH	4,414.0
0.618	4,365.0
0.500	4,350.0
0.382	4,335.0
LOW	4,286.0
0.618	4,207.0
1.000	4,158.0
1.618	4,079.0
2.618	3,951.0
4.250	3,742.0

Fisher Pivots for day following 06-May-2009
Pivot	1 day	3 day
R1	4,364.0	4,344.5
PP	4,357.0	4,318.0
S1	4,350.0	4,291.5

Download as Excel Spreadsheet

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

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