FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 16-Jun-2009

Day Change Summary
	Previous	Current
	15-Jun-2009	16-Jun-2009	Change	Change %	Previous Week
Open	4,410.5	4,335.0	-75.5	-1.7%	4,417.0
High	4,418.0	4,372.0	-46.0	-1.0%	4,507.5
Low	4,315.5	4,281.0	-34.5	-0.8%	4,365.5
Close	4,329.0	4,331.5	2.5	0.1%	4,434.5
Range	102.5	91.0	-11.5	-11.2%	142.0
ATR	99.6	99.0	-0.6	-0.6%	0.0
Volume	132,314	287,802	155,488	117.5%	545,411

Daily Pivots for day following 16-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,601.0	4,557.5	4,381.5
R3	4,510.0	4,466.5	4,356.5
R2	4,419.0	4,419.0	4,348.0
R1	4,375.5	4,375.5	4,340.0	4,352.0
PP	4,328.0	4,328.0	4,328.0	4,316.5
S1	4,284.5	4,284.5	4,323.0	4,261.0
S2	4,237.0	4,237.0	4,315.0
S3	4,146.0	4,193.5	4,306.5
S4	4,055.0	4,102.5	4,281.5

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,862.0	4,790.0	4,512.5
R3	4,720.0	4,648.0	4,473.5
R2	4,578.0	4,578.0	4,460.5
R1	4,506.0	4,506.0	4,447.5	4,542.0
PP	4,436.0	4,436.0	4,436.0	4,454.0
S1	4,364.0	4,364.0	4,421.5	4,400.0
S2	4,294.0	4,294.0	4,408.5
S3	4,152.0	4,222.0	4,395.5
S4	4,010.0	4,080.0	4,356.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,507.5	4,281.0	226.5	5.2%	87.5	2.0%	22%	False	True	149,084
10	4,507.5	4,281.0	226.5	5.2%	87.5	2.0%	22%	False	True	127,960
20	4,507.5	4,274.0	233.5	5.4%	87.0	2.0%	25%	False	False	110,251
40	4,507.5	3,845.0	662.5	15.3%	98.0	2.3%	73%	False	False	109,693
60	4,507.5	3,698.0	809.5	18.7%	106.0	2.4%	78%	False	False	117,479
80	4,507.5	3,405.5	1,102.0	25.4%	106.5	2.5%	84%	False	False	92,649
100	4,507.5	3,405.5	1,102.0	25.4%	106.5	2.5%	84%	False	False	74,191

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	24.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,759.0
2.618	4,610.0
1.618	4,519.0
1.000	4,463.0
0.618	4,428.0
HIGH	4,372.0
0.618	4,337.0
0.500	4,326.5
0.382	4,316.0
LOW	4,281.0
0.618	4,225.0
1.000	4,190.0
1.618	4,134.0
2.618	4,043.0
4.250	3,894.0

Fisher Pivots for day following 16-Jun-2009
Pivot	1 day	3 day
R1	4,330.0	4,375.0
PP	4,328.0	4,360.5
S1	4,326.5	4,346.0

Download as Excel Spreadsheet

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

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