FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	4,290.0	4,293.0	3.0	0.1%	4,410.5
High	4,314.0	4,360.0	46.0	1.1%	4,418.0
Low	4,237.0	4,278.5	41.5	1.0%	4,237.0
Close	4,289.5	4,357.0	67.5	1.6%	4,357.0
Range	77.0	81.5	4.5	5.8%	181.0
ATR	96.1	95.0	-1.0	-1.1%	0.0
Volume	274,669	213,902	-60,767	-22.1%	1,212,411

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,576.5	4,548.0	4,402.0
R3	4,495.0	4,466.5	4,379.5
R2	4,413.5	4,413.5	4,372.0
R1	4,385.0	4,385.0	4,364.5	4,399.0
PP	4,332.0	4,332.0	4,332.0	4,339.0
S1	4,303.5	4,303.5	4,349.5	4,318.0
S2	4,250.5	4,250.5	4,342.0
S3	4,169.0	4,222.0	4,334.5
S4	4,087.5	4,140.5	4,312.0

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,880.5	4,799.5	4,456.5
R3	4,699.5	4,618.5	4,407.0
R2	4,518.5	4,518.5	4,390.0
R1	4,437.5	4,437.5	4,373.5	4,387.5
PP	4,337.5	4,337.5	4,337.5	4,312.0
S1	4,256.5	4,256.5	4,340.5	4,206.5
S2	4,156.5	4,156.5	4,324.0
S3	3,975.5	4,075.5	4,307.0
S4	3,794.5	3,894.5	4,257.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,418.0	4,237.0	181.0	4.2%	85.5	2.0%	66%	False	False	242,482
10	4,507.5	4,237.0	270.5	6.2%	82.0	1.9%	44%	False	False	175,782
20	4,507.5	4,237.0	270.5	6.2%	84.5	1.9%	44%	False	False	134,245
40	4,507.5	3,952.5	555.0	12.7%	93.5	2.1%	73%	False	False	120,674
60	4,507.5	3,698.0	809.5	18.6%	103.5	2.4%	81%	False	False	121,751
80	4,507.5	3,405.5	1,102.0	25.3%	107.0	2.5%	86%	False	False	102,549
100	4,507.5	3,405.5	1,102.0	25.3%	104.5	2.4%	86%	False	False	82,094

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	24.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,706.5
2.618	4,573.5
1.618	4,492.0
1.000	4,441.5
0.618	4,410.5
HIGH	4,360.0
0.618	4,329.0
0.500	4,319.0
0.382	4,309.5
LOW	4,278.5
0.618	4,228.0
1.000	4,197.0
1.618	4,146.5
2.618	4,065.0
4.250	3,932.0

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	4,344.5	4,337.5
PP	4,332.0	4,318.0
S1	4,319.0	4,298.5

Download as Excel Spreadsheet

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

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