FTSE 100 Index Future June 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	5,153.0	5,082.5	-70.5	-1.4%	5,066.0
High	5,168.0	5,216.0	48.0	0.9%	5,228.5
Low	5,049.0	5,070.5	21.5	0.4%	4,883.5
Close	5,147.5	5,145.0	-2.5	0.0%	5,187.0
Range	119.0	145.5	26.5	22.3%	345.0
ATR	146.0	146.0	0.0	0.0%	0.0
Volume	0	162,294	162,294		864,797

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,580.5	5,508.0	5,225.0
R3	5,435.0	5,362.5	5,185.0
R2	5,289.5	5,289.5	5,171.5
R1	5,217.0	5,217.0	5,158.5	5,253.0
PP	5,144.0	5,144.0	5,144.0	5,162.0
S1	5,071.5	5,071.5	5,131.5	5,108.0
S2	4,998.5	4,998.5	5,118.5
S3	4,853.0	4,926.0	5,105.0
S4	4,707.5	4,780.5	5,065.0

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,134.5	6,006.0	5,377.0
R3	5,789.5	5,661.0	5,282.0
R2	5,444.5	5,444.5	5,250.0
R1	5,316.0	5,316.0	5,218.5	5,380.0
PP	5,099.5	5,099.5	5,099.5	5,132.0
S1	4,971.0	4,971.0	5,155.5	5,035.0
S2	4,754.5	4,754.5	5,124.0
S3	4,409.5	4,626.0	5,092.0
S4	4,064.5	4,281.0	4,997.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,228.5	4,962.0	266.5	5.2%	127.5	2.5%	69%	False	False	128,913
10	5,252.5	4,883.5	369.0	7.2%	137.0	2.7%	71%	False	False	158,672
20	5,432.0	4,801.0	631.0	12.3%	160.0	3.1%	55%	False	False	180,855
40	5,800.0	4,801.0	999.0	19.4%	122.0	2.4%	34%	False	False	140,633
60	5,800.0	4,801.0	999.0	19.4%	99.5	1.9%	34%	False	False	125,641
80	5,800.0	4,801.0	999.0	19.4%	90.0	1.7%	34%	False	False	94,316
100	5,800.0	4,801.0	999.0	19.4%	77.0	1.5%	34%	False	False	75,500

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	30.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,834.5
2.618	5,597.0
1.618	5,451.5
1.000	5,361.5
0.618	5,306.0
HIGH	5,216.0
0.618	5,160.5
0.500	5,143.0
0.382	5,126.0
LOW	5,070.5
0.618	4,980.5
1.000	4,925.0
1.618	4,835.0
2.618	4,689.5
4.250	4,452.0

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	5,144.5	5,143.0
PP	5,144.0	5,141.0
S1	5,143.0	5,139.0

Download as Excel Spreadsheet

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

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