FTSE 100 Index Future June 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	5,040.0	5,076.5	36.5	0.7%	5,153.0
High	5,123.0	5,082.5	-40.5	-0.8%	5,264.0
Low	5,016.0	4,983.5	-32.5	-0.6%	5,043.0
Close	5,065.0	5,027.0	-38.0	-0.8%	5,125.5
Range	107.0	99.0	-8.0	-7.5%	221.0
ATR	146.6	143.2	-3.4	-2.3%	0.0
Volume	135,859	123,659	-12,200	-9.0%	418,001

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,328.0	5,276.5	5,081.5
R3	5,229.0	5,177.5	5,054.0
R2	5,130.0	5,130.0	5,045.0
R1	5,078.5	5,078.5	5,036.0	5,055.0
PP	5,031.0	5,031.0	5,031.0	5,019.0
S1	4,979.5	4,979.5	5,018.0	4,956.0
S2	4,932.0	4,932.0	5,009.0
S3	4,833.0	4,880.5	5,000.0
S4	4,734.0	4,781.5	4,972.5

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,807.0	5,687.5	5,247.0
R3	5,586.0	5,466.5	5,186.5
R2	5,365.0	5,365.0	5,166.0
R1	5,245.5	5,245.5	5,146.0	5,195.0
PP	5,144.0	5,144.0	5,144.0	5,119.0
S1	5,024.5	5,024.5	5,105.0	4,974.0
S2	4,923.0	4,923.0	5,085.0
S3	4,702.0	4,803.5	5,064.5
S4	4,481.0	4,582.5	5,004.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,264.0	4,983.5	280.5	5.6%	133.5	2.7%	16%	False	True	135,503
10	5,264.0	4,883.5	380.5	7.6%	128.0	2.6%	38%	False	False	127,087
20	5,432.0	4,883.5	548.5	10.9%	133.0	2.6%	26%	False	False	156,250
40	5,800.0	4,801.0	999.0	19.9%	130.0	2.6%	23%	False	False	144,297
60	5,800.0	4,801.0	999.0	19.9%	104.0	2.1%	23%	False	False	134,023
80	5,800.0	4,801.0	999.0	19.9%	93.0	1.9%	23%	False	False	100,755
100	5,800.0	4,801.0	999.0	19.9%	81.5	1.6%	23%	False	False	80,645

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	22.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,503.0
2.618	5,341.5
1.618	5,242.5
1.000	5,181.5
0.618	5,143.5
HIGH	5,082.5
0.618	5,044.5
0.500	5,033.0
0.382	5,021.5
LOW	4,983.5
0.618	4,922.5
1.000	4,884.5
1.618	4,823.5
2.618	4,724.5
4.250	4,563.0

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	5,033.0	5,124.0
PP	5,031.0	5,091.5
S1	5,029.0	5,059.0

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

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