FTSE 100 Index Future June 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	5,076.5	5,057.0	-19.5	-0.4%	5,153.0
High	5,082.5	5,093.0	10.5	0.2%	5,264.0
Low	4,983.5	4,970.0	-13.5	-0.3%	5,043.0
Close	5,027.0	5,083.5	56.5	1.1%	5,125.5
Range	99.0	123.0	24.0	24.2%	221.0
ATR	143.2	141.8	-1.4	-1.0%	0.0
Volume	123,659	155,435	31,776	25.7%	418,001

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,418.0	5,373.5	5,151.0
R3	5,295.0	5,250.5	5,117.5
R2	5,172.0	5,172.0	5,106.0
R1	5,127.5	5,127.5	5,095.0	5,150.0
PP	5,049.0	5,049.0	5,049.0	5,060.0
S1	5,004.5	5,004.5	5,072.0	5,027.0
S2	4,926.0	4,926.0	5,061.0
S3	4,803.0	4,881.5	5,049.5
S4	4,680.0	4,758.5	5,016.0

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	4,970.0	294.0	5.8%	129.0	2.5%	39%	False	True	134,132
10	5,264.0	4,962.0	302.0	5.9%	128.0	2.5%	40%	False	False	131,522
20	5,432.0	4,883.5	548.5	10.8%	132.5	2.6%	36%	False	False	151,620
40	5,800.0	4,801.0	999.0	19.7%	132.0	2.6%	28%	False	False	146,183
60	5,800.0	4,801.0	999.0	19.7%	105.5	2.1%	28%	False	False	136,065
80	5,800.0	4,801.0	999.0	19.7%	93.5	1.8%	28%	False	False	102,697
100	5,800.0	4,801.0	999.0	19.7%	82.5	1.6%	28%	False	False	82,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,616.0
2.618	5,415.0
1.618	5,292.0
1.000	5,216.0
0.618	5,169.0
HIGH	5,093.0
0.618	5,046.0
0.500	5,031.5
0.382	5,017.0
LOW	4,970.0
0.618	4,894.0
1.000	4,847.0
1.618	4,771.0
2.618	4,648.0
4.250	4,447.0

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	5,066.0	5,071.0
PP	5,049.0	5,059.0
S1	5,031.5	5,046.5

Download as Excel Spreadsheet

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

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