FTSE 100 Index Future June 2010

Trading Metrics calculated at close of trading on 16-Jun-2010

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	5,145.0	5,258.5	113.5	2.2%	5,040.0
High	5,280.5	5,283.0	2.5	0.0%	5,201.0
Low	5,145.0	5,210.5	65.5	1.3%	4,970.0
Close	5,215.0	5,241.5	26.5	0.5%	5,161.5
Range	135.5	72.5	-63.0	-46.5%	231.0
ATR	133.2	128.8	-4.3	-3.3%	0.0
Volume	261,930	310,561	48,631	18.6%	723,910

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,462.5	5,424.5	5,281.5
R3	5,390.0	5,352.0	5,261.5
R2	5,317.5	5,317.5	5,255.0
R1	5,279.5	5,279.5	5,248.0	5,262.0
PP	5,245.0	5,245.0	5,245.0	5,236.5
S1	5,207.0	5,207.0	5,235.0	5,190.0
S2	5,172.5	5,172.5	5,228.0
S3	5,100.0	5,134.5	5,221.5
S4	5,027.5	5,062.0	5,201.5

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,804.0	5,713.5	5,288.5
R3	5,573.0	5,482.5	5,225.0
R2	5,342.0	5,342.0	5,204.0
R1	5,251.5	5,251.5	5,182.5	5,297.0
PP	5,111.0	5,111.0	5,111.0	5,133.5
S1	5,020.5	5,020.5	5,140.5	5,066.0
S2	4,880.0	4,880.0	5,119.0
S3	4,649.0	4,789.5	5,098.0
S4	4,418.0	4,558.5	5,034.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,283.0	5,015.5	267.5	5.1%	101.0	1.9%	84%	True	False	205,704
10	5,283.0	4,970.0	313.0	6.0%	115.0	2.2%	87%	True	False	169,918
20	5,283.0	4,883.5	399.5	7.6%	126.0	2.4%	90%	True	False	164,295
40	5,761.0	4,801.0	960.0	18.3%	136.5	2.6%	46%	False	False	160,441
60	5,800.0	4,801.0	999.0	19.1%	110.5	2.1%	44%	False	False	140,341
80	5,800.0	4,801.0	999.0	19.1%	97.0	1.8%	44%	False	False	115,548
100	5,800.0	4,801.0	999.0	19.1%	88.0	1.7%	44%	False	False	92,482

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.2
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	5,591.0
2.618	5,473.0
1.618	5,400.5
1.000	5,355.5
0.618	5,328.0
HIGH	5,283.0
0.618	5,255.5
0.500	5,247.0
0.382	5,238.0
LOW	5,210.5
0.618	5,165.5
1.000	5,138.0
1.618	5,093.0
2.618	5,020.5
4.250	4,902.5

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	5,247.0	5,232.0
PP	5,245.0	5,222.0
S1	5,243.0	5,212.5

Download as Excel Spreadsheet

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

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