FTSE 100 Index Future June 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	5,240.0	5,261.5	21.5	0.4%	5,211.5
High	5,296.0	5,297.5	1.5	0.0%	5,297.5
Low	5,235.0	5,255.0	20.0	0.4%	5,142.0
Close	5,248.5	5,287.0	38.5	0.7%	5,287.0
Range	61.0	42.5	-18.5	-30.3%	155.5
ATR	124.0	118.6	-5.4	-4.3%	0.0
Volume	319,309	201,106	-118,203	-37.0%	1,239,979

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,407.5	5,389.5	5,310.5
R3	5,365.0	5,347.0	5,298.5
R2	5,322.5	5,322.5	5,295.0
R1	5,304.5	5,304.5	5,291.0	5,313.5
PP	5,280.0	5,280.0	5,280.0	5,284.0
S1	5,262.0	5,262.0	5,283.0	5,271.0
S2	5,237.5	5,237.5	5,279.0
S3	5,195.0	5,219.5	5,275.5
S4	5,152.5	5,177.0	5,263.5

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,708.5	5,653.5	5,372.5
R3	5,553.0	5,498.0	5,330.0
R2	5,397.5	5,397.5	5,315.5
R1	5,342.5	5,342.5	5,301.5	5,370.0
PP	5,242.0	5,242.0	5,242.0	5,256.0
S1	5,187.0	5,187.0	5,272.5	5,214.5
S2	5,086.5	5,086.5	5,258.5
S3	4,931.0	5,031.5	5,244.0
S4	4,775.5	4,876.0	5,201.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,297.5	5,142.0	155.5	2.9%	77.5	1.5%	93%	True	False	247,995
10	5,297.5	4,970.0	327.5	6.2%	94.0	1.8%	97%	True	False	196,388
20	5,297.5	4,883.5	414.0	7.8%	112.5	2.1%	97%	True	False	173,674
40	5,761.0	4,801.0	960.0	18.2%	135.5	2.6%	51%	False	False	168,223
60	5,800.0	4,801.0	999.0	18.9%	110.0	2.1%	49%	False	False	144,463
80	5,800.0	4,801.0	999.0	18.9%	97.0	1.8%	49%	False	False	122,050
100	5,800.0	4,801.0	999.0	18.9%	89.0	1.7%	49%	False	False	97,686

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.0
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	5,478.0
2.618	5,409.0
1.618	5,366.5
1.000	5,340.0
0.618	5,324.0
HIGH	5,297.5
0.618	5,281.5
0.500	5,276.0
0.382	5,271.0
LOW	5,255.0
0.618	5,228.5
1.000	5,212.5
1.618	5,186.0
2.618	5,143.5
4.250	5,074.5

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	5,283.5	5,276.0
PP	5,280.0	5,265.0
S1	5,276.0	5,254.0

Download as Excel Spreadsheet

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

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