FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 04-Apr-2011

Day Change Summary
	Previous	Current
	01-Apr-2011	04-Apr-2011	Change	Change %	Previous Week
Open	5,886.5	5,963.0	76.5	1.3%	5,850.0
High	5,975.5	6,000.0	24.5	0.4%	5,975.5
Low	5,879.5	5,944.0	64.5	1.1%	5,833.5
Close	5,972.5	5,977.5	5.0	0.1%	5,972.5
Range	96.0	56.0	-40.0	-41.7%	142.0
ATR	82.9	81.0	-1.9	-2.3%	0.0
Volume	93,976	77,578	-16,398	-17.4%	405,685

Daily Pivots for day following 04-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,142.0	6,115.5	6,008.5
R3	6,086.0	6,059.5	5,993.0
R2	6,030.0	6,030.0	5,988.0
R1	6,003.5	6,003.5	5,982.5	6,017.0
PP	5,974.0	5,974.0	5,974.0	5,980.5
S1	5,947.5	5,947.5	5,972.5	5,961.0
S2	5,918.0	5,918.0	5,967.0
S3	5,862.0	5,891.5	5,962.0
S4	5,806.0	5,835.5	5,946.5

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,353.0	6,305.0	6,050.5
R3	6,211.0	6,163.0	6,011.5
R2	6,069.0	6,069.0	5,998.5
R1	6,021.0	6,021.0	5,985.5	6,045.0
PP	5,927.0	5,927.0	5,927.0	5,939.0
S1	5,879.0	5,879.0	5,959.5	5,903.0
S2	5,785.0	5,785.0	5,946.5
S3	5,643.0	5,737.0	5,933.5
S4	5,501.0	5,595.0	5,894.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,000.0	5,833.5	166.5	2.8%	65.5	1.1%	86%	True	False	84,625
10	6,000.0	5,685.0	315.0	5.3%	68.0	1.1%	93%	True	False	85,167
20	6,000.0	5,458.5	541.5	9.1%	87.5	1.5%	96%	True	False	99,245
40	6,042.0	5,458.5	583.5	9.8%	78.5	1.3%	89%	False	False	50,525
60	6,042.0	5,458.5	583.5	9.8%	61.5	1.0%	89%	False	False	33,708
80	6,042.0	5,458.5	583.5	9.8%	49.0	0.8%	89%	False	False	25,287
100	6,042.0	5,458.5	583.5	9.8%	45.0	0.8%	89%	False	False	20,241
120	6,042.0	5,458.5	583.5	9.8%	39.5	0.7%	89%	False	False	16,870

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	14.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,238.0
2.618	6,146.5
1.618	6,090.5
1.000	6,056.0
0.618	6,034.5
HIGH	6,000.0
0.618	5,978.5
0.500	5,972.0
0.382	5,965.5
LOW	5,944.0
0.618	5,909.5
1.000	5,888.0
1.618	5,853.5
2.618	5,797.5
4.250	5,706.0

Fisher Pivots for day following 04-Apr-2011
Pivot	1 day	3 day
R1	5,975.5	5,962.0
PP	5,974.0	5,946.0
S1	5,972.0	5,930.0

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

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