FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 05-Apr-2011

Day Change Summary
	Previous	Current
	04-Apr-2011	05-Apr-2011	Change	Change %	Previous Week
Open	5,963.0	5,977.5	14.5	0.2%	5,850.0
High	6,000.0	5,987.5	-12.5	-0.2%	5,975.5
Low	5,944.0	5,946.0	2.0	0.0%	5,833.5
Close	5,977.5	5,969.0	-8.5	-0.1%	5,972.5
Range	56.0	41.5	-14.5	-25.9%	142.0
ATR	81.0	78.2	-2.8	-3.5%	0.0
Volume	77,578	68,051	-9,527	-12.3%	405,685

Daily Pivots for day following 05-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,092.0	6,072.0	5,992.0
R3	6,050.5	6,030.5	5,980.5
R2	6,009.0	6,009.0	5,976.5
R1	5,989.0	5,989.0	5,973.0	5,978.0
PP	5,967.5	5,967.5	5,967.5	5,962.0
S1	5,947.5	5,947.5	5,965.0	5,937.0
S2	5,926.0	5,926.0	5,961.5
S3	5,884.5	5,906.0	5,957.5
S4	5,843.0	5,864.5	5,946.0

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	5,860.5	139.5	2.3%	61.0	1.0%	78%	False	False	82,816
10	6,000.0	5,685.0	315.0	5.3%	65.0	1.1%	90%	False	False	83,600
20	6,000.0	5,458.5	541.5	9.1%	85.5	1.4%	94%	False	False	102,109
40	6,042.0	5,458.5	583.5	9.8%	78.0	1.3%	87%	False	False	52,224
60	6,042.0	5,458.5	583.5	9.8%	62.0	1.0%	87%	False	False	34,842
80	6,042.0	5,458.5	583.5	9.8%	49.0	0.8%	87%	False	False	26,138
100	6,042.0	5,458.5	583.5	9.8%	45.0	0.8%	87%	False	False	20,920
120	6,042.0	5,458.5	583.5	9.8%	40.0	0.7%	87%	False	False	17,437

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,164.0
2.618	6,096.0
1.618	6,054.5
1.000	6,029.0
0.618	6,013.0
HIGH	5,987.5
0.618	5,971.5
0.500	5,967.0
0.382	5,962.0
LOW	5,946.0
0.618	5,920.5
1.000	5,904.5
1.618	5,879.0
2.618	5,837.5
4.250	5,769.5

Fisher Pivots for day following 05-Apr-2011
Pivot	1 day	3 day
R1	5,968.0	5,959.0
PP	5,967.5	5,949.5
S1	5,967.0	5,940.0

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

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