FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 13-Apr-2011

Day Change Summary
	Previous	Current
	12-Apr-2011	13-Apr-2011	Change	Change %	Previous Week
Open	5,994.0	5,930.0	-64.0	-1.1%	5,963.0
High	5,994.0	6,008.5	14.5	0.2%	6,026.0
Low	5,915.5	5,930.0	14.5	0.2%	5,944.0
Close	5,924.0	5,967.5	43.5	0.7%	5,998.5
Range	78.5	78.5	0.0	0.0%	82.0
ATR	72.5	73.4	0.9	1.2%	0.0
Volume	113,287	96,855	-16,432	-14.5%	384,962

Daily Pivots for day following 13-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,204.0	6,164.5	6,010.5
R3	6,125.5	6,086.0	5,989.0
R2	6,047.0	6,047.0	5,982.0
R1	6,007.5	6,007.5	5,974.5	6,027.0
PP	5,968.5	5,968.5	5,968.5	5,978.5
S1	5,929.0	5,929.0	5,960.5	5,949.0
S2	5,890.0	5,890.0	5,953.0
S3	5,811.5	5,850.5	5,946.0
S4	5,733.0	5,772.0	5,924.5

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,235.5	6,199.0	6,043.5
R3	6,153.5	6,117.0	6,021.0
R2	6,071.5	6,071.5	6,013.5
R1	6,035.0	6,035.0	6,006.0	6,053.0
PP	5,989.5	5,989.5	5,989.5	5,998.5
S1	5,953.0	5,953.0	5,991.0	5,971.0
S2	5,907.5	5,907.5	5,983.5
S3	5,825.5	5,871.0	5,976.0
S4	5,743.5	5,789.0	5,953.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,029.5	5,915.5	114.0	1.9%	61.0	1.0%	46%	False	False	87,179
10	6,029.5	5,860.5	169.0	2.8%	62.0	1.0%	63%	False	False	86,669
20	6,029.5	5,523.0	506.5	8.5%	67.5	1.1%	88%	False	False	89,076
40	6,042.0	5,458.5	583.5	9.8%	81.0	1.4%	87%	False	False	65,139
60	6,042.0	5,458.5	583.5	9.8%	64.5	1.1%	87%	False	False	43,452
80	6,042.0	5,458.5	583.5	9.8%	53.0	0.9%	87%	False	False	32,599
100	6,042.0	5,458.5	583.5	9.8%	46.5	0.8%	87%	False	False	26,089
120	6,042.0	5,458.5	583.5	9.8%	41.0	0.7%	87%	False	False	21,744

Crabel Price Patterns
NR	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	12.1

Fibonacci Retracements and Extensions
4.250	6,342.0
2.618	6,214.0
1.618	6,135.5
1.000	6,087.0
0.618	6,057.0
HIGH	6,008.5
0.618	5,978.5
0.500	5,969.0
0.382	5,960.0
LOW	5,930.0
0.618	5,881.5
1.000	5,851.5
1.618	5,803.0
2.618	5,724.5
4.250	5,596.5

Fisher Pivots for day following 13-Apr-2011
Pivot	1 day	3 day
R1	5,969.0	5,972.5
PP	5,968.5	5,971.0
S1	5,968.0	5,969.0

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

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