FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 27-Apr-2011

Day Change Summary
	Previous	Current
	26-Apr-2011	27-Apr-2011	Change	Change %	Previous Week
Open	5,970.0	6,029.0	59.0	1.0%	5,955.0
High	6,038.0	6,058.0	20.0	0.3%	6,020.0
Low	5,970.0	6,013.0	43.0	0.7%	5,817.0
Close	6,031.5	6,039.0	7.5	0.1%	5,980.5
Range	68.0	45.0	-23.0	-33.8%	203.0
ATR	76.0	73.8	-2.2	-2.9%	0.0
Volume	75,236	78,955	3,719	4.9%	355,260

Daily Pivots for day following 27-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,171.5	6,150.5	6,064.0
R3	6,126.5	6,105.5	6,051.5
R2	6,081.5	6,081.5	6,047.0
R1	6,060.5	6,060.5	6,043.0	6,071.0
PP	6,036.5	6,036.5	6,036.5	6,042.0
S1	6,015.5	6,015.5	6,035.0	6,026.0
S2	5,991.5	5,991.5	6,031.0
S3	5,946.5	5,970.5	6,026.5
S4	5,901.5	5,925.5	6,014.0

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,548.0	6,467.5	6,092.0
R3	6,345.0	6,264.5	6,036.5
R2	6,142.0	6,142.0	6,017.5
R1	6,061.5	6,061.5	5,999.0	6,102.0
PP	5,939.0	5,939.0	5,939.0	5,959.5
S1	5,858.5	5,858.5	5,962.0	5,899.0
S2	5,736.0	5,736.0	5,943.5
S3	5,533.0	5,655.5	5,924.5
S4	5,330.0	5,452.5	5,869.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,058.0	5,845.0	213.0	3.5%	57.5	1.0%	91%	True	False	82,851
10	6,058.0	5,817.0	241.0	4.0%	69.5	1.2%	92%	True	False	89,716
20	6,058.0	5,817.0	241.0	4.0%	63.0	1.0%	92%	True	False	84,764
40	6,058.0	5,458.5	599.5	9.9%	80.5	1.3%	97%	True	False	82,264
60	6,058.0	5,458.5	599.5	9.9%	69.5	1.1%	97%	True	False	54,891
80	6,058.0	5,458.5	599.5	9.9%	59.5	1.0%	97%	True	False	41,187
100	6,058.0	5,458.5	599.5	9.9%	50.0	0.8%	97%	True	False	32,952
120	6,058.0	5,458.5	599.5	9.9%	45.5	0.8%	97%	True	False	27,469

Crabel Price Patterns
NR	True
NR4	True
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	5.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,249.0
2.618	6,176.0
1.618	6,131.0
1.000	6,103.0
0.618	6,086.0
HIGH	6,058.0
0.618	6,041.0
0.500	6,035.5
0.382	6,030.0
LOW	6,013.0
0.618	5,985.0
1.000	5,968.0
1.618	5,940.0
2.618	5,895.0
4.250	5,822.0

Fisher Pivots for day following 27-Apr-2011
Pivot	1 day	3 day
R1	6,038.0	6,030.0
PP	6,036.5	6,021.5
S1	6,035.5	6,013.0

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

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