FTSE 100 Index Future June 2011

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

Day Change Summary
	Previous	Current
	03-May-2011	04-May-2011	Change	Change %	Previous Week
Open	6,051.5	6,006.0	-45.5	-0.8%	5,970.0
High	6,068.5	6,046.0	-22.5	-0.4%	6,061.5
Low	6,018.5	5,945.0	-73.5	-1.2%	5,970.0
Close	6,043.5	5,957.0	-86.5	-1.4%	6,033.0
Range	50.0	101.0	51.0	102.0%	91.5
ATR	70.0	72.2	2.2	3.2%	0.0
Volume	91,879	119,142	27,263	29.7%	237,853

Daily Pivots for day following 04-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,285.5	6,222.5	6,012.5
R3	6,184.5	6,121.5	5,985.0
R2	6,083.5	6,083.5	5,975.5
R1	6,020.5	6,020.5	5,966.5	6,001.5
PP	5,982.5	5,982.5	5,982.5	5,973.0
S1	5,919.5	5,919.5	5,947.5	5,900.5
S2	5,881.5	5,881.5	5,938.5
S3	5,780.5	5,818.5	5,929.0
S4	5,679.5	5,717.5	5,901.5

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,296.0	6,256.0	6,083.5
R3	6,204.5	6,164.5	6,058.0
R2	6,113.0	6,113.0	6,050.0
R1	6,073.0	6,073.0	6,041.5	6,093.0
PP	6,021.5	6,021.5	6,021.5	6,031.5
S1	5,981.5	5,981.5	6,024.5	6,001.5
S2	5,930.0	5,930.0	6,016.0
S3	5,838.5	5,890.0	6,008.0
S4	5,747.0	5,798.5	5,982.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,068.5	5,945.0	123.5	2.1%	61.5	1.0%	10%	False	True	89,774
10	6,068.5	5,817.0	251.5	4.2%	67.0	1.1%	56%	False	False	88,603
20	6,068.5	5,817.0	251.5	4.2%	64.0	1.1%	56%	False	False	86,920
40	6,068.5	5,458.5	610.0	10.2%	77.0	1.3%	82%	False	False	89,198
60	6,068.5	5,458.5	610.0	10.2%	71.5	1.2%	82%	False	False	59,801
80	6,068.5	5,458.5	610.0	10.2%	60.5	1.0%	82%	False	False	44,867
100	6,068.5	5,458.5	610.0	10.2%	51.0	0.9%	82%	False	False	35,898
120	6,068.5	5,458.5	610.0	10.2%	47.0	0.8%	82%	False	False	29,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.8
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,475.0
2.618	6,310.5
1.618	6,209.5
1.000	6,147.0
0.618	6,108.5
HIGH	6,046.0
0.618	6,007.5
0.500	5,995.5
0.382	5,983.5
LOW	5,945.0
0.618	5,882.5
1.000	5,844.0
1.618	5,781.5
2.618	5,680.5
4.250	5,516.0

Fisher Pivots for day following 04-May-2011
Pivot	1 day	3 day
R1	5,995.5	6,007.0
PP	5,982.5	5,990.0
S1	5,970.0	5,973.5

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

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