FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 11-May-2011

Day Change Summary
	Previous	Current
	10-May-2011	11-May-2011	Change	Change %	Previous Week
Open	5,926.5	6,010.0	83.5	1.4%	6,051.5
High	6,017.0	6,024.0	7.0	0.1%	6,068.5
Low	5,913.0	5,903.5	-9.5	-0.2%	5,841.5
Close	5,990.5	5,957.5	-33.0	-0.6%	5,951.5
Range	104.0	120.5	16.5	15.9%	227.0
ATR	78.7	81.6	3.0	3.8%	0.0
Volume	85,729	96,766	11,037	12.9%	433,057

Daily Pivots for day following 11-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,323.0	6,261.0	6,024.0
R3	6,202.5	6,140.5	5,990.5
R2	6,082.0	6,082.0	5,979.5
R1	6,020.0	6,020.0	5,968.5	5,991.0
PP	5,961.5	5,961.5	5,961.5	5,947.0
S1	5,899.5	5,899.5	5,946.5	5,870.0
S2	5,841.0	5,841.0	5,935.5
S3	5,720.5	5,779.0	5,924.5
S4	5,600.0	5,658.5	5,891.0

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,635.0	6,520.0	6,076.5
R3	6,408.0	6,293.0	6,014.0
R2	6,181.0	6,181.0	5,993.0
R1	6,066.0	6,066.0	5,972.5	6,010.0
PP	5,954.0	5,954.0	5,954.0	5,926.0
S1	5,839.0	5,839.0	5,930.5	5,783.0
S2	5,727.0	5,727.0	5,910.0
S3	5,500.0	5,612.0	5,889.0
S4	5,273.0	5,385.0	5,826.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,024.0	5,841.5	182.5	3.1%	102.0	1.7%	64%	True	False	101,369
10	6,068.5	5,841.5	227.0	3.8%	81.5	1.4%	51%	False	False	95,572
20	6,068.5	5,817.0	251.5	4.2%	74.5	1.3%	56%	False	False	91,624
40	6,068.5	5,458.5	610.0	10.2%	78.5	1.3%	82%	False	False	98,821
60	6,068.5	5,458.5	610.0	10.2%	77.5	1.3%	82%	False	False	68,237
80	6,068.5	5,458.5	610.0	10.2%	66.5	1.1%	82%	False	False	51,201
100	6,068.5	5,458.5	610.0	10.2%	55.5	0.9%	82%	False	False	40,966
120	6,068.5	5,458.5	610.0	10.2%	50.5	0.9%	82%	False	False	34,147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.8
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,536.0
2.618	6,339.5
1.618	6,219.0
1.000	6,144.5
0.618	6,098.5
HIGH	6,024.0
0.618	5,978.0
0.500	5,964.0
0.382	5,949.5
LOW	5,903.5
0.618	5,829.0
1.000	5,783.0
1.618	5,708.5
2.618	5,588.0
4.250	5,391.5

Fisher Pivots for day following 11-May-2011
Pivot	1 day	3 day
R1	5,964.0	5,959.0
PP	5,961.5	5,958.5
S1	5,959.5	5,958.0

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

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