FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 17-May-2011

Day Change Summary
	Previous	Current
	16-May-2011	17-May-2011	Change	Change %	Previous Week
Open	5,880.0	5,875.5	-4.5	-0.1%	5,916.0
High	5,919.0	5,924.0	5.0	0.1%	6,024.0
Low	5,842.0	5,836.5	-5.5	-0.1%	5,863.0
Close	5,904.5	5,853.5	-51.0	-0.9%	5,905.0
Range	77.0	87.5	10.5	13.6%	161.0
ATR	84.3	84.6	0.2	0.3%	0.0
Volume	117,364	115,511	-1,853	-1.6%	494,911

Daily Pivots for day following 17-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,134.0	6,081.0	5,901.5
R3	6,046.5	5,993.5	5,877.5
R2	5,959.0	5,959.0	5,869.5
R1	5,906.0	5,906.0	5,861.5	5,889.0
PP	5,871.5	5,871.5	5,871.5	5,862.5
S1	5,818.5	5,818.5	5,845.5	5,801.0
S2	5,784.0	5,784.0	5,837.5
S3	5,696.5	5,731.0	5,829.5
S4	5,609.0	5,643.5	5,805.5

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,413.5	6,320.5	5,993.5
R3	6,252.5	6,159.5	5,949.5
R2	6,091.5	6,091.5	5,934.5
R1	5,998.5	5,998.5	5,920.0	5,964.5
PP	5,930.5	5,930.5	5,930.5	5,914.0
S1	5,837.5	5,837.5	5,890.0	5,803.5
S2	5,769.5	5,769.5	5,875.5
S3	5,608.5	5,676.5	5,860.5
S4	5,447.5	5,515.5	5,816.5

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	5,836.5	187.5	3.2%	99.0	1.7%	9%	False	True	107,947
10	6,046.0	5,836.5	209.5	3.6%	98.5	1.7%	8%	False	True	106,896
20	6,068.5	5,817.0	251.5	4.3%	81.0	1.4%	15%	False	False	96,576
40	6,068.5	5,523.0	545.5	9.3%	74.0	1.3%	61%	False	False	92,826
60	6,068.5	5,458.5	610.0	10.4%	81.0	1.4%	65%	False	False	75,618
80	6,068.5	5,458.5	610.0	10.4%	68.5	1.2%	65%	False	False	56,733
100	6,068.5	5,458.5	610.0	10.4%	58.5	1.0%	65%	False	False	45,394
120	6,068.5	5,458.5	610.0	10.4%	52.0	0.9%	65%	False	False	37,837

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,296.0
2.618	6,153.0
1.618	6,065.5
1.000	6,011.5
0.618	5,978.0
HIGH	5,924.0
0.618	5,890.5
0.500	5,880.0
0.382	5,870.0
LOW	5,836.5
0.618	5,782.5
1.000	5,749.0
1.618	5,695.0
2.618	5,607.5
4.250	5,464.5

Fisher Pivots for day following 17-May-2011
Pivot	1 day	3 day
R1	5,880.0	5,910.0
PP	5,871.5	5,891.5
S1	5,862.5	5,872.5

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

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