FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 19-May-2011

Day Change Summary
	Previous	Current
	18-May-2011	19-May-2011	Change	Change %	Previous Week
Open	5,890.5	5,949.0	58.5	1.0%	5,916.0
High	5,948.0	5,991.5	43.5	0.7%	6,024.0
Low	5,873.0	5,922.5	49.5	0.8%	5,863.0
Close	5,913.5	5,949.0	35.5	0.6%	5,905.0
Range	75.0	69.0	-6.0	-8.0%	161.0
ATR	85.3	84.7	-0.5	-0.6%	0.0
Volume	85,763	106,572	20,809	24.3%	494,911

Daily Pivots for day following 19-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,161.5	6,124.0	5,987.0
R3	6,092.5	6,055.0	5,968.0
R2	6,023.5	6,023.5	5,961.5
R1	5,986.0	5,986.0	5,955.5	5,983.5
PP	5,954.5	5,954.5	5,954.5	5,953.0
S1	5,917.0	5,917.0	5,942.5	5,914.5
S2	5,885.5	5,885.5	5,936.5
S3	5,816.5	5,848.0	5,930.0
S4	5,747.5	5,779.0	5,911.0

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	5,991.5	5,836.5	155.0	2.6%	83.5	1.4%	73%	True	False	105,814
10	6,024.0	5,836.5	187.5	3.2%	93.0	1.6%	60%	False	False	104,208
20	6,068.5	5,817.0	251.5	4.2%	82.5	1.4%	52%	False	False	97,314
40	6,068.5	5,685.0	383.5	6.4%	72.5	1.2%	69%	False	False	91,130
60	6,068.5	5,458.5	610.0	10.3%	82.5	1.4%	80%	False	False	78,817
80	6,068.5	5,458.5	610.0	10.3%	69.0	1.2%	80%	False	False	59,133
100	6,068.5	5,458.5	610.0	10.3%	60.0	1.0%	80%	False	False	47,318
120	6,068.5	5,458.5	610.0	10.3%	52.5	0.9%	80%	False	False	39,438

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	27.9
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,285.0
2.618	6,172.0
1.618	6,103.0
1.000	6,060.5
0.618	6,034.0
HIGH	5,991.5
0.618	5,965.0
0.500	5,957.0
0.382	5,949.0
LOW	5,922.5
0.618	5,880.0
1.000	5,853.5
1.618	5,811.0
2.618	5,742.0
4.250	5,629.0

Fisher Pivots for day following 19-May-2011
Pivot	1 day	3 day
R1	5,957.0	5,937.5
PP	5,954.5	5,925.5
S1	5,951.5	5,914.0

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

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