FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 26-May-2011

Day Change Summary
	Previous	Current
	25-May-2011	26-May-2011	Change	Change %	Previous Week
Open	5,804.5	5,862.5	58.0	1.0%	5,880.0
High	5,886.5	5,913.5	27.0	0.5%	6,006.0
Low	5,778.0	5,851.5	73.5	1.3%	5,836.5
Close	5,858.5	5,900.0	41.5	0.7%	5,929.5
Range	108.5	62.0	-46.5	-42.9%	169.5
ATR	86.9	85.1	-1.8	-2.0%	0.0
Volume	96,715	121,282	24,567	25.4%	535,641

Daily Pivots for day following 26-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,074.5	6,049.0	5,934.0
R3	6,012.5	5,987.0	5,917.0
R2	5,950.5	5,950.5	5,911.5
R1	5,925.0	5,925.0	5,905.5	5,938.0
PP	5,888.5	5,888.5	5,888.5	5,894.5
S1	5,863.0	5,863.0	5,894.5	5,876.0
S2	5,826.5	5,826.5	5,888.5
S3	5,764.5	5,801.0	5,883.0
S4	5,702.5	5,739.0	5,866.0

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,432.5	6,350.5	6,022.5
R3	6,263.0	6,181.0	5,976.0
R2	6,093.5	6,093.5	5,960.5
R1	6,011.5	6,011.5	5,945.0	6,052.5
PP	5,924.0	5,924.0	5,924.0	5,944.5
S1	5,842.0	5,842.0	5,914.0	5,883.0
S2	5,754.5	5,754.5	5,898.5
S3	5,585.0	5,672.5	5,883.0
S4	5,415.5	5,503.0	5,836.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,006.0	5,778.0	228.0	3.9%	86.5	1.5%	54%	False	False	108,873
10	6,006.0	5,778.0	228.0	3.9%	85.0	1.4%	54%	False	False	107,343
20	6,068.5	5,778.0	290.5	4.9%	85.0	1.4%	42%	False	False	103,008
40	6,068.5	5,778.0	290.5	4.9%	74.0	1.3%	42%	False	False	93,415
60	6,068.5	5,458.5	610.0	10.3%	82.0	1.4%	72%	False	False	87,864
80	6,068.5	5,458.5	610.0	10.3%	73.0	1.2%	72%	False	False	65,933
100	6,068.5	5,458.5	610.0	10.3%	64.0	1.1%	72%	False	False	52,761
120	6,068.5	5,458.5	610.0	10.3%	55.5	0.9%	72%	False	False	43,970

Crabel Price Patterns
NR	True
NR4	False
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	27.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,177.0
2.618	6,076.0
1.618	6,014.0
1.000	5,975.5
0.618	5,952.0
HIGH	5,913.5
0.618	5,890.0
0.500	5,882.5
0.382	5,875.0
LOW	5,851.5
0.618	5,813.0
1.000	5,789.5
1.618	5,751.0
2.618	5,689.0
4.250	5,588.0

Fisher Pivots for day following 26-May-2011
Pivot	1 day	3 day
R1	5,894.0	5,882.0
PP	5,888.5	5,864.0
S1	5,882.5	5,846.0

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

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