FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	5,867.5	5,837.0	-30.5	-0.5%	5,980.0
High	5,880.0	5,882.5	2.5	0.0%	5,996.5
Low	5,802.5	5,818.5	16.0	0.3%	5,802.5
Close	5,849.0	5,828.0	-21.0	-0.4%	5,849.0
Range	77.5	64.0	-13.5	-17.4%	194.0
ATR	85.3	83.8	-1.5	-1.8%	0.0
Volume	115,987	91,731	-24,256	-20.9%	444,019

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,035.0	5,995.5	5,863.0
R3	5,971.0	5,931.5	5,845.5
R2	5,907.0	5,907.0	5,839.5
R1	5,867.5	5,867.5	5,834.0	5,855.0
PP	5,843.0	5,843.0	5,843.0	5,837.0
S1	5,803.5	5,803.5	5,822.0	5,791.0
S2	5,779.0	5,779.0	5,816.5
S3	5,715.0	5,739.5	5,810.5
S4	5,651.0	5,675.5	5,793.0

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,464.5	6,351.0	5,955.5
R3	6,270.5	6,157.0	5,902.5
R2	6,076.5	6,076.5	5,884.5
R1	5,963.0	5,963.0	5,867.0	5,923.0
PP	5,882.5	5,882.5	5,882.5	5,862.5
S1	5,769.0	5,769.0	5,831.0	5,729.0
S2	5,688.5	5,688.5	5,813.5
S3	5,494.5	5,575.0	5,795.5
S4	5,300.5	5,381.0	5,742.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,996.5	5,802.5	194.0	3.3%	77.0	1.3%	13%	False	False	107,150
10	5,996.5	5,778.0	218.5	3.7%	76.5	1.3%	23%	False	False	107,180
20	6,024.0	5,778.0	246.0	4.2%	84.0	1.4%	20%	False	False	105,117
40	6,068.5	5,778.0	290.5	5.0%	75.5	1.3%	17%	False	False	97,281
60	6,068.5	5,458.5	610.0	10.5%	79.5	1.4%	61%	False	False	97,936
80	6,068.5	5,458.5	610.0	10.5%	77.0	1.3%	61%	False	False	73,903
100	6,068.5	5,458.5	610.0	10.5%	67.0	1.2%	61%	False	False	59,137
120	6,068.5	5,458.5	610.0	10.5%	57.5	1.0%	61%	False	False	49,285

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,154.5
2.618	6,050.0
1.618	5,986.0
1.000	5,946.5
0.618	5,922.0
HIGH	5,882.5
0.618	5,858.0
0.500	5,850.5
0.382	5,843.0
LOW	5,818.5
0.618	5,779.0
1.000	5,754.5
1.618	5,715.0
2.618	5,651.0
4.250	5,546.5

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	5,850.5	5,848.0
PP	5,843.0	5,841.5
S1	5,835.5	5,835.0

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

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