FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	5,806.5	5,844.0	37.5	0.6%	5,837.0
High	5,885.5	5,869.0	-16.5	-0.3%	5,892.0
Low	5,793.5	5,737.0	-56.5	-1.0%	5,737.0
Close	5,871.5	5,765.0	-106.5	-1.8%	5,765.0
Range	92.0	132.0	40.0	43.5%	155.0
ATR	83.1	86.8	3.7	4.4%	0.0
Volume	127,243	152,689	25,446	20.0%	620,611

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,186.5	6,107.5	5,837.5
R3	6,054.5	5,975.5	5,801.5
R2	5,922.5	5,922.5	5,789.0
R1	5,843.5	5,843.5	5,777.0	5,817.0
PP	5,790.5	5,790.5	5,790.5	5,777.0
S1	5,711.5	5,711.5	5,753.0	5,685.0
S2	5,658.5	5,658.5	5,741.0
S3	5,526.5	5,579.5	5,728.5
S4	5,394.5	5,447.5	5,692.5

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,263.0	6,169.0	5,850.0
R3	6,108.0	6,014.0	5,807.5
R2	5,953.0	5,953.0	5,793.5
R1	5,859.0	5,859.0	5,779.0	5,828.5
PP	5,798.0	5,798.0	5,798.0	5,783.0
S1	5,704.0	5,704.0	5,751.0	5,673.5
S2	5,643.0	5,643.0	5,736.5
S3	5,488.0	5,549.0	5,722.5
S4	5,333.0	5,394.0	5,680.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,892.0	5,737.0	155.0	2.7%	86.5	1.5%	18%	False	True	124,122
10	5,996.5	5,737.0	259.5	4.5%	79.5	1.4%	11%	False	True	116,674
20	6,006.0	5,737.0	269.0	4.7%	82.5	1.4%	10%	False	True	112,009
40	6,068.5	5,737.0	331.5	5.8%	79.5	1.4%	8%	False	True	102,818
60	6,068.5	5,458.5	610.0	10.6%	80.5	1.4%	50%	False	False	103,656
80	6,068.5	5,458.5	610.0	10.6%	79.0	1.4%	50%	False	False	80,508
100	6,068.5	5,458.5	610.0	10.6%	69.5	1.2%	50%	False	False	64,424
120	6,068.5	5,458.5	610.0	10.6%	60.5	1.1%	50%	False	False	53,692

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.6
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	6,430.0
2.618	6,214.5
1.618	6,082.5
1.000	6,001.0
0.618	5,950.5
HIGH	5,869.0
0.618	5,818.5
0.500	5,803.0
0.382	5,787.5
LOW	5,737.0
0.618	5,655.5
1.000	5,605.0
1.618	5,523.5
2.618	5,391.5
4.250	5,176.0

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	5,803.0	5,811.0
PP	5,790.5	5,796.0
S1	5,777.5	5,780.5

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

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