FTSE 100 Index Future September 2011

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	5,826.5	5,913.0	86.5	1.5%	5,642.0
High	5,925.0	5,983.0	58.0	1.0%	5,983.0
Low	5,825.5	5,900.0	74.5	1.3%	5,627.0
Close	5,921.5	5,975.0	53.5	0.9%	5,975.0
Range	99.5	83.0	-16.5	-16.6%	356.0
ATR	83.3	83.3	0.0	0.0%	0.0
Volume	123,329	99,328	-24,001	-19.5%	502,667

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,201.5	6,171.5	6,020.5
R3	6,118.5	6,088.5	5,998.0
R2	6,035.5	6,035.5	5,990.0
R1	6,005.5	6,005.5	5,982.5	6,020.5
PP	5,952.5	5,952.5	5,952.5	5,960.0
S1	5,922.5	5,922.5	5,967.5	5,937.5
S2	5,869.5	5,869.5	5,960.0
S3	5,786.5	5,839.5	5,952.0
S4	5,703.5	5,756.5	5,929.5

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,929.5	6,808.5	6,171.0
R3	6,573.5	6,452.5	6,073.0
R2	6,217.5	6,217.5	6,040.5
R1	6,096.5	6,096.5	6,007.5	6,157.0
PP	5,861.5	5,861.5	5,861.5	5,892.0
S1	5,740.5	5,740.5	5,942.5	5,801.0
S2	5,505.5	5,505.5	5,909.5
S3	5,149.5	5,384.5	5,877.0
S4	4,793.5	5,028.5	5,779.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,983.0	5,627.0	356.0	6.0%	87.5	1.5%	98%	True	False	100,533
10	5,983.0	5,610.0	373.0	6.2%	83.0	1.4%	98%	True	False	97,153
20	5,983.0	5,605.5	377.5	6.3%	82.5	1.4%	98%	True	False	99,802
40	5,983.0	5,605.5	377.5	6.3%	72.5	1.2%	98%	True	False	50,262

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	16.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,336.0
2.618	6,200.5
1.618	6,117.5
1.000	6,066.0
0.618	6,034.5
HIGH	5,983.0
0.618	5,951.5
0.500	5,941.5
0.382	5,931.5
LOW	5,900.0
0.618	5,848.5
1.000	5,817.0
1.618	5,765.5
2.618	5,682.5
4.250	5,547.0

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	5,964.0	5,939.5
PP	5,952.5	5,904.0
S1	5,941.5	5,868.0

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

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