FTSE 100 Index Future September 2011

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	04-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	5,965.0	5,988.5	23.5	0.4%	5,642.0
High	5,995.5	6,002.5	7.0	0.1%	5,983.0
Low	5,946.5	5,972.5	26.0	0.4%	5,627.0
Close	5,987.0	5,984.0	-3.0	-0.1%	5,975.0
Range	49.0	30.0	-19.0	-38.8%	356.0
ATR	80.8	77.2	-3.6	-4.5%	0.0
Volume	50,400	77,297	26,897	53.4%	502,667

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,076.5	6,060.0	6,000.5
R3	6,046.5	6,030.0	5,992.0
R2	6,016.5	6,016.5	5,989.5
R1	6,000.0	6,000.0	5,987.0	5,993.0
PP	5,986.5	5,986.5	5,986.5	5,983.0
S1	5,970.0	5,970.0	5,981.0	5,963.0
S2	5,956.5	5,956.5	5,978.5
S3	5,926.5	5,940.0	5,976.0
S4	5,896.5	5,910.0	5,967.5

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	6,002.5	5,753.5	249.0	4.2%	70.0	1.2%	93%	True	False	90,962
10	6,002.5	5,625.5	377.0	6.3%	74.5	1.2%	95%	True	False	93,421
20	6,002.5	5,605.5	397.0	6.6%	81.0	1.4%	95%	True	False	105,442
40	6,002.5	5,605.5	397.0	6.6%	72.5	1.2%	95%	True	False	53,454

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.7
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	6,130.0
2.618	6,081.0
1.618	6,051.0
1.000	6,032.5
0.618	6,021.0
HIGH	6,002.5
0.618	5,991.0
0.500	5,987.5
0.382	5,984.0
LOW	5,972.5
0.618	5,954.0
1.000	5,942.5
1.618	5,924.0
2.618	5,894.0
4.250	5,845.0

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	5,987.5	5,973.0
PP	5,986.5	5,962.0
S1	5,985.0	5,951.0

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

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