FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	5,672.5	5,691.5	19.0	0.3%	5,590.5
High	5,709.0	5,737.0	28.0	0.5%	5,750.0
Low	5,657.0	5,655.0	-2.0	0.0%	5,575.5
Close	5,691.5	5,730.5	39.0	0.7%	5,719.0
Range	52.0	82.0	30.0	57.7%	174.5
ATR	85.6	85.3	-0.3	-0.3%	0.0
Volume	84,039	92,197	8,158	9.7%	531,562

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,953.5	5,924.0	5,775.5
R3	5,871.5	5,842.0	5,753.0
R2	5,789.5	5,789.5	5,745.5
R1	5,760.0	5,760.0	5,738.0	5,775.0
PP	5,707.5	5,707.5	5,707.5	5,715.0
S1	5,678.0	5,678.0	5,723.0	5,693.0
S2	5,625.5	5,625.5	5,715.5
S3	5,543.5	5,596.0	5,708.0
S4	5,461.5	5,514.0	5,685.5

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,205.0	6,136.5	5,815.0
R3	6,030.5	5,962.0	5,767.0
R2	5,856.0	5,856.0	5,751.0
R1	5,787.5	5,787.5	5,735.0	5,822.0
PP	5,681.5	5,681.5	5,681.5	5,698.5
S1	5,613.0	5,613.0	5,703.0	5,647.0
S2	5,507.0	5,507.0	5,687.0
S3	5,332.5	5,438.5	5,671.0
S4	5,158.0	5,264.0	5,623.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,737.5	5,593.0	144.5	2.5%	75.5	1.3%	95%	False	False	95,188
10	5,750.0	5,575.5	174.5	3.0%	82.0	1.4%	89%	False	False	100,342
20	5,860.0	5,490.0	370.0	6.5%	96.0	1.7%	65%	False	False	114,050
40	5,948.5	5,490.0	458.5	8.0%	81.5	1.4%	52%	False	False	90,957
60	5,948.5	5,490.0	458.5	8.0%	67.0	1.2%	52%	False	False	60,659
80	5,948.5	5,490.0	458.5	8.0%	56.5	1.0%	52%	False	False	45,501
100	5,948.5	5,277.5	671.0	11.7%	47.5	0.8%	68%	False	False	36,419
120	5,948.5	5,070.5	878.0	15.3%	40.5	0.7%	75%	False	False	30,353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,085.5
2.618	5,951.5
1.618	5,869.5
1.000	5,819.0
0.618	5,787.5
HIGH	5,737.0
0.618	5,705.5
0.500	5,696.0
0.382	5,686.5
LOW	5,655.0
0.618	5,604.5
1.000	5,573.0
1.618	5,522.5
2.618	5,440.5
4.250	5,306.5

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	5,719.0	5,712.0
PP	5,707.5	5,694.0
S1	5,696.0	5,676.0

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

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