FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 03-May-2012

Day Change Summary
	Previous	Current
	02-May-2012	03-May-2012	Change	Change %	Previous Week
Open	5,770.0	5,742.0	-28.0	-0.5%	5,713.0
High	5,786.5	5,768.0	-18.5	-0.3%	5,754.5
Low	5,700.5	5,702.5	2.0	0.0%	5,593.0
Close	5,747.0	5,711.0	-36.0	-0.6%	5,746.5
Range	86.0	65.5	-20.5	-23.8%	161.5
ATR	84.5	83.1	-1.4	-1.6%	0.0
Volume	116,775	99,980	-16,795	-14.4%	459,894

Daily Pivots for day following 03-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,923.5	5,883.0	5,747.0
R3	5,858.0	5,817.5	5,729.0
R2	5,792.5	5,792.5	5,723.0
R1	5,752.0	5,752.0	5,717.0	5,739.5
PP	5,727.0	5,727.0	5,727.0	5,721.0
S1	5,686.5	5,686.5	5,705.0	5,674.0
S2	5,661.5	5,661.5	5,699.0
S3	5,596.0	5,621.0	5,693.0
S4	5,530.5	5,555.5	5,675.0

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,182.5	6,126.0	5,835.5
R3	6,021.0	5,964.5	5,791.0
R2	5,859.5	5,859.5	5,776.0
R1	5,803.0	5,803.0	5,761.5	5,831.0
PP	5,698.0	5,698.0	5,698.0	5,712.0
S1	5,641.5	5,641.5	5,731.5	5,670.0
S2	5,536.5	5,536.5	5,717.0
S3	5,375.0	5,480.0	5,702.0
S4	5,213.5	5,318.5	5,657.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,786.5	5,671.0	115.5	2.0%	78.5	1.4%	35%	False	False	88,162
10	5,786.5	5,593.0	193.5	3.4%	77.0	1.3%	61%	False	False	91,675
20	5,788.5	5,490.0	298.5	5.2%	91.5	1.6%	74%	False	False	106,226
40	5,948.5	5,490.0	458.5	8.0%	82.0	1.4%	48%	False	False	101,768
60	5,948.5	5,490.0	458.5	8.0%	70.0	1.2%	48%	False	False	68,005
80	5,948.5	5,490.0	458.5	8.0%	61.0	1.1%	48%	False	False	51,010
100	5,948.5	5,277.5	671.0	11.7%	50.5	0.9%	65%	False	False	40,825
120	5,948.5	5,070.5	878.0	15.4%	43.5	0.8%	73%	False	False	34,024

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.1
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,046.5
2.618	5,939.5
1.618	5,874.0
1.000	5,833.5
0.618	5,808.5
HIGH	5,768.0
0.618	5,743.0
0.500	5,735.0
0.382	5,727.5
LOW	5,702.5
0.618	5,662.0
1.000	5,637.0
1.618	5,596.5
2.618	5,531.0
4.250	5,424.0

Fisher Pivots for day following 03-May-2012
Pivot	1 day	3 day
R1	5,735.0	5,743.0
PP	5,727.0	5,732.0
S1	5,719.0	5,721.5

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

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