FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 09-May-2012

Day Change Summary
	Previous	Current
	08-May-2012	09-May-2012	Change	Change %	Previous Week
Open	5,631.0	5,564.0	-67.0	-1.2%	5,742.0
High	5,635.5	5,564.0	-71.5	-1.3%	5,786.5
Low	5,513.5	5,442.5	-71.0	-1.3%	5,603.0
Close	5,562.5	5,506.0	-56.5	-1.0%	5,616.5
Range	122.0	121.5	-0.5	-0.4%	183.5
ATR	88.7	91.0	2.3	2.6%	0.0
Volume	140,705	156,498	15,793	11.2%	473,652

Daily Pivots for day following 09-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,868.5	5,809.0	5,573.0
R3	5,747.0	5,687.5	5,539.5
R2	5,625.5	5,625.5	5,528.5
R1	5,566.0	5,566.0	5,517.0	5,535.0
PP	5,504.0	5,504.0	5,504.0	5,489.0
S1	5,444.5	5,444.5	5,495.0	5,413.5
S2	5,382.5	5,382.5	5,483.5
S3	5,261.0	5,323.0	5,472.5
S4	5,139.5	5,201.5	5,439.0

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,219.0	6,101.5	5,717.5
R3	6,035.5	5,918.0	5,667.0
R2	5,852.0	5,852.0	5,650.0
R1	5,734.5	5,734.5	5,633.5	5,701.5
PP	5,668.5	5,668.5	5,668.5	5,652.0
S1	5,551.0	5,551.0	5,599.5	5,518.0
S2	5,485.0	5,485.0	5,583.0
S3	5,301.5	5,367.5	5,566.0
S4	5,118.0	5,184.0	5,515.5

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	5,442.5	344.0	6.2%	104.0	1.9%	18%	False	True	128,624
10	5,786.5	5,442.5	344.0	6.2%	89.5	1.6%	18%	False	True	104,341
20	5,786.5	5,442.5	344.0	6.2%	91.0	1.7%	18%	False	True	107,200
40	5,948.5	5,442.5	506.0	9.2%	86.5	1.6%	13%	False	True	110,672
60	5,948.5	5,442.5	506.0	9.2%	74.0	1.3%	13%	False	True	75,111
80	5,948.5	5,442.5	506.0	9.2%	65.0	1.2%	13%	False	True	56,338
100	5,948.5	5,277.5	671.0	12.2%	54.5	1.0%	34%	False	False	45,074
120	5,948.5	5,070.5	878.0	15.9%	46.5	0.8%	50%	False	False	37,577

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	19.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,080.5
2.618	5,882.0
1.618	5,760.5
1.000	5,685.5
0.618	5,639.0
HIGH	5,564.0
0.618	5,517.5
0.500	5,503.0
0.382	5,489.0
LOW	5,442.5
0.618	5,367.5
1.000	5,321.0
1.618	5,246.0
2.618	5,124.5
4.250	4,926.0

Fisher Pivots for day following 09-May-2012
Pivot	1 day	3 day
R1	5,505.0	5,585.5
PP	5,504.0	5,559.0
S1	5,503.0	5,532.5

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

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