FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 10-May-2012

Day Change Summary
	Previous	Current
	09-May-2012	10-May-2012	Change	Change %	Previous Week
Open	5,564.0	5,500.0	-64.0	-1.2%	5,742.0
High	5,564.0	5,546.0	-18.0	-0.3%	5,786.5
Low	5,442.5	5,469.5	27.0	0.5%	5,603.0
Close	5,506.0	5,523.0	17.0	0.3%	5,616.5
Range	121.5	76.5	-45.0	-37.0%	183.5
ATR	91.0	90.0	-1.0	-1.1%	0.0
Volume	156,498	117,777	-38,721	-24.7%	473,652

Daily Pivots for day following 10-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,742.5	5,709.0	5,565.0
R3	5,666.0	5,632.5	5,544.0
R2	5,589.5	5,589.5	5,537.0
R1	5,556.0	5,556.0	5,530.0	5,573.0
PP	5,513.0	5,513.0	5,513.0	5,521.0
S1	5,479.5	5,479.5	5,516.0	5,496.0
S2	5,436.5	5,436.5	5,509.0
S3	5,360.0	5,403.0	5,502.0
S4	5,283.5	5,326.5	5,481.0

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	5,768.0	5,442.5	325.5	5.9%	102.0	1.9%	25%	False	False	128,824
10	5,786.5	5,442.5	344.0	6.2%	92.0	1.7%	23%	False	False	107,715
20	5,786.5	5,442.5	344.0	6.2%	89.5	1.6%	23%	False	False	105,934
40	5,948.5	5,442.5	506.0	9.2%	87.0	1.6%	16%	False	False	112,266
60	5,948.5	5,442.5	506.0	9.2%	75.0	1.4%	16%	False	False	77,073
80	5,948.5	5,442.5	506.0	9.2%	65.5	1.2%	16%	False	False	57,810
100	5,948.5	5,277.5	671.0	12.1%	55.0	1.0%	37%	False	False	46,251
120	5,948.5	5,070.5	878.0	15.9%	47.5	0.9%	52%	False	False	38,558

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,871.0
2.618	5,746.5
1.618	5,670.0
1.000	5,622.5
0.618	5,593.5
HIGH	5,546.0
0.618	5,517.0
0.500	5,508.0
0.382	5,498.5
LOW	5,469.5
0.618	5,422.0
1.000	5,393.0
1.618	5,345.5
2.618	5,269.0
4.250	5,144.5

Fisher Pivots for day following 10-May-2012
Pivot	1 day	3 day
R1	5,518.0	5,539.0
PP	5,513.0	5,533.5
S1	5,508.0	5,528.5

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

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