FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 25-May-2012

Day Change Summary
	Previous	Current
	24-May-2012	25-May-2012	Change	Change %	Previous Week
Open	5,283.0	5,339.5	56.5	1.1%	5,225.0
High	5,356.5	5,369.5	13.0	0.2%	5,393.5
Low	5,250.5	5,295.0	44.5	0.8%	5,224.0
Close	5,333.5	5,319.0	-14.5	-0.3%	5,319.0
Range	106.0	74.5	-31.5	-29.7%	169.5
ATR	97.6	96.0	-1.7	-1.7%	0.0
Volume	125,532	111,092	-14,440	-11.5%	605,094

Daily Pivots for day following 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,551.5	5,509.5	5,360.0
R3	5,477.0	5,435.0	5,339.5
R2	5,402.5	5,402.5	5,332.5
R1	5,360.5	5,360.5	5,326.0	5,344.0
PP	5,328.0	5,328.0	5,328.0	5,319.5
S1	5,286.0	5,286.0	5,312.0	5,270.0
S2	5,253.5	5,253.5	5,305.5
S3	5,179.0	5,211.5	5,298.5
S4	5,104.5	5,137.0	5,278.0

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,820.5	5,739.5	5,412.0
R3	5,651.0	5,570.0	5,365.5
R2	5,481.5	5,481.5	5,350.0
R1	5,400.5	5,400.5	5,334.5	5,441.0
PP	5,312.0	5,312.0	5,312.0	5,332.5
S1	5,231.0	5,231.0	5,303.5	5,271.5
S2	5,142.5	5,142.5	5,288.0
S3	4,973.0	5,061.5	5,272.5
S4	4,803.5	4,892.0	5,226.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,393.5	5,224.0	169.5	3.2%	98.0	1.8%	56%	False	False	121,018
10	5,524.0	5,211.5	312.5	5.9%	102.0	1.9%	34%	False	False	131,244
20	5,786.5	5,211.5	575.0	10.8%	97.5	1.8%	19%	False	False	120,463
40	5,860.0	5,211.5	648.5	12.2%	96.5	1.8%	17%	False	False	117,256
60	5,948.5	5,211.5	737.0	13.9%	86.5	1.6%	15%	False	False	100,792
80	5,948.5	5,211.5	737.0	13.9%	74.5	1.4%	15%	False	False	75,610
100	5,948.5	5,211.5	737.0	13.9%	64.5	1.2%	15%	False	False	60,493
120	5,948.5	5,211.5	737.0	13.9%	56.0	1.1%	15%	False	False	50,427

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.0
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	5,686.0
2.618	5,564.5
1.618	5,490.0
1.000	5,444.0
0.618	5,415.5
HIGH	5,369.5
0.618	5,341.0
0.500	5,332.0
0.382	5,323.5
LOW	5,295.0
0.618	5,249.0
1.000	5,220.5
1.618	5,174.5
2.618	5,100.0
4.250	4,978.5

Fisher Pivots for day following 25-May-2012
Pivot	1 day	3 day
R1	5,332.0	5,313.0
PP	5,328.0	5,307.0
S1	5,323.5	5,301.0

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

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