FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	28-May-2012	29-May-2012	Change	Change %	Previous Week
Open	5,348.0	5,328.5	-19.5	-0.4%	5,225.0
High	5,399.0	5,389.0	-10.0	-0.2%	5,393.5
Low	5,323.5	5,324.0	0.5	0.0%	5,224.0
Close	5,348.5	5,377.0	28.5	0.5%	5,319.0
Range	75.5	65.0	-10.5	-13.9%	169.5
ATR	94.8	92.7	-2.1	-2.2%	0.0
Volume	61,346	102,387	41,041	66.9%	605,094

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,558.5	5,532.5	5,413.0
R3	5,493.5	5,467.5	5,395.0
R2	5,428.5	5,428.5	5,389.0
R1	5,402.5	5,402.5	5,383.0	5,415.5
PP	5,363.5	5,363.5	5,363.5	5,370.0
S1	5,337.5	5,337.5	5,371.0	5,350.5
S2	5,298.5	5,298.5	5,365.0
S3	5,233.5	5,272.5	5,359.0
S4	5,168.5	5,207.5	5,341.0

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	5,399.0	5,232.5	166.5	3.1%	87.5	1.6%	87%	False	False	107,843
10	5,434.0	5,211.5	222.5	4.1%	94.5	1.8%	74%	False	False	121,109
20	5,786.5	5,211.5	575.0	10.7%	96.5	1.8%	29%	False	False	119,113
40	5,860.0	5,211.5	648.5	12.1%	95.5	1.8%	26%	False	False	115,201
60	5,948.5	5,211.5	737.0	13.7%	86.5	1.6%	22%	False	False	103,492
80	5,948.5	5,211.5	737.0	13.7%	75.5	1.4%	22%	False	False	77,656
100	5,948.5	5,211.5	737.0	13.7%	66.0	1.2%	22%	False	False	62,130
120	5,948.5	5,211.5	737.0	13.7%	57.0	1.1%	22%	False	False	51,791

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.2
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	5,665.0
2.618	5,559.0
1.618	5,494.0
1.000	5,454.0
0.618	5,429.0
HIGH	5,389.0
0.618	5,364.0
0.500	5,356.5
0.382	5,349.0
LOW	5,324.0
0.618	5,284.0
1.000	5,259.0
1.618	5,219.0
2.618	5,154.0
4.250	5,048.0

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	5,370.0	5,367.0
PP	5,363.5	5,357.0
S1	5,356.5	5,347.0

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

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