FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	5,324.0	5,275.0	-49.0	-0.9%	5,348.0
High	5,342.5	5,416.5	74.0	1.4%	5,399.0
Low	5,215.0	5,265.0	50.0	1.0%	5,215.0
Close	5,238.5	5,408.5	170.0	3.2%	5,238.5
Range	127.5	151.5	24.0	18.8%	184.0
ATR	95.9	101.8	5.9	6.1%	0.0
Volume	154,102	148,340	-5,762	-3.7%	618,094

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,818.0	5,764.5	5,492.0
R3	5,666.5	5,613.0	5,450.0
R2	5,515.0	5,515.0	5,436.5
R1	5,461.5	5,461.5	5,422.5	5,488.0
PP	5,363.5	5,363.5	5,363.5	5,376.5
S1	5,310.0	5,310.0	5,394.5	5,337.0
S2	5,212.0	5,212.0	5,380.5
S3	5,060.5	5,158.5	5,367.0
S4	4,909.0	5,007.0	5,325.0

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,836.0	5,721.5	5,339.5
R3	5,652.0	5,537.5	5,289.0
R2	5,468.0	5,468.0	5,272.0
R1	5,353.5	5,353.5	5,255.5	5,319.0
PP	5,284.0	5,284.0	5,284.0	5,267.0
S1	5,169.5	5,169.5	5,221.5	5,135.0
S2	5,100.0	5,100.0	5,205.0
S3	4,916.0	4,985.5	5,188.0
S4	4,732.0	4,801.5	5,137.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,416.5	5,215.0	201.5	3.7%	108.5	2.0%	96%	True	False	141,017
10	5,416.5	5,215.0	201.5	3.7%	99.5	1.8%	96%	True	False	125,594
20	5,635.5	5,211.5	424.0	7.8%	102.0	1.9%	46%	False	False	130,286
40	5,786.5	5,211.5	575.0	10.6%	96.0	1.8%	34%	False	False	117,436
60	5,948.5	5,211.5	737.0	13.6%	90.0	1.7%	27%	False	False	113,300
80	5,948.5	5,211.5	737.0	13.6%	79.0	1.5%	27%	False	False	85,190
100	5,948.5	5,211.5	737.0	13.6%	70.5	1.3%	27%	False	False	68,156
120	5,948.5	5,211.5	737.0	13.6%	60.5	1.1%	27%	False	False	56,807

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.3
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	6,060.5
2.618	5,813.0
1.618	5,661.5
1.000	5,568.0
0.618	5,510.0
HIGH	5,416.5
0.618	5,358.5
0.500	5,341.0
0.382	5,323.0
LOW	5,265.0
0.618	5,171.5
1.000	5,113.5
1.618	5,020.0
2.618	4,868.5
4.250	4,621.0

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	5,386.0	5,377.5
PP	5,363.5	5,346.5
S1	5,341.0	5,316.0

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

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