FTSE 100 Index Future June 2013

Trading Metrics calculated at close of trading on 15-May-2013

Day Change Summary
	Previous	Current
	14-May-2013	15-May-2013	Change	Change %	Previous Week
Open	6,614.0	6,664.5	50.5	0.8%	6,483.0
High	6,669.0	6,687.0	18.0	0.3%	6,607.0
Low	6,584.5	6,646.5	62.0	0.9%	6,473.0
Close	6,646.5	6,671.0	24.5	0.4%	6,589.0
Range	84.5	40.5	-44.0	-52.1%	134.0
ATR	68.0	66.1	-2.0	-2.9%	0.0
Volume	90,017	84,055	-5,962	-6.6%	293,196

Daily Pivots for day following 15-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,789.5	6,771.0	6,693.5
R3	6,749.0	6,730.5	6,682.0
R2	6,708.5	6,708.5	6,678.5
R1	6,690.0	6,690.0	6,674.5	6,699.0
PP	6,668.0	6,668.0	6,668.0	6,673.0
S1	6,649.5	6,649.5	6,667.5	6,659.0
S2	6,627.5	6,627.5	6,663.5
S3	6,587.0	6,609.0	6,660.0
S4	6,546.5	6,568.5	6,648.5

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,958.5	6,907.5	6,662.5
R3	6,824.5	6,773.5	6,626.0
R2	6,690.5	6,690.5	6,613.5
R1	6,639.5	6,639.5	6,601.5	6,665.0
PP	6,556.5	6,556.5	6,556.5	6,569.0
S1	6,505.5	6,505.5	6,576.5	6,531.0
S2	6,422.5	6,422.5	6,564.5
S3	6,288.5	6,371.5	6,552.0
S4	6,154.5	6,237.5	6,515.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,687.0	6,538.0	149.0	2.2%	51.0	0.8%	89%	True	False	88,434
10	6,687.0	6,365.0	322.0	4.8%	58.5	0.9%	95%	True	False	84,390
20	6,687.0	6,173.5	513.5	7.7%	67.5	1.0%	97%	True	False	88,179
40	6,687.0	6,159.5	527.5	7.9%	73.5	1.1%	97%	True	False	92,246
60	6,687.0	6,157.0	530.0	7.9%	67.0	1.0%	97%	True	False	84,075
80	6,687.0	6,056.5	630.5	9.5%	60.0	0.9%	97%	True	False	63,147
100	6,687.0	5,793.5	893.5	13.4%	53.0	0.8%	98%	True	False	50,546
120	6,687.0	5,638.0	1,049.0	15.7%	44.5	0.7%	98%	True	False	42,125

Crabel Price Patterns
NR	True
NR4	True
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	16.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,859.0
2.618	6,793.0
1.618	6,752.5
1.000	6,727.5
0.618	6,712.0
HIGH	6,687.0
0.618	6,671.5
0.500	6,667.0
0.382	6,662.0
LOW	6,646.5
0.618	6,621.5
1.000	6,606.0
1.618	6,581.0
2.618	6,540.5
4.250	6,474.5

Fisher Pivots for day following 15-May-2013
Pivot	1 day	3 day
R1	6,669.5	6,657.0
PP	6,668.0	6,642.5
S1	6,667.0	6,628.0

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

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