FTSE 100 Index Future June 2013

Trading Metrics calculated at close of trading on 21-May-2013

Day Change Summary
	Previous	Current
	20-May-2013	21-May-2013	Change	Change %	Previous Week
Open	6,721.5	6,726.0	4.5	0.1%	6,586.5
High	6,736.5	6,789.5	53.0	0.8%	6,730.0
Low	6,685.5	6,700.0	14.5	0.2%	6,569.5
Close	6,728.0	6,764.0	36.0	0.5%	6,697.5
Range	51.0	89.5	38.5	75.5%	160.5
ATR	65.5	67.2	1.7	2.6%	0.0
Volume	79,376	133,747	54,371	68.5%	439,868

Daily Pivots for day following 21-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,019.5	6,981.5	6,813.0
R3	6,930.0	6,892.0	6,788.5
R2	6,840.5	6,840.5	6,780.5
R1	6,802.5	6,802.5	6,772.0	6,821.5
PP	6,751.0	6,751.0	6,751.0	6,761.0
S1	6,713.0	6,713.0	6,756.0	6,732.0
S2	6,661.5	6,661.5	6,747.5
S3	6,572.0	6,623.5	6,739.5
S4	6,482.5	6,534.0	6,715.0

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,147.0	7,083.0	6,786.0
R3	6,986.5	6,922.5	6,741.5
R2	6,826.0	6,826.0	6,727.0
R1	6,762.0	6,762.0	6,712.0	6,794.0
PP	6,665.5	6,665.5	6,665.5	6,682.0
S1	6,601.5	6,601.5	6,683.0	6,633.5
S2	6,505.0	6,505.0	6,668.0
S3	6,344.5	6,441.0	6,653.5
S4	6,184.0	6,280.5	6,609.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,789.5	6,645.0	144.5	2.1%	64.0	0.9%	82%	True	False	92,605
10	6,789.5	6,519.0	270.5	4.0%	58.0	0.9%	91%	True	False	87,934
20	6,789.5	6,219.0	570.5	8.4%	65.0	1.0%	96%	True	False	84,797
40	6,789.5	6,159.5	630.0	9.3%	72.5	1.1%	96%	True	False	92,426
60	6,789.5	6,157.0	632.5	9.4%	69.0	1.0%	96%	True	False	90,316
80	6,789.5	6,128.0	661.5	9.8%	62.5	0.9%	96%	True	False	67,877
100	6,789.5	5,793.5	996.0	14.7%	55.0	0.8%	97%	True	False	54,335
120	6,789.5	5,692.0	1,097.5	16.2%	46.5	0.7%	98%	True	False	45,283

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	15.3
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,170.0
2.618	7,024.0
1.618	6,934.5
1.000	6,879.0
0.618	6,845.0
HIGH	6,789.5
0.618	6,755.5
0.500	6,745.0
0.382	6,734.0
LOW	6,700.0
0.618	6,644.5
1.000	6,610.5
1.618	6,555.0
2.618	6,465.5
4.250	6,319.5

Fisher Pivots for day following 21-May-2013
Pivot	1 day	3 day
R1	6,757.5	6,748.5
PP	6,751.0	6,733.0
S1	6,745.0	6,717.0

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

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