FTSE 100 Index Future June 2013

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	6,726.0	6,773.5	47.5	0.7%	6,586.5
High	6,789.5	6,861.5	72.0	1.1%	6,730.0
Low	6,700.0	6,748.5	48.5	0.7%	6,569.5
Close	6,764.0	6,818.0	54.0	0.8%	6,697.5
Range	89.5	113.0	23.5	26.3%	160.5
ATR	67.2	70.5	3.3	4.9%	0.0
Volume	133,747	153,494	19,747	14.8%	439,868

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,148.5	7,096.0	6,880.0
R3	7,035.5	6,983.0	6,849.0
R2	6,922.5	6,922.5	6,838.5
R1	6,870.0	6,870.0	6,828.5	6,896.0
PP	6,809.5	6,809.5	6,809.5	6,822.5
S1	6,757.0	6,757.0	6,807.5	6,783.0
S2	6,696.5	6,696.5	6,797.5
S3	6,583.5	6,644.0	6,787.0
S4	6,470.5	6,531.0	6,756.0

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	6,861.5	6,645.0	216.5	3.2%	78.5	1.1%	80%	True	False	106,493
10	6,861.5	6,538.0	323.5	4.7%	64.5	0.9%	87%	True	False	97,463
20	6,861.5	6,350.0	511.5	7.5%	63.5	0.9%	91%	True	False	87,856
40	6,861.5	6,159.5	702.0	10.3%	73.5	1.1%	94%	True	False	93,632
60	6,861.5	6,157.0	704.5	10.3%	70.5	1.0%	94%	True	False	92,873
80	6,861.5	6,128.0	733.5	10.8%	63.5	0.9%	94%	True	False	69,795
100	6,861.5	5,793.5	1,068.0	15.7%	56.0	0.8%	96%	True	False	55,869
120	6,861.5	5,699.5	1,162.0	17.0%	47.5	0.7%	96%	True	False	46,562

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	17.6
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	7,342.0
2.618	7,157.5
1.618	7,044.5
1.000	6,974.5
0.618	6,931.5
HIGH	6,861.5
0.618	6,818.5
0.500	6,805.0
0.382	6,791.5
LOW	6,748.5
0.618	6,678.5
1.000	6,635.5
1.618	6,565.5
2.618	6,452.5
4.250	6,268.0

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	6,813.5	6,803.0
PP	6,809.5	6,788.5
S1	6,805.0	6,773.5

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

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