FTSE 100 Index Future June 2013

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	6,633.0	6,531.5	-101.5	-1.5%	6,683.0
High	6,643.0	6,562.5	-80.5	-1.2%	6,779.5
Low	6,520.5	6,495.0	-25.5	-0.4%	6,520.5
Close	6,573.5	6,508.0	-65.5	-1.0%	6,573.5
Range	122.5	67.5	-55.0	-44.9%	259.0
ATR	89.3	88.5	-0.8	-0.9%	0.0
Volume	130,223	84,719	-45,504	-34.9%	459,539

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,724.5	6,683.5	6,545.0
R3	6,657.0	6,616.0	6,526.5
R2	6,589.5	6,589.5	6,520.5
R1	6,548.5	6,548.5	6,514.0	6,535.0
PP	6,522.0	6,522.0	6,522.0	6,515.0
S1	6,481.0	6,481.0	6,502.0	6,468.0
S2	6,454.5	6,454.5	6,495.5
S3	6,387.0	6,413.5	6,489.5
S4	6,319.5	6,346.0	6,471.0

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,401.5	7,246.5	6,716.0
R3	7,142.5	6,987.5	6,644.5
R2	6,883.5	6,883.5	6,621.0
R1	6,728.5	6,728.5	6,597.0	6,676.5
PP	6,624.5	6,624.5	6,624.5	6,598.5
S1	6,469.5	6,469.5	6,550.0	6,417.5
S2	6,365.5	6,365.5	6,526.0
S3	6,106.5	6,210.5	6,502.5
S4	5,847.5	5,951.5	6,431.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,779.5	6,495.0	284.5	4.4%	96.5	1.5%	5%	False	True	108,851
10	6,861.5	6,495.0	366.5	5.6%	95.0	1.5%	4%	False	True	113,329
20	6,861.5	6,400.0	461.5	7.1%	77.5	1.2%	23%	False	False	97,516
40	6,861.5	6,159.5	702.0	10.8%	76.0	1.2%	50%	False	False	94,780
60	6,861.5	6,159.5	702.0	10.8%	74.0	1.1%	50%	False	False	103,880
80	6,861.5	6,128.0	733.5	11.3%	68.5	1.1%	52%	False	False	79,376
100	6,861.5	5,962.5	899.0	13.8%	61.0	0.9%	61%	False	False	63,535
120	6,861.5	5,784.5	1,077.0	16.5%	53.5	0.8%	67%	False	False	52,950

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	15.4
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6,849.5
2.618	6,739.0
1.618	6,671.5
1.000	6,630.0
0.618	6,604.0
HIGH	6,562.5
0.618	6,536.5
0.500	6,529.0
0.382	6,521.0
LOW	6,495.0
0.618	6,453.5
1.000	6,427.5
1.618	6,386.0
2.618	6,318.5
4.250	6,208.0

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	6,529.0	6,575.0
PP	6,522.0	6,552.5
S1	6,515.0	6,530.0

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

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