FTSE 100 Index Future June 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	6,525.0	6,516.5	-8.5	-0.1%	6,683.0
High	6,560.0	6,521.0	-39.0	-0.6%	6,779.5
Low	6,492.0	6,383.0	-109.0	-1.7%	6,520.5
Close	6,541.0	6,414.5	-126.5	-1.9%	6,573.5
Range	68.0	138.0	70.0	102.9%	259.0
ATR	87.1	92.1	5.1	5.8%	0.0
Volume	130,773	130,325	-448	-0.3%	459,539

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,853.5	6,772.0	6,490.5
R3	6,715.5	6,634.0	6,452.5
R2	6,577.5	6,577.5	6,440.0
R1	6,496.0	6,496.0	6,427.0	6,468.0
PP	6,439.5	6,439.5	6,439.5	6,425.5
S1	6,358.0	6,358.0	6,402.0	6,330.0
S2	6,301.5	6,301.5	6,389.0
S3	6,163.5	6,220.0	6,376.5
S4	6,025.5	6,082.0	6,338.5

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	6,654.5	6,383.0	271.5	4.2%	93.0	1.4%	12%	False	True	120,655
10	6,861.5	6,383.0	478.5	7.5%	101.5	1.6%	7%	False	True	118,126
20	6,861.5	6,383.0	478.5	7.5%	79.5	1.2%	7%	False	True	103,030
40	6,861.5	6,173.5	688.0	10.7%	76.0	1.2%	35%	False	False	97,496
60	6,861.5	6,159.5	702.0	10.9%	76.0	1.2%	36%	False	False	104,913
80	6,861.5	6,143.5	718.0	11.2%	69.5	1.1%	38%	False	False	82,605
100	6,861.5	5,975.0	886.5	13.8%	62.5	1.0%	50%	False	False	66,145
120	6,861.5	5,784.5	1,077.0	16.8%	55.0	0.9%	58%	False	False	55,125

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	15.1
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	7,107.5
2.618	6,882.5
1.618	6,744.5
1.000	6,659.0
0.618	6,606.5
HIGH	6,521.0
0.618	6,468.5
0.500	6,452.0
0.382	6,435.5
LOW	6,383.0
0.618	6,297.5
1.000	6,245.0
1.618	6,159.5
2.618	6,021.5
4.250	5,796.5

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	6,452.0	6,473.0
PP	6,439.5	6,453.5
S1	6,427.0	6,434.0

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

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